15:09 New York (Handel von 09:30 - 16:00) 20:09 London (08:00 - 16:30) 21:09 Frankfurt (09:00 - 20:00) 04:09 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-4,28 |
+0,79 |
-10,96 |
+7,12 |
+63,70 |
+92,54 |
+120,31 |
| Volatilität (%) |
19,31 |
23,28 |
26,24 |
24,24 |
24,16 |
21,50 |
21,22 |
| Sharpe Ratio |
-11,36 |
0,43 |
-1,72 |
0,33 |
0,73 |
0,64 |
0,39 |
| Hoch |
1.836,19 |
1.850,44 |
2.036,87 |
2.419,61 |
2.419,61 |
2.419,61 |
2.419,61 |
| Tief |
1.735,28 |
1.675,55 |
1.675,55 |
1.555,68 |
952,93 |
816,44 |
645,35 |
| Ø-Preis |
1.782,45 |
1.779,58 |
1.853,74 |
1.909,01 |
1.436,29 |
1.301,86 |
1.071,50 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Max. Verlustperiode (Handelstage) |
5 |
8 |
55 |
144 |
168 |
590 |
590 |
| Max. Verlustperiode (Kalendertage) |
7 |
10 |
79 |
212 |
246 |
873 |
873 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
|
|
|
|
6,2605 |
5,1629 |
| Alpha |
|
|
|
|
|
0,0006 |
0,0001 |
| Beta |
|
|
|
|
|
0,367 |
0,395 |
| Korrelation |
|
|
|
|
|
0,297 |
0,386 |
| Treynor Ratio |
|
|
|
|
|
1,014 |
1,451 |
| Tracking Error |
|
|
|
|
|
50,240 |
79,588 |
| Relative Performance |
|
|
|
|
|
12,926 |
-73,543 |
