14:13 New York (Handel von 09:30 - 16:00) 19:13 London (08:00 - 16:30) 20:13 Frankfurt (09:00 - 20:00) 04:13 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-0,74 |
+3,09 |
+24,48 |
+53,79 |
-15,53 |
+80,10 |
+2,47 |
Volatilität (%) |
28,80 |
39,13 |
34,39 |
48,63 |
44,31 |
40,64 |
43,68 |
Sharpe Ratio |
2,90 |
1,85 |
3,02 |
1,13 |
0,07 |
0,45 |
0,18 |
Hoch |
6,37 |
6,37 |
6,37 |
6,37 |
9,05 |
9,05 |
9,05 |
Tief |
5,95 |
5,78 |
4,63 |
2,62 |
2,62 |
2,62 |
2,62 |
Ø-Preis |
6,17 |
6,06 |
5,53 |
4,57 |
5,91 |
5,84 |
5,34 |
Ø-Volumen (in Tsd EUR/Handelstag) |
1.942 |
2.307 |
2.233 |
2.263 |
3.057 |
2.719 |
2.540 |
Max. Verlustperiode (Handelstage) |
1 |
6 |
13 |
59 |
464 |
464 |
975 |
Max. Verlustperiode (Kalendertage) |
1 |
8 |
19 |
89 |
671 |
671 |
1.409 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0003 |
0,0002 |
8,4534 |
7,0447 |
-6,1290 |
5,3718 |
-6,4388 |
Alpha |
0,0051 |
0,0056 |
0,0025 |
0,0008 |
-0,0004 |
0,0001 |
-0,0003 |
Beta |
0,973 |
1,184 |
1,401 |
1,185 |
1,361 |
1,389 |
1,549 |
Korrelation |
0,952 |
0,584 |
0,668 |
0,704 |
0,650 |
0,622 |
0,619 |
Treynor Ratio |
-0,0070 |
0,027 |
0,179 |
0,464 |
-0,116 |
0,589 |
0,017 |
Tracking Error |
18,571 |
26,113 |
72,490 |
37,465 |
31,175 |
27,265 |
23,671 |
Relative Performance |
2,073 |
9,548 |
19,722 |
25,236 |
-40,326 |
8,524 |
-181,462 |