11:02 New York (Handel von 09:30 - 16:00) 16:02 London (08:00 - 16:30) 17:02 Frankfurt (09:00 - 20:00) 00:02 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+10,82 |
+7,54 |
+20,56 |
+95,69 |
+51,30 |
+118,98 |
+353,67 |
Volatilität (%) |
65,17 |
42,93 |
41,85 |
44,86 |
39,46 |
34,07 |
33,08 |
Sharpe Ratio |
7,26 |
1,43 |
1,67 |
1,58 |
0,47 |
0,55 |
0,55 |
Hoch |
141,20 |
141,20 |
141,20 |
141,20 |
157,80 |
157,80 |
157,80 |
Tief |
131,20 |
123,80 |
110,00 |
74,30 |
71,20 |
54,39 |
23,82 |
Ø-Preis |
137,32 |
131,34 |
123,61 |
109,48 |
107,12 |
93,88 |
72,23 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
1 |
15 |
15 |
120 |
290 |
290 |
682 |
Max. Verlustperiode (Kalendertage) |
1 |
23 |
23 |
168 |
420 |
420 |
980 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,021 |
0,0008 |
0,0001 |
0,0001 |
6,5578 |
6,7945 |
7,2006 |
Alpha |
0,036 |
0,0033 |
0,0027 |
0,0022 |
0,0006 |
0,0006 |
0,0006 |
Beta |
-4,130 |
-0,461 |
0,192 |
0,399 |
0,454 |
0,438 |
0,347 |
Korrelation |
-0,729 |
-0,154 |
0,076 |
0,178 |
0,242 |
0,233 |
0,180 |
Treynor Ratio |
-0,014 |
-0,053 |
0,784 |
2,205 |
0,991 |
2,523 |
9,768 |
Tracking Error |
1,720 |
4,271 |
40,203 |
40,513 |
39,797 |
33,036 |
28,728 |
Relative Performance |
6,010 |
1,000 |
11,022 |
28,491 |
16,115 |
30,233 |
133,826 |