13:30 New York (Handel von 09:30 - 16:00) 18:30 London (08:00 - 16:30) 19:30 Frankfurt (09:00 - 20:00) 02:30 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,58 |
+4,20 |
+8,76 |
+37,22 |
+55,64 |
+91,21 |
|
| Volatilität (%) |
5,35 |
6,94 |
13,65 |
17,97 |
22,36 |
22,68 |
|
| Sharpe Ratio |
6,47 |
7,58 |
2,46 |
1,74 |
0,69 |
0,73 |
|
| Hoch |
67,00 |
67,00 |
67,00 |
67,00 |
67,00 |
67,00 |
|
| Tief |
66,18 |
63,63 |
59,62 |
47,67 |
39,50 |
35,00 |
|
| Ø-Preis |
66,71 |
65,28 |
63,39 |
56,90 |
52,16 |
49,58 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
1.275 |
1.324 |
1.298 |
740 |
794 |
586 |
|
| Max. Verlustperiode (Handelstage) |
1 |
7 |
16 |
47 |
222 |
222 |
|
| Max. Verlustperiode (Kalendertage) |
3 |
9 |
22 |
65 |
322 |
322 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,0005 |
7,0743 |
6,6811 |
6,1895 |
5,7058 |
5,8030 |
|
| Alpha |
0,0014 |
0,0019 |
0,0008 |
0,0005 |
0,0004 |
0,0004 |
|
| Beta |
1,238 |
0,125 |
0,392 |
0,546 |
0,709 |
0,638 |
|
| Korrelation |
0,804 |
0,162 |
0,403 |
0,705 |
0,712 |
0,624 |
|
| Treynor Ratio |
-0,011 |
0,177 |
0,172 |
0,645 |
0,757 |
1,397 |
|
| Tracking Error |
2,754 |
89,690 |
49,736 |
39,660 |
60,453 |
54,684 |
|
| Relative Performance |
0,569 |
-0,713 |
-0,390 |
-6,795 |
33,358 |
36,311 |
|