01:58 New York (Handel von 09:30 - 16:00) 06:58 London (08:00 - 16:30) 07:58 Frankfurt (09:00 - 20:00) 14:58 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,32 |
+10,03 |
+10,45 |
+26,50 |
-5,57 |
-1,13 |
+124,72 |
Volatilität (%) |
13,17 |
15,76 |
16,06 |
21,69 |
22,63 |
20,38 |
21,32 |
Sharpe Ratio |
1,13 |
7,53 |
2,42 |
1,10 |
-0,06 |
-0,0070 |
0,39 |
Hoch |
99,50 |
99,50 |
99,50 |
99,50 |
113,80 |
129,90 |
129,90 |
Tief |
96,60 |
88,94 |
81,40 |
75,00 |
62,24 |
62,24 |
36,52 |
Ø-Preis |
98,40 |
95,69 |
89,63 |
86,95 |
91,76 |
100,80 |
87,61 |
Ø-Volumen (in Tsd EUR/Handelstag) |
48.207 |
57.418 |
43.794 |
44.358 |
55.134 |
55.141 |
51.040 |
Max. Verlustperiode (Handelstage) |
2 |
5 |
40 |
112 |
662 |
964 |
964 |
Max. Verlustperiode (Kalendertage) |
2 |
9 |
56 |
164 |
962 |
1.397 |
1.397 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0003 |
0,0001 |
6,4240 |
-5,0817 |
-5,0181 |
-5,0226 |
5,0227 |
Alpha |
-0,0050 |
0,0051 |
0,0007 |
-7,6172 |
-0,0002 |
-0,0002 |
0,0001 |
Beta |
1,410 |
-0,020 |
0,542 |
0,662 |
0,644 |
0,637 |
0,667 |
Korrelation |
0,957 |
-0,0095 |
0,463 |
0,689 |
0,639 |
0,616 |
0,647 |
Treynor Ratio |
-0,012 |
-3,636 |
0,160 |
0,370 |
-0,120 |
-0,109 |
1,862 |
Tracking Error |
14,486 |
92,265 |
48,755 |
31,999 |
1.197,380 |
925,016 |
655,170 |
Relative Performance |
-1,365 |
3,688 |
-1,232 |
-18,997 |
-28,715 |
-54,306 |
6,586 |