16:31 New York (Handel von 09:30 - 16:00) 21:31 London (08:00 - 16:30) 22:31 Frankfurt (09:00 - 20:00) 05:31 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+5,66 |
+18,73 |
+24,53 |
-39,53 |
+46,93 |
-14,82 |
+269,33 |
Volatilit?t (%) |
34,72 |
38,62 |
43,27 |
41,80 |
46,25 |
41,48 |
35,35 |
Sharpe Ratio |
2,10 |
3,85 |
1,73 |
-1,14 |
0,44 |
0,06 |
0,48 |
Hoch |
28,04 |
28,04 |
28,04 |
47,76 |
47,76 |
47,76 |
47,76 |
Tief |
25,96 |
22,72 |
20,18 |
20,18 |
10,11 |
10,11 |
7,58 |
Ø-Preis |
26,49 |
25,02 |
23,86 |
34,56 |
30,68 |
31,20 |
25,54 |
Ø-Volumen (in Tsd EUR/Handelstag) |
42 |
49 |
52 |
49 |
46 |
47 |
53 |
Max. Verlustperiode (Handelstage) |
2 |
6 |
38 |
237 |
261 |
806 |
806 |
Max. Verlustperiode (Kalendertage) |
4 |
10 |
52 |
337 |
371 |
1.174 |
1.174 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0009 |
0,0003 |
0,0003 |
-7,3886 |
5,8904 |
-5,0077 |
5,6005 |
Alpha |
0,0021 |
0,0044 |
0,0034 |
-0,0007 |
0,0007 |
-5,4562 |
0,0003 |
Beta |
-0,179 |
0,972 |
1,073 |
1,107 |
1,113 |
1,182 |
1,085 |
Korrelation |
-0,125 |
0,577 |
0,654 |
0,596 |
0,536 |
0,551 |
0,538 |
Treynor Ratio |
0,049 |
0,120 |
0,160 |
-0,399 |
0,347 |
-0,173 |
2,319 |
Tracking Error |
2,281 |
16,777 |
11,268 |
29,978 |
73,761 |
59,168 |
49,067 |
Relative Performance |
3,056 |
9,955 |
21,898 |
-18,192 |
33,080 |
-29,223 |
106,822 |