16:40 New York (Handel von 09:30 - 16:00) 21:40 London (08:00 - 16:30) 22:40 Frankfurt (09:00 - 20:00) 05:40 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,0060 |
+3,95 |
+8,57 |
+36,12 |
+51,67 |
+81,65 |
|
Volatilität (%) |
5,69 |
8,02 |
12,62 |
17,65 |
19,62 |
16,93 |
|
Sharpe Ratio |
5,67 |
7,07 |
2,76 |
1,74 |
0,71 |
0,67 |
|
Hoch |
67,23 |
67,23 |
67,23 |
67,23 |
67,23 |
67,23 |
|
Tief |
66,16 |
63,78 |
59,90 |
47,74 |
39,61 |
35,53 |
|
Ø-Preis |
66,70 |
65,30 |
63,42 |
56,93 |
52,26 |
48,09 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
191 |
83 |
69 |
59 |
44 |
29 |
|
Max. Verlustperiode (Handelstage) |
2 |
8 |
16 |
30 |
223 |
223 |
|
Max. Verlustperiode (Kalendertage) |
2 |
10 |
22 |
42 |
322 |
322 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0002 |
6,1101 |
6,1775 |
6,0987 |
5,6400 |
5,5110 |
|
Alpha |
0,0013 |
0,0010 |
0,0006 |
0,0004 |
0,0004 |
0,0003 |
|
Beta |
0,917 |
0,531 |
0,595 |
0,611 |
0,705 |
0,682 |
|
Korrelation |
0,560 |
0,597 |
0,661 |
0,798 |
0,804 |
0,790 |
|
Treynor Ratio |
-0,016 |
0,047 |
0,120 |
0,570 |
0,716 |
1,182 |
|
Tracking Error |
6,021 |
89,054 |
50,190 |
32,582 |
59,136 |
50,292 |
|
Relative Performance |
0,531 |
-0,399 |
0,0054 |
-7,163 |
30,209 |
30,880 |
|