16:26 New York (Handel von 09:30 - 16:00) 21:26 London (08:00 - 16:30) 22:26 Frankfurt (09:00 - 20:00) 06:26 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+2,50 |
+7,99 |
+17,17 |
-1,07 |
-10,44 |
+46,38 |
+17,67 |
Volatilität (%) |
9,55 |
12,96 |
14,22 |
23,42 |
19,87 |
18,10 |
19,03 |
Sharpe Ratio |
12,74 |
8,16 |
4,58 |
-0,02 |
-0,19 |
0,41 |
0,08 |
Hoch |
28.667,59 |
28.667,59 |
28.667,59 |
29.174,92 |
33.484,08 |
33.484,08 |
33.484,08 |
Tief |
27.538,20 |
25.998,87 |
24.029,95 |
21.139,26 |
21.139,26 |
18.278,80 |
16.717,14 |
Ø-Preis |
28.228,25 |
27.272,08 |
26.300,40 |
25.266,63 |
27.198,65 |
25.928,05 |
24.130,66 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
259.713.318 |
Max. Verlustperiode (Handelstage) |
1 |
6 |
20 |
244 |
723 |
723 |
880 |
Max. Verlustperiode (Kalendertage) |
1 |
12 |
32 |
364 |
1.085 |
1.085 |
1.283 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0007 |
0,0007 |
0,0003 |
-5,3060 |
-5,0477 |
5,0924 |
5,0073 |
Alpha |
0,0061 |
0,0042 |
0,0024 |
-0,0001 |
-0,0001 |
0,0002 |
7,4681 |
Beta |
0,302 |
0,064 |
0,233 |
0,423 |
0,435 |
0,428 |
0,318 |
Korrelation |
0,365 |
0,086 |
0,365 |
0,604 |
0,501 |
0,484 |
0,351 |
Treynor Ratio |
0,016 |
0,941 |
0,652 |
-0,073 |
-0,286 |
1,036 |
0,492 |
Tracking Error |
9,356 |
6,009 |
7,482 |
24,621 |
298,656 |
232,002 |
335,625 |
Relative Performance |
4,359 |
6,353 |
10,362 |
-3,738 |
-14,527 |
1,931 |
-77,191 |