23:07 New York (Handel von 09:30 - 16:00) 04:07 London (08:00 - 16:30) 05:07 Frankfurt (09:00 - 20:00) 12:07 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+2,19 |
-8,55 |
-17,50 |
-29,79 |
+41,94 |
+41,43 |
+295,29 |
| Volatilität (%) |
14,73 |
22,77 |
26,06 |
31,19 |
31,50 |
36,72 |
31,45 |
| Sharpe Ratio |
-15,23 |
-39,63 |
-21,09 |
-7,12 |
3,19 |
2,26 |
4,68 |
| Hoch |
19.655,00 |
22.725,00 |
24.250,00 |
28.800,00 |
33.255,00 |
33.255,00 |
33.255,00 |
| Tief |
19.300,00 |
19.300,00 |
19.300,00 |
18.605,00 |
12.425,00 |
9.900,00 |
1,00 |
| Ø-Preis |
19.436,00 |
20.838,57 |
22.085,48 |
23.016,88 |
21.373,88 |
19.284,98 |
11.317,55 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
16 |
58 |
196 |
267 |
601 |
602 |
| Max. Verlustperiode (Kalendertage) |
1 |
23 |
85 |
302 |
409 |
872 |
924 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,281 |
-0,419 |
-0,142 |
-0,049 |
0,025 |
0,022 |
0,034 |
| Alpha |
0,0036 |
-0,0059 |
-0,0026 |
-0,0011 |
0,0005 |
0,0006 |
0,0008 |
| Beta |
0,339 |
0,230 |
0,306 |
0,324 |
0,362 |
0,360 |
0,215 |
| Korrelation |
0,538 |
0,238 |
0,254 |
0,296 |
0,261 |
0,263 |
0,175 |
| Treynor Ratio |
0,0057 |
-0,607 |
-0,636 |
-0,939 |
1,147 |
1,094 |
17,355 |
| Tracking Error |
0,013 |
0,014 |
0,019 |
0,022 |
0,021 |
0,025 |
0,025 |
| Relative Performance |
1,098 |
-6,027 |
-9,859 |
-17,573 |
16,313 |
59,509 |
345,411 |