20:46 New York (Handel von 09:30 - 16:00) 01:46 London (08:00 - 16:30) 02:46 Frankfurt (09:00 - 20:00) 09:46 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+3,29 |
-5,48 |
-19,77 |
-34,27 |
-14,00 |
+2,47 |
|
Volatilität (%) |
24,17 |
21,57 |
30,04 |
23,99 |
25,82 |
24,24 |
|
Sharpe Ratio |
9,58 |
-3,13 |
-2,89 |
-1,65 |
-0,13 |
0,06 |
|
Hoch |
44,46 |
47,26 |
55,10 |
72,10 |
76,06 |
76,06 |
|
Tief |
41,96 |
41,96 |
41,96 |
41,96 |
41,96 |
38,25 |
|
Ø-Preis |
42,99 |
44,82 |
47,88 |
60,26 |
60,63 |
54,17 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
520 |
216 |
191 |
171 |
123 |
94 |
|
Max. Verlustperiode (Handelstage) |
0 |
19 |
60 |
181 |
400 |
400 |
|
Max. Verlustperiode (Kalendertage) |
0 |
29 |
86 |
259 |
574 |
574 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0004 |
-0,0003 |
-0,0002 |
-0,0001 |
-5,2186 |
5,1529 |
|
Alpha |
0,0074 |
-0,0018 |
-0,0023 |
-0,0014 |
-0,0002 |
0,0001 |
|
Beta |
0,344 |
0,446 |
0,592 |
0,592 |
0,441 |
0,450 |
|
Korrelation |
0,389 |
0,528 |
0,624 |
0,519 |
0,399 |
0,367 |
|
Treynor Ratio |
0,048 |
-0,157 |
-0,341 |
-0,606 |
-0,358 |
0,071 |
|
Tracking Error |
19,452 |
5,298 |
11,845 |
16,818 |
71,184 |
72,252 |
|
Relative Performance |
-0,524 |
-1,231 |
-8,209 |
-26,269 |
-21,910 |
1,895 |
|