21:36 New York (Handel von 09:30 - 16:00) 02:36 London (08:00 - 16:30) 03:36 Frankfurt (09:00 - 20:00) 10:36 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+5,51 |
-6,94 |
+3,08 |
+10,29 |
|
|
|
Volatilit?t (%) |
42,36 |
34,96 |
34,10 |
36,74 |
|
|
|
Sharpe Ratio |
7,99 |
-2,36 |
0,48 |
0,39 |
|
|
|
Hoch |
26,80 |
29,00 |
29,00 |
29,00 |
|
|
|
Tief |
25,40 |
24,90 |
24,90 |
22,90 |
|
|
|
Ø-Preis |
26,36 |
27,40 |
27,73 |
25,69 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
1 |
0 |
0 |
0 |
|
|
|
Max. Verlustperiode (Handelstage) |
1 |
15 |
21 |
69 |
|
|
|
Max. Verlustperiode (Kalendertage) |
1 |
22 |
34 |
98 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0049 |
-0,0005 |
8,8994 |
6,2141 |
|
|
|
Alpha |
0,013 |
-0,0027 |
0,0008 |
0,0007 |
|
|
|
Beta |
0,405 |
0,557 |
-0,218 |
-0,077 |
|
|
|
Korrelation |
0,203 |
0,231 |
-0,104 |
-0,039 |
|
|
|
Treynor Ratio |
0,087 |
-0,119 |
-0,049 |
-1,083 |
|
|
|
Tracking Error |
2,696 |
5,281 |
21,630 |
56,928 |
|
|
|
Relative Performance |
5,091 |
-6,641 |
0,042 |
-0,716 |
|
|
|