19:40 New York (Handel von 09:30 - 16:00) 00:40 London (08:00 - 16:30) 01:40 Frankfurt (09:00 - 20:00) 08:40 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+2,70 |
+6,93 |
+21,53 |
+37,80 |
+90,12 |
+2,32 |
-31,73 |
Volatilit?t (%) |
20,50 |
22,82 |
25,43 |
34,90 |
37,03 |
43,53 |
34,80 |
Sharpe Ratio |
6,50 |
3,37 |
3,14 |
1,04 |
0,70 |
0,18 |
0,0089 |
Hoch |
99,60 |
99,60 |
99,60 |
99,60 |
108,45 |
108,45 |
249,35 |
Tief |
93,60 |
88,80 |
80,30 |
58,40 |
40,16 |
40,16 |
40,16 |
Ø-Preis |
96,60 |
94,08 |
89,26 |
77,05 |
75,93 |
74,41 |
125,49 |
Ø-Volumen (in Tsd EUR/Handelstag) |
553 |
612 |
623 |
381 |
607 |
808 |
846 |
Max. Verlustperiode (Handelstage) |
2 |
7 |
8 |
75 |
389 |
842 |
1.642 |
Max. Verlustperiode (Kalendertage) |
2 |
9 |
14 |
106 |
555 |
1.204 |
2.355 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0012 |
0,0007 |
0,0001 |
7,0378 |
6,7064 |
5,3149 |
-5,2456 |
Alpha |
0,0045 |
0,0039 |
0,0029 |
0,0012 |
0,0008 |
0,0002 |
-0,0002 |
Beta |
1,001 |
0,753 |
0,642 |
0,703 |
0,723 |
0,911 |
0,755 |
Korrelation |
0,897 |
0,517 |
0,404 |
0,379 |
0,383 |
0,444 |
0,425 |
Treynor Ratio |
0,0070 |
0,107 |
0,304 |
0,509 |
1,092 |
0,036 |
-0,446 |
Tracking Error |
3,653 |
5,958 |
22,120 |
56,809 |
44,035 |
55,197 |
66,250 |
Relative Performance |
2,282 |
8,008 |
18,490 |
26,793 |
51,878 |
-20,402 |
-125,190 |