04:57 New York (Handel von 09:30 - 16:00) 09:57 London (08:00 - 16:30) 10:57 Frankfurt (09:00 - 20:00) 18:57 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,62 |
+1,89 |
-5,13 |
-14,83 |
-43,34 |
-40,91 |
+59,79 |
Volatilität (%) |
18,34 |
12,89 |
21,85 |
39,27 |
33,79 |
29,45 |
26,00 |
Sharpe Ratio |
5,03 |
2,70 |
-0,83 |
-0,24 |
-0,44 |
-0,27 |
0,24 |
Hoch |
36,27 |
36,61 |
40,51 |
46,51 |
71,36 |
80,07 |
80,07 |
Tief |
34,57 |
34,47 |
32,94 |
24,25 |
24,25 |
24,25 |
19,60 |
Ø-Preis |
35,74 |
35,68 |
37,23 |
38,67 |
48,38 |
56,84 |
46,87 |
Ø-Volumen (in Tsd EUR/Handelstag) |
62.694 |
60.065 |
66.007 |
79.864 |
85.116 |
83.284 |
66.353 |
Max. Verlustperiode (Handelstage) |
2 |
13 |
39 |
178 |
686 |
935 |
935 |
Max. Verlustperiode (Kalendertage) |
2 |
17 |
55 |
254 |
994 |
1.354 |
1.354 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0007 |
0,0003 |
-0,0002 |
-0,0001 |
-6,3940 |
-6,1706 |
5,0856 |
Alpha |
0,0012 |
0,0015 |
-0,0014 |
-0,0011 |
-0,0008 |
-0,0006 |
0,0001 |
Beta |
0,524 |
0,292 |
0,769 |
0,913 |
0,962 |
0,954 |
0,741 |
Korrelation |
0,358 |
0,239 |
0,532 |
0,744 |
0,641 |
0,643 |
0,590 |
Treynor Ratio |
-0,0096 |
0,026 |
-0,082 |
-0,176 |
-0,466 |
-0,444 |
0,799 |
Tracking Error |
1,736 |
4,250 |
6,196 |
21,323 |
57,590 |
49,795 |
73,914 |
Relative Performance |
-0,463 |
2,774 |
-10,005 |
-31,770 |
-59,106 |
-83,477 |
-34,621 |