09:12 New York (Handel von 09:30 - 16:00) 13:12 London (08:00 - 16:30) 14:12 Frankfurt (09:00 - 20:00) 22:12 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-0,16 |
-2,75 |
+14,64 |
-1,47 |
-2,17 |
-70,19 |
-30,48 |
Volatilit?t (%) |
27,44 |
51,13 |
40,03 |
43,77 |
42,38 |
40,38 |
33,86 |
Sharpe Ratio |
6,74 |
0,29 |
1,81 |
0,21 |
0,17 |
-0,43 |
0,01 |
Hoch |
67,92 |
79,24 |
79,24 |
79,24 |
132,68 |
229,60 |
257,40 |
Tief |
61,88 |
61,88 |
54,92 |
44,31 |
44,31 |
44,31 |
44,31 |
Ø-Preis |
65,83 |
69,65 |
66,56 |
62,64 |
87,87 |
109,95 |
145,40 |
Ø-Volumen (in Tsd EUR/Handelstag) |
37.276 |
43.125 |
32.855 |
33.460 |
49.125 |
68.658 |
75.863 |
Max. Verlustperiode (Handelstage) |
1 |
11 |
15 |
192 |
463 |
1.256 |
1.319 |
Max. Verlustperiode (Kalendertage) |
1 |
15 |
21 |
271 |
654 |
1.808 |
1.899 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0005 |
5,7649 |
6,0611 |
-5,1755 |
-6,3608 |
-6,7830 |
-5,4879 |
Alpha |
-0,0058 |
0,0005 |
0,0004 |
-0,0001 |
-0,0006 |
-0,0010 |
-0,0003 |
Beta |
1,792 |
1,613 |
1,807 |
1,697 |
1,431 |
1,338 |
1,240 |
Korrelation |
0,860 |
0,725 |
0,747 |
0,756 |
0,725 |
0,710 |
0,723 |
Treynor Ratio |
0,0056 |
-0,010 |
0,090 |
-0,0020 |
-0,0075 |
-0,532 |
-0,244 |
Tracking Error |
11,637 |
65,816 |
36,152 |
58,748 |
44,178 |
55,479 |
65,427 |
Relative Performance |
0,014 |
0,328 |
9,163 |
-4,909 |
-55,872 |
-97,216 |
-120,532 |