14:56 New York (Handel von 09:30 - 16:00) 19:56 London (08:00 - 16:30) 20:56 Frankfurt (09:00 - 20:00) 03:56 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+3,46 |
+4,82 |
+16,59 |
+163,80 |
+9,63 |
+198,02 |
+159,78 |
Volatilität (%) |
65,63 |
38,40 |
36,28 |
46,68 |
41,71 |
38,19 |
34,14 |
Sharpe Ratio |
3,02 |
1,59 |
1,80 |
2,24 |
0,23 |
0,71 |
0,39 |
Hoch |
124,00 |
124,00 |
124,00 |
124,00 |
124,00 |
134,25 |
134,25 |
Tief |
113,00 |
104,00 |
98,20 |
44,40 |
35,00 |
35,00 |
23,51 |
Ø-Preis |
120,80 |
114,95 |
113,37 |
82,92 |
79,38 |
79,68 |
58,43 |
Ø-Volumen (in Tsd EUR/Handelstag) |
22 |
12 |
8 |
7 |
6 |
7 |
5 |
Max. Verlustperiode (Handelstage) |
2 |
13 |
32 |
50 |
708 |
888 |
888 |
Max. Verlustperiode (Kalendertage) |
4 |
21 |
48 |
70 |
1.028 |
1.293 |
1.293 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0029 |
8,3673 |
9,5234 |
0,0001 |
5,3433 |
6,4949 |
5,6414 |
Alpha |
0,0086 |
0,0030 |
0,0022 |
0,0033 |
0,0002 |
0,0009 |
0,0005 |
Beta |
-10,123 |
-0,177 |
0,370 |
0,650 |
0,715 |
0,652 |
0,361 |
Korrelation |
-0,525 |
-0,041 |
0,142 |
0,320 |
0,383 |
0,334 |
0,218 |
Treynor Ratio |
-0,0010 |
-0,135 |
0,381 |
2,474 |
0,100 |
2,988 |
4,343 |
Tracking Error |
2,972 |
88,888 |
47,868 |
31,267 |
58,510 |
59,462 |
73,869 |
Relative Performance |
3,015 |
-0,528 |
6,949 |
118,676 |
-13,109 |
145,019 |
46,728 |