04:43 New York (Handel von 09:30 - 16:00) 09:43 London (08:00 - 16:30) 10:43 Frankfurt (09:00 - 20:00) 18:43 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+1,52 |
+2,74 |
+22,45 |
-19,25 |
+44,58 |
+81,82 |
+268,32 |
Volatilität (%) |
8,93 |
30,91 |
40,35 |
54,70 |
37,99 |
33,06 |
31,82 |
Sharpe Ratio |
18,51 |
1,83 |
2,30 |
-0,13 |
0,47 |
0,47 |
0,51 |
Hoch |
123,00 |
126,20 |
126,20 |
162,60 |
162,60 |
162,60 |
162,60 |
Tief |
117,20 |
115,40 |
86,70 |
68,80 |
68,80 |
52,60 |
23,33 |
Ø-Preis |
120,04 |
120,93 |
112,48 |
109,10 |
104,59 |
91,51 |
70,40 |
Ø-Volumen (in Tsd EUR/Handelstag) |
480 |
670 |
1.103 |
1.839 |
1.165 |
899 |
680 |
Max. Verlustperiode (Handelstage) |
0 |
7 |
16 |
233 |
233 |
233 |
678 |
Max. Verlustperiode (Kalendertage) |
0 |
9 |
28 |
337 |
337 |
337 |
974 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,012 |
-0,0002 |
-7,1323 |
-9,4541 |
5,0019 |
5,0007 |
5,0020 |
Alpha |
0,017 |
-0,0025 |
-0,0015 |
-0,0016 |
0,0004 |
0,0001 |
0,0002 |
Beta |
-0,987 |
1,090 |
1,371 |
1,331 |
1,079 |
1,026 |
1,026 |
Korrelation |
-0,841 |
0,500 |
0,599 |
0,716 |
0,601 |
0,571 |
0,554 |
Treynor Ratio |
-0,0072 |
0,018 |
0,160 |
-0,153 |
0,410 |
0,799 |
2,639 |
Tracking Error |
1,419 |
11,261 |
72,033 |
35,861 |
19.104,566 |
14.768,949 |
10.426,698 |
Relative Performance |
-1,326 |
-4,258 |
-2,600 |
-42,991 |
21,277 |
-5,843 |
67,209 |