12:02 New York (Handel von 09:30 - 16:00) 17:02 London (08:00 - 16:30) 18:02 Frankfurt (09:00 - 20:00) 02:02 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+3,98 |
+16,26 |
+9,66 |
+18,91 |
+59,15 |
+5,03 |
+64,88 |
| Volatilität (%) |
31,93 |
55,60 |
34,46 |
37,76 |
37,64 |
38,20 |
36,91 |
| Sharpe Ratio |
6,88 |
3,47 |
1,13 |
0,56 |
0,53 |
0,16 |
0,27 |
| Hoch |
26,25 |
26,25 |
26,25 |
32,20 |
32,20 |
35,30 |
35,30 |
| Tief |
25,00 |
19,90 |
19,90 |
19,90 |
11,70 |
11,70 |
8,67 |
| Ø-Preis |
25,86 |
23,41 |
23,11 |
25,66 |
22,04 |
23,70 |
19,37 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
60 |
76 |
39 |
50 |
183 |
238 |
180 |
| Max. Verlustperiode (Handelstage) |
3 |
8 |
49 |
202 |
277 |
944 |
1.010 |
| Max. Verlustperiode (Kalendertage) |
3 |
12 |
73 |
291 |
399 |
1.362 |
1.486 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,0052 |
0,0004 |
0,0001 |
6,0205 |
6,4045 |
5,2802 |
5,3692 |
| Alpha |
0,012 |
0,0065 |
0,0012 |
0,0010 |
0,0009 |
0,0002 |
0,0003 |
| Beta |
0,200 |
-0,452 |
-0,255 |
0,017 |
0,421 |
0,451 |
0,431 |
| Korrelation |
0,135 |
-0,159 |
-0,118 |
0,0064 |
0,177 |
0,210 |
0,236 |
| Treynor Ratio |
0,079 |
-0,306 |
-0,284 |
9,632 |
1,343 |
0,058 |
1,444 |
| Tracking Error |
2,301 |
15,426 |
17,218 |
96,569 |
61,753 |
85,325 |
80,580 |
| Relative Performance |
9,494 |
22,241 |
19,240 |
36,435 |
56,752 |
-13,735 |
-60,279 |