16:39 New York (Handel von 09:30 - 16:00) 21:39 London (08:00 - 16:30) 22:39 Frankfurt (09:00 - 20:00) 05:39 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+4,82 |
+4,82 |
+17,73 |
+161,49 |
+13,81 |
+199,20 |
+161,95 |
Volatilität (%) |
71,69 |
47,15 |
38,89 |
42,97 |
39,19 |
36,97 |
33,40 |
Sharpe Ratio |
3,55 |
1,26 |
1,77 |
2,34 |
0,25 |
0,71 |
0,39 |
Hoch |
124,00 |
124,00 |
124,00 |
124,00 |
124,00 |
132,50 |
132,50 |
Tief |
111,50 |
106,50 |
97,80 |
44,50 |
35,10 |
35,10 |
23,51 |
Ø-Preis |
119,70 |
114,40 |
112,77 |
82,38 |
79,06 |
79,30 |
58,07 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
2 |
13 |
31 |
47 |
674 |
809 |
809 |
Max. Verlustperiode (Kalendertage) |
4 |
21 |
47 |
65 |
978 |
1.175 |
1.175 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,012 |
0,0001 |
0,0001 |
0,0001 |
5,4399 |
6,9162 |
5,8264 |
Alpha |
0,011 |
0,0056 |
0,0025 |
0,0036 |
0,0003 |
0,0010 |
0,0005 |
Beta |
-15,438 |
-1,228 |
0,249 |
0,363 |
0,574 |
0,443 |
0,220 |
Korrelation |
-0,729 |
-0,232 |
0,089 |
0,192 |
0,326 |
0,233 |
0,135 |
Treynor Ratio |
-0,0013 |
-0,016 |
0,592 |
4,330 |
0,189 |
4,394 |
7,183 |
Tracking Error |
0,954 |
87,689 |
47,188 |
30,912 |
58,431 |
49,913 |
62,672 |
Relative Performance |
3,932 |
-0,966 |
7,600 |
115,283 |
-9,426 |
144,941 |
47,786 |