11:20 New York (Handel von 09:30 - 16:00) 16:20 London (08:00 - 16:30) 17:20 Frankfurt (09:00 - 20:00) 00:20 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+2,78 |
+6,37 |
+8,84 |
+11,01 |
+35,75 |
+107,65 |
+172,36 |
Volatilität (%) |
17,15 |
19,78 |
19,39 |
24,83 |
24,80 |
23,41 |
25,04 |
Sharpe Ratio |
9,46 |
4,25 |
1,76 |
0,46 |
0,45 |
0,65 |
0,44 |
Hoch |
148,25 |
148,25 |
148,25 |
170,00 |
170,00 |
170,00 |
170,00 |
Tief |
142,70 |
135,20 |
130,35 |
125,00 |
93,18 |
64,50 |
35,80 |
Ø-Preis |
144,71 |
140,34 |
137,03 |
145,25 |
130,76 |
112,60 |
84,44 |
Ø-Volumen (in Tsd EUR/Handelstag) |
45 |
40 |
69 |
86 |
75 |
83 |
127 |
Max. Verlustperiode (Handelstage) |
2 |
11 |
28 |
180 |
198 |
198 |
611 |
Max. Verlustperiode (Kalendertage) |
6 |
15 |
38 |
260 |
289 |
289 |
873 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0012 |
6,6923 |
6,2343 |
-6,4439 |
5,4629 |
5,7685 |
5,3783 |
Alpha |
0,0062 |
0,0015 |
0,0006 |
-0,0005 |
0,0003 |
0,0004 |
0,0002 |
Beta |
0,180 |
0,690 |
0,565 |
0,636 |
0,684 |
0,700 |
0,729 |
Korrelation |
0,063 |
0,319 |
0,407 |
0,593 |
0,616 |
0,588 |
0,602 |
Treynor Ratio |
0,036 |
0,061 |
0,118 |
0,139 |
0,491 |
1,504 |
2,333 |
Tracking Error |
5,274 |
90,814 |
47,581 |
31,993 |
58,867 |
50,274 |
63,151 |
Relative Performance |
1,804 |
1,184 |
-0,705 |
-33,338 |
12,862 |
51,303 |
57,512 |