02:54 New York (Handel von 09:30 - 16:00) 07:54 London (08:00 - 16:30) 08:54 Frankfurt (09:00 - 20:00) 15:54 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,93 |
-0,14 |
+3,13 |
-2,84 |
+61,65 |
+96,91 |
|
| Volatilität (%) |
15,09 |
18,76 |
19,24 |
22,27 |
25,46 |
25,57 |
|
| Sharpe Ratio |
10,72 |
0,34 |
0,76 |
-0,08 |
0,68 |
0,58 |
|
| Hoch |
72,76 |
72,86 |
72,86 |
79,80 |
79,80 |
79,80 |
|
| Tief |
70,42 |
70,18 |
62,78 |
60,30 |
33,22 |
28,39 |
|
| Ø-Preis |
71,62 |
71,76 |
68,84 |
69,00 |
57,02 |
48,37 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
10.282 |
10.266 |
16.642 |
18.924 |
17.738 |
12.724 |
|
| Max. Verlustperiode (Handelstage) |
1 |
11 |
34 |
236 |
236 |
424 |
|
| Max. Verlustperiode (Kalendertage) |
1 |
17 |
49 |
341 |
341 |
611 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,0005 |
-0,0001 |
-6,5305 |
-5,6612 |
5,0201 |
5,0194 |
|
| Alpha |
0,0012 |
-0,0006 |
-0,0001 |
-0,0008 |
0,0005 |
0,0004 |
|
| Beta |
-0,402 |
0,581 |
0,631 |
0,715 |
0,647 |
0,648 |
|
| Korrelation |
-0,207 |
0,397 |
0,407 |
0,465 |
0,495 |
0,424 |
|
| Treynor Ratio |
0,041 |
-0,037 |
0,047 |
-0,058 |
0,922 |
1,450 |
|
| Tracking Error |
2,339 |
6,354 |
9,267 |
124,345 |
2.389,572 |
1.848,039 |
|
| Relative Performance |
0,083 |
-2,566 |
-5,171 |
-35,082 |
30,313 |
27,428 |
|