07:03 New York (Handel von 09:30 - 16:00) 12:03 London (08:00 - 16:30) 13:03 Frankfurt (09:00 - 20:00) 20:03 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+1,10 |
+6,75 |
+6,34 |
+12,39 |
+12,16 |
+14,72 |
|
Volatilität (%) |
13,18 |
18,85 |
18,13 |
23,66 |
25,57 |
23,11 |
|
Sharpe Ratio |
4,64 |
4,48 |
1,35 |
0,52 |
0,20 |
0,15 |
|
Hoch |
22,44 |
22,44 |
22,44 |
22,76 |
24,40 |
24,40 |
|
Tief |
21,64 |
20,44 |
19,75 |
18,28 |
13,82 |
13,82 |
|
Ø-Preis |
22,08 |
21,64 |
20,99 |
20,67 |
21,04 |
19,85 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
7.867 |
11.445 |
8.198 |
6.370 |
5.567 |
5.256 |
|
Max. Verlustperiode (Handelstage) |
2 |
7 |
20 |
141 |
659 |
659 |
|
Max. Verlustperiode (Kalendertage) |
4 |
9 |
28 |
207 |
959 |
959 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0010 |
0,0003 |
0,0001 |
-5,4136 |
-5,0359 |
-5,1754 |
|
Alpha |
0,0025 |
0,0030 |
0,0007 |
-0,0005 |
-7,6274 |
-0,0001 |
|
Beta |
0,792 |
0,364 |
0,572 |
0,681 |
0,787 |
0,745 |
|
Korrelation |
0,537 |
0,228 |
0,454 |
0,523 |
0,601 |
0,556 |
|
Treynor Ratio |
-0,013 |
0,128 |
0,074 |
0,151 |
0,128 |
0,169 |
|
Tracking Error |
2,422 |
10,330 |
6,702 |
124,355 |
73,027 |
57,396 |
|
Relative Performance |
0,983 |
4,472 |
2,525 |
-34,649 |
-14,640 |
-43,530 |
|