06:20 New York (Handel von 09:30 - 16:00) 11:20 London (08:00 - 16:30) 12:20 Frankfurt (09:00 - 20:00) 19:20 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+5,91 |
+13,66 |
-8,70 |
-0,97 |
+23,78 |
+50,93 |
+383,40 |
Volatilit?t (%) |
27,04 |
18,46 |
35,80 |
36,01 |
40,87 |
35,60 |
31,17 |
Sharpe Ratio |
9,25 |
7,12 |
-1,06 |
0,05 |
0,31 |
0,34 |
0,58 |
Hoch |
57,50 |
57,50 |
64,95 |
72,68 |
72,68 |
72,68 |
72,68 |
Tief |
54,25 |
50,25 |
48,18 |
48,18 |
25,54 |
25,54 |
10,74 |
Ø-Preis |
56,44 |
54,02 |
55,43 |
60,66 |
52,77 |
47,31 |
36,33 |
Ø-Volumen (in Tsd EUR/Handelstag) |
3.954 |
3.870 |
5.386 |
7.004 |
8.511 |
7.070 |
4.707 |
Max. Verlustperiode (Handelstage) |
2 |
2 |
65 |
197 |
420 |
420 |
420 |
Max. Verlustperiode (Kalendertage) |
2 |
2 |
91 |
283 |
605 |
605 |
605 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
6,5509 |
9,5727 |
-6,9109 |
8,3265 |
5,4055 |
5,6563 |
5,7967 |
Alpha |
0,0033 |
0,0031 |
-0,0007 |
0,0012 |
0,0003 |
0,0004 |
0,0004 |
Beta |
0,668 |
0,593 |
0,839 |
1,066 |
1,192 |
1,121 |
1,016 |
Korrelation |
0,239 |
0,632 |
0,608 |
0,665 |
0,623 |
0,591 |
0,561 |
Treynor Ratio |
0,0003 |
0,189 |
-0,131 |
-0,0020 |
0,178 |
0,435 |
3,705 |
Tracking Error |
213,576 |
67,624 |
38,962 |
36,619 |
74,698 |
59,595 |
48,247 |
Relative Performance |
0,980 |
3,190 |
-4,722 |
23,128 |
9,985 |
37,861 |
228,018 |