20:25 New York (Handel von 09:30 - 16:00) 01:25 London (08:00 - 16:30) 02:25 Frankfurt (09:00 - 20:00) 09:25 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+3,97 |
+11,75 |
+15,25 |
+26,51 |
+35,93 |
|
|
| Volatilit?t (%) |
46,82 |
29,97 |
24,86 |
28,14 |
30,91 |
|
|
| Sharpe Ratio |
4,31 |
4,30 |
2,35 |
0,89 |
0,42 |
|
|
| Hoch |
192,00 |
192,00 |
192,00 |
195,00 |
229,40 |
|
|
| Tief |
175,05 |
167,50 |
151,60 |
139,50 |
131,00 |
|
|
| Ø-Preis |
181,57 |
178,57 |
167,50 |
162,01 |
169,24 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
120 |
239 |
162 |
84 |
49 |
|
|
| Max. Verlustperiode (Handelstage) |
3 |
8 |
36 |
205 |
444 |
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
10 |
55 |
291 |
632 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,0001 |
0,0002 |
0,0001 |
7,4664 |
5,9879 |
|
|
| Alpha |
0,0079 |
0,0059 |
0,0014 |
0,0008 |
0,0003 |
|
|
| Beta |
0,471 |
0,234 |
0,615 |
0,583 |
0,646 |
|
|
| Korrelation |
0,152 |
0,085 |
0,315 |
0,336 |
0,382 |
|
|
| Treynor Ratio |
0,042 |
0,492 |
0,216 |
0,420 |
0,569 |
|
|
| Tracking Error |
59,203 |
27,133 |
18,112 |
33,116 |
32,084 |
|
|
| Relative Performance |
2,007 |
5,409 |
2,370 |
12,955 |
-0,169 |
|
|
