15:05 New York (Handel von 09:30 - 16:00) 20:05 London (08:00 - 16:30) 21:05 Frankfurt (09:00 - 20:00) 04:05 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-0,34 |
-1,67 |
+6,50 |
+28,26 |
+12,60 |
+86,89 |
+92,81 |
Volatilität (%) |
13,34 |
16,54 |
24,95 |
31,78 |
27,80 |
31,86 |
35,90 |
Sharpe Ratio |
3,06 |
-0,58 |
1,25 |
0,90 |
0,22 |
0,49 |
0,31 |
Hoch |
30,00 |
30,20 |
30,90 |
30,90 |
30,90 |
30,90 |
38,10 |
Tief |
29,60 |
29,50 |
27,40 |
19,55 |
17,70 |
11,86 |
10,40 |
Ø-Preis |
29,80 |
29,94 |
29,19 |
25,05 |
23,24 |
21,28 |
20,58 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
1 |
1 |
0 |
2 |
2 |
Max. Verlustperiode (Handelstage) |
1 |
14 |
35 |
92 |
587 |
637 |
1.533 |
Max. Verlustperiode (Kalendertage) |
3 |
24 |
53 |
134 |
851 |
927 |
2.219 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0009 |
6,5134 |
8,7025 |
8,8559 |
5,5037 |
6,3088 |
5,7412 |
Alpha |
0,0016 |
0,0013 |
0,0018 |
0,0012 |
0,0003 |
0,0007 |
0,0005 |
Beta |
2,165 |
-0,649 |
-0,308 |
0,017 |
0,086 |
0,113 |
0,148 |
Korrelation |
0,563 |
-0,354 |
-0,173 |
0,012 |
0,068 |
0,068 |
0,085 |
Treynor Ratio |
-0,0061 |
0,041 |
-0,181 |
16,687 |
1,369 |
7,710 |
6,258 |
Tracking Error |
1,869 |
89,149 |
47,967 |
31,252 |
58,541 |
50,613 |
62,669 |
Relative Performance |
0,660 |
-5,580 |
-1,567 |
-14,452 |
-8,543 |
37,033 |
-17,197 |