15:40 New York (Handel von 09:30 - 16:00) 20:40 London (08:00 - 16:30) 21:40 Frankfurt (09:00 - 20:00) 04:40 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,45 |
+4,52 |
+8,75 |
+37,27 |
+52,21 |
+84,11 |
|
Volatilität (%) |
4,93 |
6,38 |
12,82 |
18,08 |
19,52 |
17,37 |
|
Sharpe Ratio |
6,29 |
9,00 |
2,63 |
1,73 |
0,72 |
0,67 |
|
Hoch |
66,96 |
66,96 |
66,96 |
66,96 |
66,96 |
66,96 |
|
Tief |
66,17 |
63,78 |
59,64 |
47,73 |
39,79 |
35,72 |
|
Ø-Preis |
66,62 |
65,20 |
63,37 |
56,88 |
52,24 |
48,06 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
59 |
83 |
92 |
68 |
51 |
36 |
|
Max. Verlustperiode (Handelstage) |
2 |
8 |
17 |
27 |
222 |
222 |
|
Max. Verlustperiode (Kalendertage) |
2 |
10 |
23 |
37 |
322 |
322 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0013 |
7,4843 |
6,0444 |
6,0274 |
5,6443 |
5,5806 |
|
Alpha |
0,0013 |
0,0022 |
0,0005 |
0,0004 |
0,0004 |
0,0003 |
|
Beta |
1,251 |
0,063 |
0,620 |
0,611 |
0,685 |
0,619 |
|
Korrelation |
0,883 |
0,089 |
0,678 |
0,782 |
0,787 |
0,699 |
|
Treynor Ratio |
-0,012 |
0,412 |
0,110 |
0,579 |
0,734 |
1,328 |
|
Tracking Error |
0,958 |
89,178 |
48,515 |
36,617 |
59,443 |
50,349 |
|
Relative Performance |
0,511 |
-0,317 |
-0,315 |
-6,645 |
30,039 |
32,493 |
|