04:14 New York (Handel von 09:30 - 16:00) 09:14 London (08:00 - 16:30) 10:14 Frankfurt (09:00 - 20:00) 18:14 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+10,98 |
+33,67 |
+31,91 |
-2,80 |
+123,75 |
|
|
| Volatilität (%) |
28,95 |
47,67 |
37,50 |
37,97 |
40,38 |
|
|
| Sharpe Ratio |
121,75 |
43,76 |
18,15 |
0,50 |
5,30 |
|
|
| Hoch |
12,72 |
12,72 |
12,72 |
13,74 |
13,77 |
|
|
| Tief |
11,15 |
9,20 |
8,76 |
7,87 |
4,31 |
|
|
| Ø-Preis |
11,94 |
10,87 |
9,79 |
10,78 |
9,59 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
614 |
481 |
290 |
431 |
365 |
|
|
| Max. Verlustperiode (Handelstage) |
|
6 |
41 |
252 |
281 |
|
|
| Max. Verlustperiode (Kalendertage) |
|
8 |
58 |
357 |
398 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,231 |
0,189 |
0,146 |
0,019 |
0,019 |
|
|
| Alpha |
-0,0044 |
0,0057 |
0,0031 |
0,0004 |
0,0004 |
|
|
| Beta |
2,739 |
1,681 |
1,095 |
1,017 |
1,032 |
|
|
| Korrelation |
0,603 |
0,394 |
0,493 |
0,571 |
0,472 |
|
|
| Treynor Ratio |
0,035 |
0,193 |
0,279 |
-0,042 |
1,192 |
|
|
| Tracking Error |
0,019 |
0,030 |
0,021 |
0,020 |
0,023 |
|
|
| Relative Performance |
6,754 |
22,586 |
23,198 |
4,265 |
31,908 |
|
|