23:39 New York (Handel von 09:30 - 16:00) 04:39 London (08:00 - 16:30) 05:39 Frankfurt (09:00 - 20:00) 12:39 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+19,12 |
+26,56 |
|
|
|
|
|
Volatilität (%) |
16,52 |
60,92 |
|
|
|
|
|
Sharpe Ratio |
63,45 |
4,81 |
|
|
|
|
|
Hoch |
48,40 |
48,40 |
|
|
|
|
|
Tief |
40,80 |
34,40 |
|
|
|
|
|
Ø-Preis |
44,52 |
39,70 |
|
|
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
3 |
1 |
|
|
|
|
|
Max. Verlustperiode (Handelstage) |
0 |
11 |
|
|
|
|
|
Max. Verlustperiode (Kalendertage) |
0 |
15 |
|
|
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0050 |
0,0033 |
|
|
|
|
|
Alpha |
0,032 |
0,014 |
|
|
|
|
|
Beta |
-0,587 |
0,377 |
|
|
|
|
|
Korrelation |
-0,408 |
0,152 |
|
|
|
|
|
Treynor Ratio |
-0,208 |
0,606 |
|
|
|
|
|
Tracking Error |
6,443 |
4,180 |
|
|
|
|
|
Relative Performance |
15,698 |
38,350 |
|
|
|
|
|