17:20 New York (Handel von 09:30 - 16:00) 22:20 London (08:00 - 16:30) 23:20 Frankfurt (09:00 - 20:00) 07:20 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-6,38 |
+2,96 |
+23,60 |
+45,37 |
+18,92 |
+220,39 |
+214,29 |
Volatilität (%) |
23,67 |
42,46 |
40,40 |
51,39 |
48,33 |
43,92 |
42,58 |
Sharpe Ratio |
-13,89 |
1,30 |
2,41 |
0,96 |
0,33 |
0,70 |
0,44 |
Hoch |
35,80 |
37,85 |
37,85 |
37,85 |
37,85 |
37,85 |
37,85 |
Tief |
32,30 |
31,30 |
25,35 |
15,92 |
15,32 |
10,17 |
5,70 |
Ø-Preis |
34,32 |
34,32 |
30,58 |
23,38 |
23,54 |
21,24 |
16,24 |
Ø-Volumen (in Tsd EUR/Handelstag) |
599 |
748 |
527 |
591 |
568 |
544 |
424 |
Max. Verlustperiode (Handelstage) |
4 |
9 |
18 |
99 |
392 |
392 |
702 |
Max. Verlustperiode (Kalendertage) |
6 |
13 |
32 |
139 |
567 |
567 |
1.009 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0052 |
0,0003 |
0,0005 |
0,0001 |
5,8805 |
7,0294 |
5,6920 |
Alpha |
-0,0087 |
0,0022 |
0,0032 |
0,0017 |
0,0005 |
0,0010 |
0,0005 |
Beta |
2,106 |
1,095 |
1,145 |
0,713 |
0,887 |
0,860 |
0,905 |
Korrelation |
0,976 |
0,361 |
0,409 |
0,446 |
0,406 |
0,382 |
0,437 |
Treynor Ratio |
-0,034 |
0,022 |
0,203 |
0,636 |
0,209 |
2,591 |
2,392 |
Tracking Error |
1,660 |
7,742 |
6,788 |
23,142 |
57,653 |
49,162 |
73,486 |
Relative Performance |
-4,292 |
4,308 |
20,820 |
38,711 |
9,746 |
178,863 |
125,405 |