23:45 New York (Handel von 09:30 - 16:00) 04:45 London (08:00 - 16:30) 05:45 Frankfurt (09:00 - 20:00) 12:45 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+1,50 |
-10,86 |
+14,11 |
+9,94 |
|
|
|
Volatilität (%) |
39,81 |
52,00 |
48,46 |
42,34 |
|
|
|
Sharpe Ratio |
2,43 |
-2,48 |
1,33 |
0,39 |
|
|
|
Hoch |
54,20 |
65,00 |
66,60 |
66,60 |
|
|
|
Tief |
52,00 |
51,40 |
45,80 |
42,50 |
|
|
|
Ø-Preis |
53,60 |
56,08 |
57,67 |
53,79 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
77 |
152 |
247 |
147 |
|
|
|
Max. Verlustperiode (Handelstage) |
1 |
18 |
26 |
108 |
|
|
|
Max. Verlustperiode (Kalendertage) |
1 |
26 |
36 |
154 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0034 |
-0,0016 |
0,0001 |
8,0510 |
|
|
|
Alpha |
0,0068 |
-0,0072 |
0,0027 |
0,0008 |
|
|
|
Beta |
0,613 |
1,315 |
0,372 |
0,724 |
|
|
|
Korrelation |
0,493 |
0,549 |
0,228 |
0,350 |
|
|
|
Treynor Ratio |
0,030 |
-0,100 |
0,326 |
0,082 |
|
|
|
Tracking Error |
2,027 |
4,464 |
42,339 |
26,855 |
|
|
|
Relative Performance |
2,048 |
-14,318 |
16,411 |
15,598 |
|
|
|