04:16 New York (Handel von 09:30 - 16:00) 09:16 London (08:00 - 16:30) 10:16 Frankfurt (09:00 - 20:00) 17:16 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+1,08 |
+5,17 |
+7,55 |
-2,51 |
-6,32 |
+14,90 |
+81,43 |
Volatilit?t (%) |
7,96 |
16,90 |
21,92 |
23,20 |
22,84 |
20,90 |
19,74 |
Sharpe Ratio |
2,10 |
2,99 |
1,16 |
-0,11 |
-0,08 |
0,13 |
0,29 |
Hoch |
103,10 |
105,90 |
105,90 |
106,45 |
117,25 |
117,25 |
117,25 |
Tief |
100,40 |
97,50 |
88,94 |
79,00 |
77,62 |
77,62 |
55,45 |
Ø-Preis |
102,03 |
101,05 |
97,87 |
94,64 |
97,15 |
96,51 |
85,91 |
Ø-Volumen (in Tsd EUR/Handelstag) |
20.247 |
25.926 |
31.990 |
33.536 |
37.268 |
37.989 |
34.103 |
Max. Verlustperiode (Handelstage) |
3 |
7 |
16 |
256 |
747 |
747 |
747 |
Max. Verlustperiode (Kalendertage) |
5 |
11 |
22 |
364 |
1.076 |
1.076 |
1.076 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0001 |
0,0001 |
0,0002 |
5,9740 |
-5,5556 |
5,2181 |
5,1935 |
Alpha |
-0,0014 |
0,0003 |
0,0013 |
0,0002 |
-0,0002 |
0,0001 |
0,0001 |
Beta |
0,713 |
0,548 |
0,322 |
0,489 |
0,487 |
0,483 |
0,560 |
Korrelation |
0,484 |
0,451 |
0,312 |
0,463 |
0,514 |
0,481 |
0,551 |
Treynor Ratio |
-0,021 |
0,056 |
0,166 |
-0,093 |
-0,173 |
0,270 |
1,432 |
Tracking Error |
13,526 |
5,794 |
8,195 |
22,308 |
28,439 |
48,650 |
63,032 |
Relative Performance |
-0,990 |
-3,054 |
9,296 |
10,080 |
-26,710 |
1,043 |
-15,414 |