16:00 New York (Handel von 09:30 - 16:00) 21:00 London (08:00 - 16:30) 22:00 Frankfurt (09:00 - 20:00) 05:00 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+5,31 |
+3,93 |
+21,43 |
+165,63 |
+13,33 |
+198,10 |
+156,19 |
Volatilität (%) |
64,67 |
50,88 |
44,85 |
43,42 |
40,30 |
38,68 |
34,98 |
Sharpe Ratio |
5,16 |
1,18 |
1,94 |
2,39 |
0,26 |
0,70 |
0,39 |
Hoch |
123,00 |
123,00 |
123,00 |
123,00 |
123,00 |
131,70 |
131,70 |
Tief |
113,00 |
107,00 |
98,00 |
44,80 |
35,60 |
35,60 |
24,00 |
Ø-Preis |
118,50 |
114,73 |
112,65 |
82,73 |
79,44 |
79,47 |
58,28 |
Ø-Volumen (in Tsd EUR/Handelstag) |
1 |
2 |
1 |
1 |
0 |
1 |
0 |
Max. Verlustperiode (Handelstage) |
2 |
13 |
32 |
55 |
708 |
892 |
892 |
Max. Verlustperiode (Kalendertage) |
4 |
21 |
48 |
77 |
1.028 |
1.299 |
1.299 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0021 |
8,8277 |
0,0001 |
0,0001 |
5,7313 |
7,2255 |
5,8301 |
Alpha |
0,013 |
0,0034 |
0,0044 |
0,0042 |
0,0004 |
0,0011 |
0,0006 |
Beta |
7,119 |
-0,344 |
-0,582 |
0,019 |
0,174 |
0,117 |
0,109 |
Korrelation |
0,375 |
-0,060 |
-0,180 |
0,0098 |
0,096 |
0,059 |
0,064 |
Treynor Ratio |
0,0046 |
-0,056 |
-0,334 |
88,194 |
0,652 |
16,750 |
14,180 |
Tracking Error |
6,386 |
88,935 |
47,835 |
31,187 |
58,304 |
50,259 |
69,320 |
Relative Performance |
5,294 |
-0,984 |
12,280 |
121,608 |
-8,950 |
146,342 |
44,221 |