06:03 New York (Handel von 09:30 - 16:00) 11:03 London (08:00 - 16:30) 12:03 Frankfurt (09:00 - 20:00) 19:03 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+10,42 |
+11,92 |
+11,73 |
|
|
|
|
| Volatilität (%) |
39,59 |
31,27 |
49,32 |
|
|
|
|
| Sharpe Ratio |
8,73 |
2,56 |
0,73 |
|
|
|
|
| Hoch |
2,48 |
2,49 |
3,25 |
|
|
|
|
| Tief |
2,30 |
2,23 |
2,23 |
|
|
|
|
| Ø-Preis |
2,38 |
2,35 |
2,53 |
|
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
7 |
11 |
26 |
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
10 |
42 |
|
|
|
|
| Max. Verlustperiode (Kalendertage) |
1 |
14 |
58 |
|
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,0094 |
0,0001 |
-8,3924 |
|
|
|
|
| Alpha |
0,030 |
0,0038 |
-0,0014 |
|
|
|
|
| Beta |
0,033 |
0,675 |
1,215 |
|
|
|
|
| Korrelation |
0,040 |
0,419 |
0,697 |
|
|
|
|
| Treynor Ratio |
3,185 |
0,091 |
0,056 |
|
|
|
|
| Tracking Error |
3,181 |
69,701 |
40,612 |
|
|
|
|
| Relative Performance |
10,330 |
8,360 |
-8,233 |
|
|
|
|
