Zeithorizont |
Performance Volatilität |
Hoch Tief |
Abstand |
---|---|---|---|
1 Woche |
-3,47% 3,05% |
0,35 0,33 |
-3,47% 0,00% |
2 Wochen |
-1,18% 4,59% |
0,35 0,33 |
-5,11% 0,00% |
1 Monat |
-3,47% 11,35% |
0,35 0,32 |
-5,11% 3,73% |
3 Monate |
-9,73% 22,33% |
0,39 0,32 |
-13,92% 3,73% |
6 Monate |
-0,60% 38,36% |
0,39 0,30 |
-13,92% 10,60% |
1 Jahr |
-14,80% 66,70% |
0,40 0,21 |
-17,33% 59,05% |
3 Jahre |
73,06% 97,38% |
0,51 0,16 |
-33,86% 106,17% |
5 Jahre |
65,35% 118,13% |
0,51 0,15 |
-33,86% 124,16% |
10 Jahre |
190,43% 210,30% |
0,51 0,07 |
-33,86% 370,42% |
Zeithorizont | Performance |
Korrelation Beta |
|
---|---|---|---|
relativ | absolut | ||
1 Woche | -77,95% | -1,52% |
0,44 0,68 |
2 Wochen | 39,18% | 0,76% |
0,65 1,23 |
1 Monat | -68,45% | -1,41% |
0,16 0,69 |
3 Monate | -49,69% | -3,23% |
0,21 0,91 |
6 Monate | 87,65% | 4,26% |
0,67 2,76 |
1 Jahr | -43,55% | -4,49% |
0,23 0,79 |
3 Jahre | N/A* | 78,16% |
0,37 1,30 |
5 Jahre | 158,50% | 40,07% |
0,64 2,29 |
10 Jahre | 114,52% | 101,66% |
0,48 2,00 |
Zeithorizont |
Performance Volatilität |
Hoch Tief |
Abstand |
---|---|---|---|
1 Woche |
-1,95% 1,90% |
845,28 826,68 |
-2,20% 0,00% |
2 Wochen |
-1,94% 2,49% |
854,55 826,68 |
-3,26% 0,00% |
1 Monat |
-2,06% 2,64% |
859,44 826,68 |
-3,81% 0,00% |
3 Monate |
-6,50% 5,28% |
884,19 826,68 |
-6,50% 0,00% |
6 Monate |
-4,86% 9,37% |
903,12 806,88 |
-8,46% 2,45% |
1 Jahr |
-10,31% 19,43% |
933,46 742,91 |
-11,44% 11,28% |
3 Jahre |
-5,10% 27,57% |
989,10 742,91 |
-16,42% 11,28% |
5 Jahre |
25,28% 33,24% |
989,10 659,89 |
-16,42% 25,28% |
10 Jahre |
88,77% 49,96% |
989,10 423,35 |
-16,42% 95,27% |