20:38 New York (Handel von 09:30 - 16:00) 01:38 London (08:00 - 16:30) 02:38 Frankfurt (09:00 - 20:00) 09:38 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+3,74 |
-9,26 |
-11,79 |
-8,50 |
-3,79 |
+14,92 |
+160,61 |
Volatilität (%) |
58,81 |
39,91 |
36,05 |
24,50 |
30,31 |
25,66 |
23,91 |
Sharpe Ratio |
4,91 |
-2,82 |
-1,24 |
-0,29 |
0,05 |
0,17 |
0,44 |
Hoch |
205,65 |
224,55 |
227,55 |
232,50 |
232,60 |
232,60 |
232,60 |
Tief |
191,18 |
191,18 |
178,30 |
178,30 |
117,10 |
117,10 |
68,50 |
Ø-Preis |
197,85 |
209,90 |
209,64 |
208,02 |
200,09 |
195,40 |
162,62 |
Ø-Volumen (in Tsd EUR/Handelstag) |
293.381 |
294.912 |
329.821 |
222.912 |
242.199 |
239.233 |
230.217 |
Max. Verlustperiode (Handelstage) |
2 |
16 |
60 |
144 |
569 |
569 |
569 |
Max. Verlustperiode (Kalendertage) |
2 |
22 |
86 |
204 |
816 |
816 |
816 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0045 |
-0,0008 |
-5,9068 |
5,1321 |
-5,5761 |
5,1620 |
5,1610 |
Alpha |
-0,0097 |
-0,0038 |
-0,0004 |
8,5902 |
-0,0002 |
0,0001 |
0,0001 |
Beta |
2,111 |
1,195 |
0,947 |
0,900 |
1,078 |
1,051 |
1,024 |
Korrelation |
0,841 |
0,676 |
0,820 |
0,747 |
0,844 |
0,835 |
0,835 |
Treynor Ratio |
0,0030 |
-0,094 |
-0,134 |
-0,118 |
-0,044 |
0,141 |
1,599 |
Tracking Error |
2,128 |
4,827 |
43,245 |
27,171 |
28,106 |
51,510 |
62,793 |
Relative Performance |
-0,542 |
-7,848 |
-2,107 |
0,651 |
-16,804 |
6,264 |
44,389 |