21:44 New York (Handel von 09:30 - 16:00) 02:44 London (08:00 - 16:30) 03:44 Frankfurt (09:00 - 20:00) 10:44 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+8,90 |
+23,83 |
+22,20 |
+11,05 |
+111,58 |
+193,75 |
|
Volatilit?t (%) |
36,07 |
40,17 |
50,67 |
59,13 |
55,24 |
55,12 |
|
Sharpe Ratio |
11,89 |
6,16 |
1,74 |
0,44 |
0,70 |
0,65 |
|
Hoch |
95,00 |
95,00 |
95,00 |
104,35 |
118,60 |
118,60 |
|
Tief |
86,58 |
75,00 |
68,94 |
45,82 |
40,75 |
31,82 |
|
Ø-Preis |
89,31 |
83,89 |
82,33 |
74,44 |
71,49 |
66,18 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
16 |
10 |
21 |
30 |
24 |
21 |
|
Max. Verlustperiode (Handelstage) |
1 |
6 |
50 |
140 |
385 |
535 |
|
Max. Verlustperiode (Kalendertage) |
1 |
8 |
70 |
198 |
549 |
853 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0013 |
0,0015 |
0,0006 |
0,0001 |
9,5243 |
7,6650 |
|
Alpha |
0,016 |
0,010 |
0,0038 |
0,0012 |
0,0014 |
0,0014 |
|
Beta |
1,709 |
0,088 |
1,199 |
0,197 |
0,654 |
0,699 |
|
Korrelation |
0,671 |
0,031 |
0,507 |
0,075 |
0,285 |
0,266 |
|
Treynor Ratio |
0,035 |
2,289 |
0,169 |
0,459 |
1,667 |
2,743 |
|
Tracking Error |
12,180 |
6,563 |
6,282 |
22,787 |
30,492 |
51,915 |
|
Relative Performance |
7,213 |
14,902 |
23,857 |
24,700 |
90,135 |
178,923 |
|