22:28 New York (Handel von 09:30 - 16:00) 03:28 London (08:00 - 16:30) 04:28 Frankfurt (09:00 - 20:00) 12:28 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,74 |
+2,53 |
+11,99 |
+19,34 |
+78,09 |
+218,03 |
+759,38 |
Volatilität (%) |
34,82 |
30,63 |
24,58 |
55,25 |
38,88 |
32,84 |
31,56 |
Sharpe Ratio |
-0,38 |
1,58 |
2,19 |
0,59 |
0,66 |
0,82 |
0,78 |
Hoch |
100,82 |
101,78 |
101,78 |
101,78 |
101,78 |
101,78 |
101,78 |
Tief |
94,86 |
89,95 |
84,44 |
36,68 |
36,68 |
30,57 |
7,10 |
Ø-Preis |
98,70 |
97,65 |
92,89 |
75,37 |
68,21 |
58,55 |
39,83 |
Ø-Volumen (in Tsd EUR/Handelstag) |
644 |
568 |
773 |
1.186 |
718 |
616 |
406 |
Max. Verlustperiode (Handelstage) |
3 |
7 |
11 |
127 |
223 |
223 |
318 |
Max. Verlustperiode (Kalendertage) |
5 |
9 |
15 |
183 |
323 |
323 |
457 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0013 |
0,0001 |
0,0001 |
7,3160 |
6,1732 |
6,2037 |
5,8559 |
Alpha |
-0,0012 |
0,0006 |
0,0010 |
0,0006 |
0,0007 |
0,0006 |
0,0006 |
Beta |
2,860 |
1,944 |
1,283 |
1,457 |
1,446 |
1,343 |
1,220 |
Korrelation |
0,926 |
0,890 |
0,757 |
0,870 |
0,844 |
0,815 |
0,804 |
Treynor Ratio |
-0,017 |
-0,0042 |
0,076 |
0,132 |
0,494 |
1,537 |
6,210 |
Tracking Error |
0,930 |
4,042 |
16,148 |
24,837 |
58,500 |
49,793 |
73,389 |
Relative Performance |
-2,015 |
1,133 |
7,294 |
12,582 |
62,671 |
162,582 |
666,217 |