19:21 New York (Handel von 09:30 - 16:00) 00:21 London (08:00 - 16:30) 01:21 Frankfurt (09:00 - 20:00) 08:21 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+3,09 |
+3,67 |
-2,52 |
-13,65 |
-5,84 |
-27,90 |
|
| Volatilität (%) |
21,40 |
34,37 |
30,49 |
23,11 |
30,06 |
28,59 |
|
| Sharpe Ratio |
7,29 |
1,22 |
-0,34 |
-0,62 |
0,01 |
-0,16 |
|
| Hoch |
371,00 |
389,00 |
389,00 |
457,00 |
457,00 |
627,80 |
|
| Tief |
354,00 |
353,00 |
345,00 |
345,00 |
293,00 |
293,00 |
|
| Ø-Preis |
362,80 |
369,48 |
371,06 |
401,58 |
386,29 |
432,99 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
|
| Max. Verlustperiode (Handelstage) |
1 |
8 |
33 |
190 |
360 |
1.002 |
|
| Max. Verlustperiode (Kalendertage) |
3 |
12 |
49 |
273 |
517 |
1.441 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,0018 |
0,0003 |
-5,1101 |
-6,5886 |
5,0175 |
-5,2714 |
|
| Alpha |
0,0063 |
0,0018 |
-9,7581 |
-0,0004 |
5,4930 |
-0,0001 |
|
| Beta |
0,0022 |
0,564 |
0,277 |
0,120 |
0,313 |
0,336 |
|
| Korrelation |
0,0022 |
0,370 |
0,286 |
0,106 |
0,247 |
0,239 |
|
| Treynor Ratio |
2,377 |
0,030 |
-0,168 |
-1,278 |
-0,250 |
-0,851 |
|
| Tracking Error |
3,418 |
5,370 |
43,191 |
27,026 |
28,044 |
51,753 |
|
| Relative Performance |
-0,070 |
3,516 |
3,042 |
-5,538 |
-21,749 |
-39,239 |
|