20:03 New York (Handel von 09:30 - 16:00) 01:03 London (08:00 - 16:30) 02:03 Frankfurt (09:00 - 20:00) 09:03 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+5,66 |
-2,59 |
+3,89 |
+32,44 |
-6,28 |
-8,36 |
-14,56 |
Volatilität (%) |
33,29 |
33,66 |
34,67 |
25,71 |
34,55 |
29,28 |
27,72 |
Sharpe Ratio |
8,01 |
-1,45 |
0,42 |
1,08 |
0,04 |
0,0095 |
0,0055 |
Hoch |
14,00 |
14,41 |
14,80 |
14,80 |
14,92 |
16,90 |
20,49 |
Tief |
13,03 |
12,81 |
12,39 |
9,38 |
5,73 |
5,73 |
5,73 |
Ø-Preis |
13,39 |
13,49 |
13,44 |
11,91 |
11,07 |
12,53 |
14,33 |
Ø-Volumen (in Tsd EUR/Handelstag) |
365 |
483 |
525 |
317 |
334 |
303 |
374 |
Max. Verlustperiode (Handelstage) |
1 |
17 |
50 |
62 |
758 |
1.011 |
1.987 |
Max. Verlustperiode (Kalendertage) |
1 |
23 |
72 |
86 |
1.092 |
1.459 |
2.871 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0048 |
6,9745 |
0,0001 |
0,0001 |
-5,1209 |
5,0009 |
-5,1502 |
Alpha |
-0,0075 |
0,0001 |
0,0012 |
0,0013 |
-0,0001 |
5,0669 |
-0,0002 |
Beta |
1,270 |
1,015 |
0,352 |
0,505 |
0,992 |
0,972 |
0,993 |
Korrelation |
0,994 |
0,776 |
0,326 |
0,417 |
0,684 |
0,666 |
0,708 |
Treynor Ratio |
0,0079 |
-0,058 |
0,011 |
0,563 |
-0,102 |
-0,104 |
-0,170 |
Tracking Error |
1,573 |
3,988 |
13,875 |
16,809 |
72,392 |
72,781 |
134,600 |
Relative Performance |
-1,177 |
-0,073 |
12,348 |
37,982 |
-16,192 |
-11,416 |
-87,372 |