23:27 New York (Handel von 09:30 - 16:00) 04:27 London (08:00 - 16:30) 05:27 Frankfurt (09:00 - 20:00) 12:27 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+1,32 |
-3,16 |
-1,29 |
+2,68 |
+4,47 |
+61,05 |
+416,68 |
Volatilität (%) |
23,36 |
32,46 |
31,26 |
29,34 |
45,00 |
38,71 |
33,63 |
Sharpe Ratio |
1,77 |
-1,34 |
-0,17 |
0,15 |
0,21 |
0,38 |
0,59 |
Hoch |
76,00 |
81,50 |
81,50 |
81,50 |
82,67 |
82,67 |
82,67 |
Tief |
74,00 |
72,00 |
72,00 |
63,50 |
28,40 |
28,40 |
14,41 |
Ø-Preis |
74,90 |
75,70 |
75,96 |
73,24 |
65,28 |
61,68 |
45,79 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
3 |
18 |
18 |
88 |
699 |
699 |
699 |
Max. Verlustperiode (Kalendertage) |
3 |
26 |
26 |
123 |
1.012 |
1.012 |
1.012 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0014 |
0,0001 |
0,0002 |
6,5931 |
6,4822 |
6,2244 |
6,1862 |
Alpha |
0,010 |
0,0005 |
0,0008 |
0,0004 |
0,0004 |
0,0006 |
0,0007 |
Beta |
0,313 |
0,118 |
0,231 |
0,160 |
0,482 |
0,466 |
0,355 |
Korrelation |
0,404 |
0,087 |
0,166 |
0,119 |
0,255 |
0,246 |
0,203 |
Treynor Ratio |
0,022 |
-0,279 |
-0,058 |
0,086 |
0,051 |
1,254 |
11,328 |
Tracking Error |
7,146 |
3,724 |
4,072 |
26,852 |
28,127 |
51,974 |
63,156 |
Relative Performance |
7,315 |
14,082 |
13,027 |
23,429 |
5,797 |
60,317 |
310,722 |