09:46 New York (Handel von 09:30 - 16:00) 14:46 London (08:00 - 16:30) 15:46 Frankfurt (09:00 - 20:00) 22:46 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+2,27 |
-3,85 |
-26,12 |
+27,87 |
+192,58 |
+600,38 |
+3.792,51 |
Volatilität (%) |
45,04 |
35,56 |
47,08 |
50,96 |
45,74 |
43,35 |
44,30 |
Sharpe Ratio |
3,15 |
-1,35 |
-2,48 |
0,70 |
0,97 |
1,07 |
1,06 |
Hoch |
458,80 |
470,60 |
618,00 |
618,00 |
618,00 |
618,00 |
618,00 |
Tief |
419,60 |
419,60 |
407,00 |
301,00 |
138,00 |
60,33 |
6,95 |
Ø-Preis |
442,96 |
442,56 |
513,87 |
462,23 |
300,07 |
221,49 |
127,78 |
Ø-Volumen (in Tsd EUR/Handelstag) |
5.596 |
3.590 |
3.820 |
4.020 |
2.774 |
2.494 |
1.478 |
Max. Verlustperiode (Handelstage) |
2 |
10 |
48 |
65 |
155 |
188 |
374 |
Max. Verlustperiode (Kalendertage) |
4 |
18 |
70 |
97 |
228 |
270 |
731 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0001 |
-0,0007 |
-0,0001 |
-6,5075 |
9,2654 |
9,0211 |
0,0001 |
Alpha |
0,0003 |
-0,0030 |
-0,0050 |
-0,0006 |
0,0014 |
0,0013 |
0,0015 |
Beta |
1,759 |
0,549 |
1,203 |
1,127 |
1,110 |
1,187 |
0,925 |
Korrelation |
0,581 |
0,224 |
0,431 |
0,456 |
0,516 |
0,498 |
0,375 |
Treynor Ratio |
0,0013 |
-0,107 |
-0,234 |
0,229 |
1,716 |
5,038 |
40,971 |
Tracking Error |
4,473 |
4,616 |
39,721 |
40,314 |
31,990 |
31,933 |
28,035 |
Relative Performance |
0,966 |
-8,028 |
-28,391 |
-28,540 |
163,239 |
519,480 |
3.587,110 |