03:47 New York (Handel von 09:30 - 16:00) 08:47 London (08:00 - 16:30) 09:47 Frankfurt (09:00 - 20:00) 17:47 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+1,83 |
+2,96 |
+7,75 |
+13,35 |
+1,46 |
+131,76 |
+435,13 |
Volatilität (%) |
43,75 |
32,25 |
43,72 |
60,53 |
51,64 |
44,82 |
39,68 |
Sharpe Ratio |
2,48 |
1,28 |
0,86 |
0,46 |
0,23 |
0,54 |
0,56 |
Hoch |
55,50 |
58,00 |
58,00 |
59,90 |
88,80 |
88,80 |
88,80 |
Tief |
52,10 |
52,10 |
46,30 |
24,80 |
24,80 |
18,40 |
8,38 |
Ø-Preis |
54,00 |
55,48 |
53,15 |
46,29 |
55,16 |
45,20 |
29,75 |
Ø-Volumen (in Tsd EUR/Handelstag) |
17 |
17 |
14 |
14 |
20 |
21 |
25 |
Max. Verlustperiode (Handelstage) |
3 |
9 |
15 |
85 |
623 |
623 |
674 |
Max. Verlustperiode (Kalendertage) |
5 |
14 |
21 |
122 |
905 |
905 |
967 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0018 |
-0,0004 |
0,0001 |
9,6223 |
5,7704 |
6,6022 |
6,0163 |
Alpha |
0,0075 |
-0,0017 |
0,0006 |
0,0010 |
0,0004 |
0,0008 |
0,0008 |
Beta |
2,706 |
1,236 |
0,551 |
0,710 |
0,762 |
0,698 |
0,646 |
Korrelation |
0,959 |
0,508 |
0,270 |
0,364 |
0,324 |
0,306 |
0,331 |
Treynor Ratio |
-0,0013 |
0,0063 |
0,101 |
0,157 |
-0,0095 |
1,852 |
6,694 |
Tracking Error |
4,269 |
4,693 |
6,127 |
21,979 |
57,492 |
50,384 |
73,949 |
Relative Performance |
2,130 |
-2,319 |
-3,302 |
10,454 |
-2,347 |
85,941 |
337,048 |