21:58 New York (Handel von 09:30 - 16:00) 02:58 London (08:00 - 16:30) 03:58 Frankfurt (09:00 - 20:00) 11:58 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-4,91 |
-1,44 |
-3,19 |
+30,21 |
+133,69 |
+325,21 |
+290,66 |
Volatilität (%) |
26,70 |
30,47 |
27,40 |
45,39 |
38,21 |
33,19 |
29,31 |
Sharpe Ratio |
-9,48 |
-0,51 |
-0,42 |
0,77 |
0,88 |
0,97 |
0,54 |
Hoch |
90,34 |
90,34 |
93,44 |
93,44 |
93,44 |
93,44 |
93,44 |
Tief |
83,40 |
82,26 |
78,72 |
40,00 |
34,60 |
18,53 |
14,10 |
Ø-Preis |
86,27 |
86,11 |
86,63 |
72,60 |
60,32 |
47,59 |
34,31 |
Ø-Volumen (in Tsd EUR/Handelstag) |
26.396 |
25.972 |
25.656 |
26.680 |
24.810 |
15.627 |
9.642 |
Max. Verlustperiode (Handelstage) |
4 |
10 |
45 |
69 |
207 |
207 |
1.214 |
Max. Verlustperiode (Kalendertage) |
4 |
14 |
65 |
97 |
297 |
297 |
1.753 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0045 |
0,0004 |
-0,0001 |
5,1476 |
6,4122 |
6,4068 |
5,5337 |
Alpha |
-0,018 |
0,0020 |
-0,0011 |
0,0002 |
0,0010 |
0,0009 |
0,0003 |
Beta |
-0,364 |
0,708 |
0,929 |
1,272 |
1,223 |
1,078 |
0,872 |
Korrelation |
-0,157 |
0,361 |
0,458 |
0,751 |
0,626 |
0,562 |
0,553 |
Treynor Ratio |
0,212 |
-0,033 |
-0,063 |
0,222 |
1,053 |
3,046 |
3,224 |
Tracking Error |
3,995 |
5,508 |
8,429 |
124,582 |
73,685 |
65,445 |
49,385 |
Relative Performance |
-2,012 |
5,055 |
-7,423 |
6,107 |
112,868 |
272,180 |
82,757 |