00:16 New York (Handel von 09:30 - 16:00) 05:16 London (08:00 - 16:30) 06:16 Frankfurt (09:00 - 20:00) 14:16 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
|
+1,21 |
+1,99 |
+19,45 |
+50,17 |
+37,40 |
+238,54 |
Volatilität (%) |
4,54 |
2,75 |
2,10 |
13,56 |
19,97 |
22,09 |
21,54 |
Sharpe Ratio |
-0,43 |
5,36 |
2,92 |
1,23 |
0,67 |
0,31 |
0,58 |
Hoch |
197,60 |
197,70 |
197,70 |
197,70 |
199,40 |
199,40 |
199,40 |
Tief |
196,30 |
194,45 |
193,15 |
163,15 |
116,80 |
113,50 |
54,86 |
Ø-Preis |
196,97 |
195,85 |
194,85 |
184,96 |
167,59 |
162,59 |
137,45 |
Ø-Volumen (in Tsd EUR/Handelstag) |
4.877 |
5.218 |
6.058 |
10.928 |
48.516 |
60.879 |
62.516 |
Max. Verlustperiode (Handelstage) |
1 |
5 |
20 |
87 |
259 |
713 |
713 |
Max. Verlustperiode (Kalendertage) |
3 |
7 |
28 |
124 |
377 |
1.029 |
1.029 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
|
|
|
|
5,6223 |
5,6718 |
5,1579 |
Alpha |
|
|
|
|
0,0006 |
0,0004 |
0,0001 |
Beta |
|
|
|
|
0,342 |
0,701 |
0,757 |
Korrelation |
|
|
|
|
0,331 |
0,514 |
0,681 |
Treynor Ratio |
|
|
|
|
0,405 |
0,709 |
0,971 |
Tracking Error |
|
|
|
|
91,795 |
60,873 |
80,810 |
Relative Performance |
|
|
|
|
16,403 |
30,212 |
11,512 |