00:39 New York (Handel von 09:30 - 16:00) 05:39 London (08:00 - 16:30) 06:39 Frankfurt (09:00 - 20:00) 14:39 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-0,33 |
+8,19 |
+17,83 |
+45,80 |
+11,97 |
+127,97 |
+97,19 |
Volatilität (%) |
15,36 |
16,07 |
24,28 |
31,86 |
24,98 |
28,22 |
31,90 |
Sharpe Ratio |
-0,07 |
6,65 |
2,95 |
1,28 |
0,20 |
0,65 |
0,31 |
Hoch |
31,00 |
31,00 |
31,00 |
31,00 |
31,00 |
31,00 |
38,13 |
Tief |
29,50 |
27,80 |
25,20 |
17,00 |
17,00 |
12,02 |
10,31 |
Ø-Preis |
30,28 |
29,16 |
27,93 |
23,96 |
23,24 |
21,05 |
20,51 |
Ø-Volumen (in Tsd EUR/Handelstag) |
84 |
94 |
113 |
153 |
214 |
614 |
708 |
Max. Verlustperiode (Handelstage) |
3 |
3 |
20 |
112 |
623 |
637 |
1.504 |
Max. Verlustperiode (Kalendertage) |
3 |
4 |
28 |
162 |
908 |
928 |
2.177 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0004 |
0,0008 |
0,0006 |
0,0001 |
5,3789 |
6,4851 |
5,4663 |
Alpha |
0,0009 |
0,0044 |
0,0024 |
0,0015 |
0,0002 |
0,0007 |
0,0003 |
Beta |
0,629 |
0,516 |
0,522 |
0,227 |
0,185 |
0,220 |
0,363 |
Korrelation |
0,874 |
0,357 |
0,323 |
0,228 |
0,165 |
0,153 |
0,234 |
Treynor Ratio |
-0,021 |
0,135 |
0,303 |
1,910 |
0,539 |
5,691 |
2,595 |
Tracking Error |
2,548 |
5,297 |
4,064 |
20,929 |
57,086 |
49,157 |
73,701 |
Relative Performance |
0,206 |
8,199 |
11,892 |
28,314 |
-5,875 |
83,066 |
1,832 |