General information on the key risk figures
Course dates
By default, the close prices (or redemption prices in the case of funds) are used as a basis, taking into account reinvestments before tax (cf. method of the BVI, Bundesverband Deutscher Investmentgesellschaften e.V., www.bvi.de).
A price consolidation on a weekly basis, i.e. at the end of the week, is preset in the tables.
Treatment of different currencies
To ensure comparability, all price time series (in the tables) are converted into an evaluation currency.
Please note that the individual key figures are shown in different units (absolute, percentage, etc.). Compare the notes on the individual key figures.
Notation
The calculated price time series explained in the Price data section are referred to below as
course
provided the reference to the security is clear,
courseB
otherwise designated with an index W for security or B for benchmark. This index designation generally applies to time series.
Time periods [From; To] are understood as intervals of the form [1;n], where 1 identifies the from-date, n the to-date and n depends on the length of the time period and the consolidation (daily data, weekly data, monthly data, etc.).
Performance (also referred to as absolute return) is calculated using
pi,k=kursi/kursk
p_k=kursk-1/kursk
for the development in the interval [i,k]. A short notation is used for the period performance. The performance time series is defined as
p̑=(pk), k∈I
p̑n=(pk-n,k),k∈I
I = index quantity of the time series
The logarithmic return, also referred to here as return for short, is defined accordingly as
ri,k=ln(kursi/kursk)
rk=ln(kursk-1/kursk )
ȓ=(rk) with k∈I
ȓn=(rk-n,k),k∈I