07:21 New York (Handel von 09:30 - 16:00) 12:21 London (08:00 - 16:30) 13:21 Frankfurt (09:00 - 20:00) 21:21 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,81 |
+12,07 |
+17,67 |
+64,24 |
-6,02 |
+5,35 |
+29,23 |
Volatilität (%) |
20,47 |
34,56 |
30,52 |
58,84 |
40,09 |
33,54 |
31,91 |
Sharpe Ratio |
-5,99 |
3,74 |
2,24 |
1,09 |
0,10 |
0,14 |
0,18 |
Hoch |
67,61 |
67,61 |
67,61 |
67,61 |
70,98 |
76,48 |
96,07 |
Tief |
64,77 |
55,51 |
54,82 |
21,02 |
21,02 |
21,02 |
21,02 |
Ø-Preis |
66,22 |
63,79 |
59,77 |
43,94 |
49,92 |
56,24 |
56,24 |
Ø-Volumen (in Tsd EUR/Handelstag) |
182.374 |
229.813 |
205.593 |
208.544 |
217.328 |
229.307 |
242.694 |
Max. Verlustperiode (Handelstage) |
4 |
9 |
21 |
101 |
753 |
779 |
1.503 |
Max. Verlustperiode (Kalendertage) |
6 |
13 |
35 |
147 |
1.093 |
1.129 |
2.173 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0016 |
0,0010 |
0,0001 |
0,0001 |
-5,2051 |
-5,5393 |
-5,1983 |
Alpha |
-0,0024 |
0,0053 |
0,0019 |
0,0018 |
-0,0001 |
-0,0003 |
-0,0001 |
Beta |
1,180 |
1,013 |
1,185 |
1,604 |
1,516 |
1,421 |
1,308 |
Korrelation |
0,633 |
0,403 |
0,561 |
0,880 |
0,843 |
0,833 |
0,845 |
Treynor Ratio |
-0,033 |
0,098 |
0,131 |
0,387 |
-0,054 |
0,023 |
0,207 |
Tracking Error |
1,479 |
5,154 |
13,996 |
28,561 |
59,106 |
50,299 |
74,488 |
Relative Performance |
-1,105 |
11,894 |
13,082 |
55,421 |
-16,918 |
-40,659 |
-64,069 |