19:04 New York (Handel von 09:30 - 16:00) 00:04 London (08:00 - 16:30) 01:04 Frankfurt (09:00 - 20:00) 08:04 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+9,38 |
|
-8,85 |
+28,68 |
+125,52 |
+131,54 |
+580,46 |
Volatilität (%) |
35,35 |
33,89 |
39,46 |
35,99 |
57,94 |
52,65 |
48,79 |
Sharpe Ratio |
10,76 |
-1,03 |
-1,17 |
0,74 |
0,70 |
0,53 |
0,58 |
Hoch |
85,00 |
90,50 |
96,00 |
108,00 |
108,00 |
108,00 |
108,00 |
Tief |
80,00 |
80,00 |
78,50 |
65,00 |
32,20 |
25,86 |
10,60 |
Ø-Preis |
81,70 |
86,03 |
88,11 |
85,41 |
69,59 |
54,74 |
38,49 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
1 |
11 |
58 |
118 |
273 |
474 |
523 |
Max. Verlustperiode (Kalendertage) |
1 |
17 |
87 |
173 |
393 |
686 |
758 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0031 |
-0,0002 |
-8,3401 |
9,5431 |
0,0001 |
6,9045 |
6,5956 |
Alpha |
0,012 |
-0,0013 |
-0,0014 |
0,0012 |
0,0015 |
0,0011 |
0,0011 |
Beta |
-0,228 |
0,312 |
0,393 |
0,463 |
0,640 |
0,553 |
0,307 |
Korrelation |
-0,135 |
0,225 |
0,318 |
0,264 |
0,260 |
0,213 |
0,121 |
Treynor Ratio |
-0,101 |
-0,155 |
-0,343 |
0,477 |
1,828 |
2,072 |
18,970 |
Tracking Error |
3,925 |
5,464 |
43,191 |
26,883 |
28,743 |
56,207 |
70,043 |
Relative Performance |
1,711 |
-3,013 |
-5,764 |
31,891 |
103,164 |
103,846 |
457,843 |