21:04 New York (Handel von 09:30 - 16:00) 02:04 London (08:00 - 16:30) 03:04 Frankfurt (09:00 - 20:00) 10:04 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+6,23 |
+2,93 |
-31,84 |
-10,50 |
-10,48 |
-53,70 |
+46,86 |
Volatilität (%) |
14,83 |
30,56 |
64,88 |
40,25 |
49,19 |
41,17 |
39,12 |
Sharpe Ratio |
27,14 |
1,51 |
-2,17 |
-0,11 |
0,13 |
-0,21 |
0,24 |
Hoch |
23,45 |
24,77 |
34,80 |
37,60 |
37,60 |
50,73 |
53,99 |
Tief |
21,98 |
21,82 |
18,40 |
18,40 |
10,80 |
10,80 |
10,80 |
Ø-Preis |
22,60 |
23,12 |
24,38 |
27,23 |
22,57 |
29,27 |
32,80 |
Ø-Volumen (in Tsd EUR/Handelstag) |
939 |
702 |
802 |
403 |
392 |
312 |
276 |
Max. Verlustperiode (Handelstage) |
0 |
17 |
60 |
64 |
477 |
1.264 |
1.278 |
Max. Verlustperiode (Kalendertage) |
0 |
23 |
86 |
92 |
684 |
1.814 |
1.834 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0020 |
0,0003 |
-0,0001 |
5,9099 |
-5,1006 |
-5,8446 |
-5,0512 |
Alpha |
0,011 |
0,0021 |
-0,0028 |
0,0003 |
-8,0162 |
-0,0004 |
-8,4066 |
Beta |
0,114 |
0,726 |
1,509 |
1,288 |
1,368 |
1,251 |
1,288 |
Korrelation |
0,124 |
0,531 |
0,739 |
0,651 |
0,663 |
0,621 |
0,642 |
Treynor Ratio |
0,243 |
0,013 |
-0,203 |
-0,100 |
-0,079 |
-0,431 |
0,379 |
Tracking Error |
5,475 |
8,225 |
43,446 |
28,414 |
29,975 |
52,616 |
66,439 |
Relative Performance |
1,581 |
4,340 |
-20,057 |
-1,593 |
-22,887 |
-62,461 |
-70,522 |