09:20 New York (Handel von 09:30 - 16:00) 13:20 London (08:00 - 16:30) 14:20 Frankfurt (09:00 - 20:00) 22:20 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+4,56 |
-8,25 |
+6,38 |
+25,68 |
|
|
|
Volatilit?t (%) |
24,17 |
38,64 |
50,23 |
41,73 |
|
|
|
Sharpe Ratio |
15,61 |
-2,25 |
0,83 |
0,74 |
|
|
|
Hoch |
74,80 |
84,40 |
96,00 |
96,00 |
|
|
|
Tief |
67,40 |
66,20 |
66,20 |
50,80 |
|
|
|
Ø-Preis |
73,04 |
74,05 |
79,29 |
63,25 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
381 |
647 |
542 |
235 |
|
|
|
Max. Verlustperiode (Handelstage) |
0 |
19 |
29 |
174 |
|
|
|
Max. Verlustperiode (Kalendertage) |
0 |
27 |
41 |
246 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0070 |
-0,0001 |
9,0792 |
6,9832 |
|
|
|
Alpha |
0,0087 |
-0,0035 |
0,0009 |
0,0011 |
|
|
|
Beta |
0,903 |
0,637 |
0,590 |
0,550 |
|
|
|
Korrelation |
0,489 |
0,381 |
0,196 |
0,258 |
|
|
|
Treynor Ratio |
0,047 |
-0,137 |
0,104 |
0,468 |
|
|
|
Tracking Error |
1,240 |
37,239 |
21,720 |
56,533 |
|
|
|
Relative Performance |
3,274 |
-6,754 |
-0,990 |
21,178 |
|
|
|