16:56 New York (Handel von 09:30 - 16:00) 21:56 London (08:00 - 16:30) 22:56 Frankfurt (09:00 - 20:00) 05:56 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+16,67 |
+27,27 |
+30,84 |
|
|
|
|
Volatilit?t (%) |
22,34 |
45,24 |
40,58 |
|
|
|
|
Sharpe Ratio |
34,64 |
5,51 |
2,42 |
|
|
|
|
Hoch |
2,72 |
2,72 |
2,72 |
|
|
|
|
Tief |
2,38 |
1,85 |
1,85 |
|
|
|
|
Ø-Preis |
2,56 |
2,41 |
2,26 |
|
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
205 |
156 |
78 |
|
|
|
|
Max. Verlustperiode (Handelstage) |
0 |
12 |
27 |
|
|
|
|
Max. Verlustperiode (Kalendertage) |
0 |
16 |
37 |
|
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,011 |
0,0027 |
0,0012 |
|
|
|
|
Alpha |
0,033 |
0,0098 |
0,0040 |
|
|
|
|
Beta |
0,833 |
0,156 |
0,449 |
|
|
|
|
Korrelation |
0,536 |
0,064 |
0,244 |
|
|
|
|
Treynor Ratio |
0,136 |
1,388 |
0,559 |
|
|
|
|
Tracking Error |
2,875 |
3,643 |
3,284 |
|
|
|
|
Relative Performance |
13,720 |
19,643 |
27,101 |
|
|
|
|