18:42 New York (Handel von 09:30 - 16:00) 23:42 London (08:00 - 16:30) 00:42 Frankfurt (09:00 - 20:00) 07:42 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+3,61 |
+7,99 |
+0,85 |
+15,13 |
+82,87 |
+14,82 |
+90,93 |
Volatilit?t (%) |
24,31 |
43,74 |
36,44 |
33,62 |
35,28 |
30,52 |
28,46 |
Sharpe Ratio |
9,17 |
2,43 |
0,22 |
0,52 |
0,68 |
0,18 |
0,30 |
Hoch |
16,81 |
16,81 |
17,78 |
18,90 |
18,90 |
18,90 |
21,50 |
Tief |
15,80 |
14,66 |
14,66 |
12,93 |
6,60 |
6,60 |
6,60 |
Ø-Preis |
16,18 |
15,83 |
16,02 |
15,79 |
12,67 |
12,77 |
13,61 |
Ø-Volumen (in Tsd EUR/Handelstag) |
7 |
20 |
19 |
32 |
30 |
18 |
9 |
Max. Verlustperiode (Handelstage) |
1 |
13 |
51 |
130 |
222 |
1.001 |
1.791 |
Max. Verlustperiode (Kalendertage) |
1 |
17 |
71 |
184 |
321 |
1.441 |
2.566 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0004 |
0,0001 |
8,8009 |
7,0040 |
6,5362 |
5,0578 |
5,1996 |
Alpha |
0,015 |
0,0014 |
0,0016 |
0,0012 |
0,0007 |
0,0001 |
0,0001 |
Beta |
-3,024 |
3,248 |
1,414 |
1,208 |
1,225 |
1,125 |
1,030 |
Korrelation |
-0,778 |
0,549 |
0,639 |
0,560 |
0,604 |
0,574 |
0,547 |
Treynor Ratio |
-0,0094 |
0,018 |
0,0019 |
0,108 |
0,636 |
0,119 |
0,841 |
Tracking Error |
33,560 |
11,345 |
40,932 |
61,483 |
47,534 |
97,277 |
74,733 |
Relative Performance |
4,504 |
6,262 |
6,565 |
25,092 |
65,105 |
-8,257 |
17,250 |