04:47 New York (Handel von 09:30 - 16:00) 09:47 London (08:00 - 16:30) 10:47 Frankfurt (09:00 - 20:00) 18:47 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,34 |
+7,30 |
+21,96 |
-2,80 |
+44,11 |
+179,47 |
|
Volatilität (%) |
12,76 |
52,50 |
42,19 |
40,28 |
29,07 |
31,34 |
|
Sharpe Ratio |
-5,87 |
1,70 |
2,09 |
0,08 |
0,50 |
0,75 |
|
Hoch |
146,41 |
151,30 |
151,30 |
185,00 |
185,00 |
185,00 |
|
Tief |
140,83 |
125,48 |
111,10 |
110,59 |
93,20 |
40,09 |
|
Ø-Preis |
143,40 |
140,61 |
129,65 |
143,49 |
131,53 |
106,80 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
2.289 |
2.909 |
2.700 |
4.005 |
2.546 |
2.399 |
|
Max. Verlustperiode (Handelstage) |
2 |
12 |
18 |
145 |
145 |
145 |
|
Max. Verlustperiode (Kalendertage) |
2 |
16 |
33 |
211 |
211 |
211 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0002 |
-0,0002 |
0,0002 |
5,0605 |
5,4985 |
7,2683 |
|
Alpha |
-0,0012 |
-0,0015 |
0,0023 |
7,5510 |
0,0002 |
0,0006 |
|
Beta |
2,836 |
1,986 |
0,781 |
0,747 |
0,698 |
0,763 |
|
Korrelation |
0,800 |
0,546 |
0,458 |
0,408 |
0,391 |
0,405 |
|
Treynor Ratio |
-0,011 |
0,028 |
0,207 |
-0,062 |
0,607 |
2,334 |
|
Tracking Error |
5,470 |
7,388 |
10,504 |
42,106 |
30,834 |
26,143 |
|
Relative Performance |
-0,881 |
1,651 |
11,151 |
-6,673 |
-21,904 |
87,887 |
|