00:48 New York (Handel von 09:30 - 16:00) 05:48 London (08:00 - 16:30) 06:48 Frankfurt (09:00 - 20:00) 13:48 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+4,72 |
-3,48 |
-5,93 |
-3,48 |
|
|
|
Volatilität (%) |
7,42 |
17,94 |
21,99 |
16,94 |
|
|
|
Sharpe Ratio |
7,67 |
-4,88 |
-1,80 |
-0,45 |
|
|
|
Hoch |
214,00 |
230,00 |
246,00 |
246,00 |
|
|
|
Tief |
212,00 |
208,00 |
208,00 |
208,00 |
|
|
|
Ø-Preis |
212,40 |
214,82 |
227,14 |
229,70 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
|
|
|
Max. Verlustperiode (Handelstage) |
0 |
21 |
48 |
124 |
|
|
|
Max. Verlustperiode (Kalendertage) |
0 |
31 |
68 |
180 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0005 |
-0,0003 |
-0,0003 |
-5,5908 |
|
|
|
Alpha |
0,0031 |
-0,0009 |
-0,0012 |
-0,0002 |
|
|
|
Beta |
-0,136 |
0,105 |
0,081 |
0,039 |
|
|
|
Korrelation |
-0,355 |
0,151 |
0,081 |
0,049 |
|
|
|
Treynor Ratio |
0,0083 |
-0,530 |
-1,287 |
-2,094 |
|
|
|
Tracking Error |
6,237 |
2,962 |
3,736 |
26,725 |
|
|
|
Relative Performance |
6,518 |
11,801 |
3,895 |
13,964 |
|
|
|