04:43 New York (Handel von 09:30 - 16:00) 09:43 London (08:00 - 16:30) 10:43 Frankfurt (09:00 - 20:00) 17:43 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,63 |
-9,96 |
-16,69 |
-15,53 |
-17,47 |
+1,40 |
+129,59 |
Volatilität (%) |
24,86 |
26,09 |
26,51 |
24,80 |
31,23 |
26,30 |
23,69 |
Sharpe Ratio |
-8,77 |
-5,13 |
-2,88 |
-0,66 |
-0,12 |
0,06 |
0,38 |
Hoch |
184,92 |
199,10 |
224,60 |
232,50 |
232,70 |
232,70 |
232,70 |
Tief |
175,04 |
175,04 |
175,04 |
175,04 |
116,52 |
116,52 |
73,01 |
Ø-Preis |
182,09 |
185,02 |
199,11 |
204,47 |
199,42 |
196,01 |
164,45 |
Ø-Volumen (in Tsd EUR/Handelstag) |
15.516 |
17.842 |
18.912 |
20.794 |
20.331 |
15.331 |
11.240 |
Max. Verlustperiode (Handelstage) |
4 |
21 |
53 |
122 |
505 |
505 |
505 |
Max. Verlustperiode (Kalendertage) |
6 |
29 |
75 |
174 |
722 |
722 |
722 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0060 |
7,8476 |
-0,0002 |
-5,1509 |
-5,6521 |
5,0752 |
5,1179 |
Alpha |
-0,0051 |
0,0001 |
-0,0017 |
-9,2325 |
-0,0002 |
8,9184 |
0,0001 |
Beta |
0,654 |
0,753 |
0,782 |
0,715 |
0,951 |
0,923 |
0,885 |
Korrelation |
0,787 |
0,717 |
0,655 |
0,627 |
0,740 |
0,731 |
0,732 |
Treynor Ratio |
-0,076 |
-0,162 |
-0,253 |
-0,261 |
-0,216 |
-0,032 |
1,408 |
Tracking Error |
0,854 |
3,082 |
7,612 |
28,031 |
28,880 |
52,081 |
112,009 |
Relative Performance |
-1,516 |
3,250 |
-7,257 |
3,071 |
-18,760 |
-2,648 |
30,111 |