16:54 New York (Handel von 09:30 - 16:00) 21:54 London (08:00 - 16:30) 22:54 Frankfurt (09:00 - 20:00) 05:54 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+2,89 |
+5,84 |
+8,00 |
+10,26 |
+35,67 |
+104,07 |
+171,03 |
Volatilität (%) |
15,14 |
14,97 |
18,41 |
23,96 |
27,57 |
25,19 |
28,63 |
Sharpe Ratio |
11,98 |
4,99 |
1,71 |
0,44 |
0,43 |
0,61 |
0,50 |
Hoch |
148,35 |
148,35 |
148,35 |
170,40 |
170,40 |
170,40 |
170,40 |
Tief |
142,35 |
134,40 |
130,15 |
124,90 |
92,94 |
64,50 |
36,00 |
Ø-Preis |
145,45 |
140,91 |
137,25 |
145,31 |
130,82 |
112,66 |
92,62 |
Ø-Volumen (in Tsd EUR/Handelstag) |
1.695 |
1.343 |
1.546 |
1.562 |
1.077 |
852 |
740 |
Max. Verlustperiode (Handelstage) |
1 |
10 |
27 |
182 |
199 |
199 |
436 |
Max. Verlustperiode (Kalendertage) |
1 |
14 |
37 |
264 |
289 |
289 |
1.290 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0029 |
7,6211 |
6,3904 |
-5,9920 |
5,4891 |
5,7673 |
5,5087 |
Alpha |
0,0072 |
0,0024 |
0,0007 |
-0,0003 |
0,0003 |
0,0004 |
0,0003 |
Beta |
4,369 |
0,268 |
0,446 |
0,528 |
0,742 |
0,743 |
0,753 |
Korrelation |
0,999 |
0,161 |
0,339 |
0,508 |
0,601 |
0,578 |
0,638 |
Treynor Ratio |
0,0022 |
0,146 |
0,136 |
0,158 |
0,455 |
1,375 |
2,248 |
Tracking Error |
2,451 |
91,122 |
49,124 |
31,906 |
58,427 |
50,911 |
57,295 |
Relative Performance |
2,944 |
0,996 |
-1,071 |
-33,681 |
13,483 |
52,459 |
59,242 |