14:27 New York (Handel von 09:30 - 16:00) 19:27 London (08:00 - 16:30) 20:27 Frankfurt (09:00 - 20:00) 03:27 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,10 |
+3,60 |
-10,27 |
-11,60 |
-9,13 |
-2,28 |
+107,20 |
Volatilit?t (%) |
9,55 |
15,18 |
21,89 |
24,20 |
29,87 |
25,54 |
23,20 |
Sharpe Ratio |
9,99 |
4,06 |
-1,65 |
-0,40 |
-0,0076 |
0,04 |
0,35 |
Hoch |
181,64 |
181,64 |
202,60 |
232,55 |
232,75 |
232,75 |
232,75 |
Tief |
176,74 |
169,90 |
168,72 |
168,72 |
116,00 |
116,00 |
85,40 |
Ø-Preis |
179,52 |
176,75 |
184,65 |
201,26 |
198,13 |
195,87 |
165,39 |
Ø-Volumen (in Tsd EUR/Handelstag) |
146 |
108 |
96 |
170 |
312 |
289 |
275 |
Max. Verlustperiode (Handelstage) |
1 |
7 |
63 |
130 |
634 |
634 |
634 |
Max. Verlustperiode (Kalendertage) |
1 |
9 |
87 |
184 |
907 |
907 |
907 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0003 |
-5,0976 |
-0,0001 |
5,2705 |
-5,9817 |
-5,1110 |
5,1216 |
Alpha |
0,0036 |
-6,5768 |
-0,0012 |
0,0001 |
-0,0003 |
-0,0001 |
0,0001 |
Beta |
0,141 |
0,723 |
0,785 |
0,788 |
0,973 |
0,960 |
0,932 |
Korrelation |
0,237 |
0,676 |
0,777 |
0,719 |
0,791 |
0,786 |
0,784 |
Treynor Ratio |
-0,031 |
0,043 |
-0,139 |
-0,156 |
-0,101 |
-0,030 |
1,162 |
Tracking Error |
14,399 |
16,140 |
15,122 |
25,010 |
29,112 |
49,712 |
64,016 |
Relative Performance |
0,775 |
-2,122 |
-7,298 |
3,353 |
-28,679 |
-14,145 |
11,639 |