01:07 New York (Handel von 09:30 - 16:00) 06:07 London (08:00 - 16:30) 07:07 Frankfurt (09:00 - 20:00) 14:07 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+2,88 |
+9,16 |
+16,26 |
+19,17 |
+23,90 |
+78,09 |
+295,31 |
Volatilität (%) |
32,50 |
26,24 |
25,26 |
22,13 |
32,11 |
28,10 |
24,86 |
Sharpe Ratio |
1,44 |
3,06 |
2,12 |
0,70 |
0,30 |
0,47 |
0,59 |
Hoch |
71,00 |
71,00 |
71,00 |
71,00 |
73,00 |
73,00 |
73,00 |
Tief |
68,50 |
63,00 |
60,50 |
54,00 |
42,60 |
35,26 |
18,09 |
Ø-Preis |
69,60 |
66,98 |
65,19 |
61,18 |
59,85 |
54,83 |
41,76 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
1 |
2 |
3 |
1 |
1 |
0 |
Max. Verlustperiode (Handelstage) |
2 |
11 |
39 |
165 |
601 |
601 |
601 |
Max. Verlustperiode (Kalendertage) |
2 |
15 |
55 |
235 |
865 |
865 |
865 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0014 |
0,0015 |
0,0006 |
7,9455 |
6,5059 |
6,0860 |
5,8351 |
Alpha |
0,011 |
0,0051 |
0,0024 |
0,0008 |
0,0004 |
0,0006 |
0,0005 |
Beta |
0,655 |
0,267 |
0,023 |
0,083 |
0,516 |
0,456 |
0,388 |
Korrelation |
0,685 |
0,250 |
0,020 |
0,081 |
0,390 |
0,338 |
0,305 |
Treynor Ratio |
0,025 |
0,178 |
5,333 |
1,856 |
0,408 |
1,634 |
7,492 |
Tracking Error |
7,956 |
3,331 |
3,731 |
26,701 |
27,572 |
51,760 |
63,605 |
Relative Performance |
5,130 |
20,246 |
25,055 |
37,098 |
22,822 |
74,828 |
196,068 |