18:03 New York (Handel von 09:30 - 16:00) 23:03 London (08:00 - 16:30) 00:03 Frankfurt (09:00 - 20:00) 08:03 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+4,13 |
+9,35 |
+12,20 |
+28,45 |
-14,52 |
-1,26 |
+35,32 |
Volatilität (%) |
43,43 |
26,37 |
27,92 |
48,44 |
33,70 |
29,43 |
31,19 |
Sharpe Ratio |
3,65 |
3,72 |
1,57 |
0,69 |
-0,06 |
0,06 |
0,18 |
Hoch |
68,68 |
68,68 |
69,70 |
69,70 |
85,26 |
96,16 |
96,16 |
Tief |
64,32 |
61,22 |
57,66 |
29,00 |
29,00 |
29,00 |
23,92 |
Ø-Preis |
66,55 |
64,36 |
63,24 |
52,27 |
62,24 |
70,69 |
61,85 |
Ø-Volumen (in Tsd EUR/Handelstag) |
51.819 |
42.544 |
46.019 |
50.231 |
51.674 |
51.305 |
47.299 |
Max. Verlustperiode (Handelstage) |
3 |
3 |
34 |
125 |
711 |
789 |
789 |
Max. Verlustperiode (Kalendertage) |
5 |
5 |
48 |
181 |
1.032 |
1.145 |
1.145 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0008 |
0,0004 |
0,0001 |
6,3680 |
-5,6251 |
-5,5296 |
-5,1353 |
Alpha |
-0,0043 |
0,0034 |
0,0008 |
0,0004 |
-0,0004 |
-0,0003 |
-0,0001 |
Beta |
1,669 |
1,666 |
1,246 |
1,187 |
1,138 |
1,101 |
1,157 |
Korrelation |
0,890 |
0,692 |
0,678 |
0,795 |
0,761 |
0,742 |
0,769 |
Treynor Ratio |
-0,017 |
0,031 |
0,075 |
0,197 |
-0,157 |
-0,055 |
0,257 |
Tracking Error |
5,366 |
7,710 |
5,377 |
27,858 |
58,217 |
49,768 |
73,392 |
Relative Performance |
-1,151 |
6,529 |
5,672 |
8,505 |
-33,491 |
-47,773 |
-62,215 |