07:28 New York (Handel von 09:30 - 16:00) 12:28 London (08:00 - 16:30) 13:28 Frankfurt (09:00 - 20:00) 20:28 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,04 |
-2,35 |
+24,52 |
-17,00 |
-1,68 |
+4,79 |
|
| Volatilität (%) |
21,32 |
31,84 |
41,65 |
41,28 |
29,62 |
33,17 |
|
| Sharpe Ratio |
7,09 |
-0,29 |
2,50 |
-0,26 |
0,08 |
0,14 |
|
| Hoch |
40,59 |
42,08 |
42,08 |
48,42 |
54,06 |
54,06 |
|
| Tief |
39,08 |
38,63 |
31,97 |
26,18 |
26,18 |
19,31 |
|
| Ø-Preis |
39,74 |
40,22 |
37,22 |
40,99 |
44,15 |
39,75 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
172 |
613 |
605 |
1.415 |
2.038 |
2.030 |
|
| Max. Verlustperiode (Handelstage) |
1 |
19 |
19 |
251 |
521 |
521 |
|
| Max. Verlustperiode (Kalendertage) |
1 |
27 |
27 |
365 |
757 |
757 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,0009 |
-0,0001 |
-0,0001 |
-9,2828 |
5,0852 |
5,0957 |
|
| Alpha |
-0,0036 |
-0,0009 |
-0,0010 |
-0,0006 |
0,0001 |
9,7285 |
|
| Beta |
0,917 |
0,930 |
1,061 |
1,176 |
1,131 |
1,153 |
|
| Korrelation |
0,916 |
0,895 |
0,903 |
0,888 |
0,813 |
0,725 |
|
| Treynor Ratio |
0,0049 |
-0,032 |
0,229 |
-0,152 |
-0,020 |
0,037 |
|
| Tracking Error |
3,965 |
12,220 |
16,796 |
13,401 |
61,217 |
49,397 |
|
| Relative Performance |
-1,844 |
-1,963 |
-6,103 |
-15,783 |
-1,376 |
-7,765 |
|