09:25 New York (Handel von 09:30 - 16:00) 14:25 London (08:00 - 16:30) 15:25 Frankfurt (09:00 - 20:00) 22:25 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,35 |
+3,74 |
+10,09 |
+37,67 |
+52,44 |
+83,70 |
|
Volatilität (%) |
12,81 |
9,38 |
13,90 |
17,58 |
22,10 |
18,84 |
|
Sharpe Ratio |
1,95 |
4,83 |
2,75 |
1,79 |
0,66 |
0,63 |
|
Hoch |
67,52 |
67,52 |
67,52 |
67,52 |
67,52 |
67,52 |
|
Tief |
66,53 |
63,60 |
59,55 |
47,75 |
39,50 |
32,43 |
|
Ø-Preis |
67,12 |
65,71 |
63,67 |
57,15 |
52,35 |
48,19 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
8.036 |
8.643 |
9.029 |
7.521 |
4.505 |
2.948 |
|
Max. Verlustperiode (Handelstage) |
3 |
7 |
18 |
47 |
223 |
223 |
|
Max. Verlustperiode (Kalendertage) |
5 |
9 |
24 |
65 |
322 |
322 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0003 |
6,4357 |
6,8995 |
6,5452 |
5,6538 |
5,5550 |
|
Alpha |
-0,0002 |
0,0014 |
0,0010 |
0,0005 |
0,0004 |
0,0003 |
|
Beta |
3,634 |
0,217 |
0,359 |
0,488 |
0,686 |
0,650 |
|
Korrelation |
0,989 |
0,198 |
0,350 |
0,632 |
0,696 |
0,680 |
|
Treynor Ratio |
-0,0043 |
0,083 |
0,227 |
0,733 |
0,737 |
1,259 |
|
Tracking Error |
0,654 |
95,896 |
52,707 |
33,808 |
61,067 |
51,916 |
|
Relative Performance |
0,284 |
-0,982 |
-0,480 |
-10,327 |
29,430 |
32,058 |
|