19:52 New York (Handel von 09:30 - 16:00) 00:52 London (08:00 - 16:30) 01:52 Frankfurt (09:00 - 20:00) 08:52 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,42 |
-1,42 |
+9,04 |
+17,01 |
+20,12 |
-14,18 |
+76,14 |
Volatilit?t (%) |
26,00 |
21,29 |
20,33 |
23,16 |
32,85 |
37,95 |
40,79 |
Sharpe Ratio |
0,83 |
-0,76 |
1,73 |
0,70 |
0,29 |
0,05 |
0,32 |
Hoch |
31,68 |
32,20 |
32,20 |
32,20 |
32,20 |
40,94 |
40,94 |
Tief |
30,78 |
30,67 |
27,39 |
20,72 |
18,32 |
11,39 |
11,39 |
Ø-Preis |
31,26 |
31,34 |
30,20 |
26,24 |
24,79 |
27,64 |
28,61 |
Ø-Volumen (in Tsd EUR/Handelstag) |
21 |
21 |
21 |
20 |
33 |
28 |
23 |
Max. Verlustperiode (Handelstage) |
1 |
17 |
17 |
119 |
567 |
998 |
998 |
Max. Verlustperiode (Kalendertage) |
1 |
23 |
23 |
167 |
805 |
1.494 |
1.494 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0001 |
-0,0001 |
9,5359 |
5,7725 |
5,3674 |
-5,2314 |
5,0131 |
Alpha |
0,0004 |
-0,0005 |
0,0011 |
0,0004 |
0,0002 |
-0,0001 |
5,6908 |
Beta |
0,568 |
0,603 |
0,717 |
0,586 |
0,786 |
0,940 |
1,233 |
Korrelation |
0,402 |
0,402 |
0,568 |
0,465 |
0,457 |
0,549 |
0,676 |
Treynor Ratio |
-0,028 |
-0,033 |
0,098 |
0,256 |
0,256 |
-0,180 |
0,601 |
Tracking Error |
6,818 |
5,738 |
24,160 |
57,242 |
42,851 |
56,892 |
52,379 |
Relative Performance |
-0,0028 |
-1,983 |
6,008 |
6,006 |
-6,992 |
-40,615 |
-41,038 |