17:39 New York (Handel von 09:30 - 16:00) 22:39 London (08:00 - 16:30) 23:39 Frankfurt (09:00 - 20:00) 07:39 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,97 |
-4,90 |
-3,74 |
+9,31 |
+46,86 |
+86,21 |
|
Volatilität (%) |
18,91 |
10,97 |
17,46 |
31,41 |
23,82 |
21,64 |
|
Sharpe Ratio |
0,34 |
-7,19 |
-1,17 |
0,35 |
0,56 |
0,58 |
|
Hoch |
54,02 |
57,46 |
60,40 |
62,74 |
62,74 |
62,74 |
|
Tief |
52,34 |
52,34 |
52,34 |
36,71 |
36,45 |
28,56 |
|
Ø-Preis |
53,14 |
54,51 |
56,16 |
54,12 |
47,34 |
42,04 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
83.207 |
63.710 |
72.696 |
87.142 |
69.977 |
60.367 |
|
Max. Verlustperiode (Handelstage) |
3 |
19 |
41 |
124 |
161 |
295 |
|
Max. Verlustperiode (Kalendertage) |
3 |
27 |
61 |
180 |
236 |
422 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0005 |
-0,0007 |
-0,0002 |
5,1646 |
5,8060 |
5,8384 |
|
Alpha |
-0,0008 |
-0,0033 |
-0,0010 |
8,5901 |
0,0005 |
0,0004 |
|
Beta |
0,419 |
0,311 |
0,249 |
0,550 |
0,471 |
0,462 |
|
Korrelation |
0,403 |
0,319 |
0,218 |
0,565 |
0,444 |
0,422 |
|
Treynor Ratio |
-0,045 |
-0,248 |
-0,264 |
0,116 |
0,925 |
1,787 |
|
Tracking Error |
1,779 |
4,824 |
4,877 |
21,803 |
57,453 |
49,092 |
|
Relative Performance |
-0,955 |
-6,990 |
-9,818 |
-9,793 |
27,989 |
41,291 |
|