18:05 New York (Handel von 09:30 - 16:00) 23:05 London (08:00 - 16:30) 00:05 Frankfurt (09:00 - 20:00) 07:05 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,98 |
+15,10 |
+6,19 |
+34,97 |
+66,72 |
+115,67 |
+28,76 |
Volatilit?t (%) |
9,80 |
21,79 |
32,62 |
31,95 |
32,49 |
30,89 |
33,30 |
Sharpe Ratio |
8,17 |
8,28 |
0,85 |
1,03 |
0,63 |
0,59 |
0,18 |
Hoch |
43,28 |
43,28 |
43,97 |
43,97 |
43,97 |
43,97 |
43,97 |
Tief |
40,82 |
35,79 |
34,40 |
29,67 |
20,05 |
14,71 |
9,13 |
Ø-Preis |
42,31 |
39,72 |
39,29 |
36,39 |
32,58 |
27,79 |
24,76 |
Ø-Volumen (in Tsd EUR/Handelstag) |
77.814 |
76.439 |
87.130 |
88.972 |
88.712 |
87.466 |
83.579 |
Max. Verlustperiode (Handelstage) |
1 |
5 |
59 |
59 |
289 |
343 |
2.094 |
Max. Verlustperiode (Kalendertage) |
1 |
7 |
81 |
81 |
412 |
498 |
3.035 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0003 |
0,0010 |
0,0001 |
0,0001 |
7,1356 |
6,3210 |
5,0313 |
Alpha |
-0,0037 |
0,0048 |
0,0008 |
0,0016 |
0,0006 |
0,0006 |
6,9785 |
Beta |
0,833 |
0,723 |
0,686 |
0,604 |
0,761 |
0,748 |
0,864 |
Korrelation |
0,839 |
0,470 |
0,462 |
0,415 |
0,569 |
0,508 |
0,506 |
Treynor Ratio |
-0,018 |
0,186 |
0,018 |
0,536 |
0,845 |
1,448 |
0,296 |
Tracking Error |
14,725 |
4,845 |
6,550 |
23,105 |
28,763 |
48,755 |
63,118 |
Relative Performance |
-1,455 |
8,243 |
4,411 |
47,761 |
46,976 |
97,847 |
-69,654 |