15:51 New York (Handel von 09:30 - 16:00) 20:51 London (08:00 - 16:30) 21:51 Frankfurt (09:00 - 20:00) 04:51 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+4,39 |
+1,71 |
+7,69 |
+21,74 |
|
|
|
Volatilität (%) |
34,84 |
41,01 |
32,53 |
47,14 |
|
|
|
Sharpe Ratio |
12,25 |
1,37 |
1,37 |
0,65 |
|
|
|
Hoch |
24,60 |
25,00 |
25,00 |
27,00 |
|
|
|
Tief |
21,30 |
21,30 |
20,20 |
18,05 |
|
|
|
Ø-Preis |
23,86 |
23,90 |
22,75 |
23,33 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
22 |
24 |
22 |
40 |
|
|
|
Max. Verlustperiode (Handelstage) |
1 |
18 |
32 |
92 |
|
|
|
Max. Verlustperiode (Kalendertage) |
3 |
26 |
44 |
132 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0041 |
0,0003 |
9,6970 |
0,0001 |
|
|
|
Alpha |
0,014 |
0,0023 |
0,0020 |
0,0013 |
|
|
|
Beta |
0,497 |
0,0030 |
0,209 |
0,052 |
|
|
|
Korrelation |
0,311 |
0,0016 |
0,201 |
0,022 |
|
|
|
Treynor Ratio |
0,101 |
7,631 |
0,403 |
4,395 |
|
|
|
Tracking Error |
3,470 |
6,818 |
43,082 |
26,320 |
|
|
|
Relative Performance |
4,434 |
4,118 |
16,102 |
32,611 |
|
|
|