04:09 New York (Handel von 09:30 - 16:00) 09:09 London (08:00 - 16:30) 10:09 Frankfurt (09:00 - 20:00) 18:09 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,52 |
-2,36 |
-2,72 |
-10,83 |
+35,72 |
+76,95 |
+134,29 |
Volatilität (%) |
12,72 |
15,33 |
24,30 |
35,50 |
25,71 |
24,30 |
25,54 |
Sharpe Ratio |
7,37 |
-1,33 |
-0,26 |
-0,17 |
0,46 |
0,52 |
0,39 |
Hoch |
136,50 |
141,20 |
141,55 |
170,15 |
170,15 |
170,15 |
170,15 |
Tief |
132,55 |
132,55 |
124,85 |
92,92 |
92,92 |
66,11 |
35,65 |
Ø-Preis |
134,85 |
137,23 |
135,69 |
145,30 |
128,54 |
109,91 |
82,67 |
Ø-Volumen (in Tsd EUR/Handelstag) |
68.387 |
64.652 |
92.012 |
94.768 |
77.489 |
59.049 |
50.441 |
Max. Verlustperiode (Handelstage) |
2 |
13 |
26 |
127 |
198 |
198 |
739 |
Max. Verlustperiode (Kalendertage) |
2 |
17 |
36 |
183 |
289 |
289 |
1.062 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0008 |
-0,0004 |
-0,0002 |
-6,9344 |
5,7702 |
5,6080 |
5,2657 |
Alpha |
0,0066 |
-0,0016 |
-0,0011 |
-0,0004 |
0,0004 |
0,0003 |
0,0002 |
Beta |
-1,271 |
0,453 |
0,515 |
0,804 |
0,744 |
0,764 |
0,776 |
Korrelation |
-0,740 |
0,377 |
0,452 |
0,747 |
0,652 |
0,631 |
0,629 |
Treynor Ratio |
0,0037 |
-0,075 |
-0,073 |
-0,148 |
0,471 |
1,004 |
1,734 |
Tracking Error |
8,091 |
4,303 |
5,357 |
22,149 |
57,393 |
49,703 |
73,897 |
Relative Performance |
0,672 |
-5,023 |
-12,611 |
-12,823 |
33,790 |
36,312 |
39,738 |