08:00 New York (Handel von 09:30 - 16:00) 12:00 London (08:00 - 16:30) 13:00 Frankfurt (09:00 - 20:00) 21:00 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,67 |
-6,70 |
+0,02 |
-5,14 |
+33,10 |
+12,88 |
+84,88 |
Volatilit?t (%) |
25,61 |
25,38 |
17,98 |
21,21 |
25,05 |
26,34 |
24,21 |
Sharpe Ratio |
6,26 |
-2,60 |
0,40 |
-0,14 |
0,44 |
0,16 |
0,31 |
Hoch |
210,45 |
224,20 |
224,20 |
224,55 |
232,30 |
232,55 |
232,55 |
Tief |
192,50 |
192,50 |
192,50 |
156,42 |
138,98 |
116,00 |
102,95 |
Ø-Preis |
205,12 |
214,70 |
215,71 |
195,41 |
195,39 |
196,20 |
172,69 |
Ø-Volumen (in Tsd EUR/Handelstag) |
2.282 |
2.141 |
1.675 |
1.488 |
2.051 |
1.847 |
1.237 |
Max. Verlustperiode (Handelstage) |
2 |
13 |
26 |
197 |
288 |
792 |
792 |
Max. Verlustperiode (Kalendertage) |
2 |
17 |
36 |
278 |
407 |
1.130 |
1.130 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,012 |
-0,0001 |
-8,5046 |
-5,4958 |
-5,0699 |
-5,0223 |
5,0966 |
Alpha |
-0,0075 |
-0,0026 |
-0,0008 |
-0,0003 |
-8,0541 |
-6,2228 |
0,0001 |
Beta |
1,885 |
0,934 |
0,819 |
0,746 |
0,816 |
0,913 |
0,884 |
Korrelation |
0,975 |
0,857 |
0,760 |
0,688 |
0,696 |
0,744 |
0,736 |
Treynor Ratio |
0,0031 |
-0,074 |
-0,0008 |
-0,071 |
0,412 |
0,143 |
0,978 |
Tracking Error |
0,625 |
40,045 |
23,159 |
57,188 |
43,651 |
54,825 |
70,817 |
Relative Performance |
-0,403 |
-4,922 |
-7,175 |
-9,895 |
-21,160 |
-12,938 |
-3,863 |