09:33 New York (Handel von 09:30 - 16:00) 14:33 London (08:00 - 16:30) 15:33 Frankfurt (09:00 - 20:00) 22:33 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,38 |
-4,29 |
-5,13 |
-27,73 |
+42,31 |
-49,50 |
|
| Volatilität (%) |
10,27 |
24,39 |
20,70 |
36,22 |
40,05 |
54,03 |
|
| Sharpe Ratio |
-178,69 |
-27,50 |
-11,52 |
-5,12 |
2,86 |
0,04 |
|
| Hoch |
8,27 |
8,40 |
8,85 |
10,97 |
11,25 |
16,70 |
|
| Tief |
7,52 |
7,52 |
7,52 |
7,29 |
4,54 |
2,50 |
|
| Ø-Preis |
7,73 |
7,99 |
8,27 |
9,00 |
8,69 |
9,06 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
462 |
706 |
1.147 |
744 |
613 |
647 |
|
| Max. Verlustperiode (Handelstage) |
4 |
11 |
43 |
222 |
319 |
1.254 |
|
| Max. Verlustperiode (Kalendertage) |
6 |
16 |
66 |
318 |
455 |
1.802 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
1,676 |
-0,138 |
-0,052 |
-0,035 |
-0,0018 |
0,0061 |
|
| Alpha |
0,0030 |
-0,0024 |
-0,0007 |
-0,0007 |
-8,9903 |
0,0002 |
|
| Beta |
1,027 |
0,259 |
0,463 |
0,990 |
1,107 |
1,088 |
|
| Korrelation |
0,972 |
0,171 |
0,363 |
0,591 |
0,488 |
0,436 |
|
| Treynor Ratio |
-0,045 |
-0,325 |
-0,200 |
-0,316 |
0,335 |
-0,484 |
|
| Tracking Error |
0,0018 |
0,017 |
0,013 |
0,018 |
0,022 |
0,031 |
|
| Relative Performance |
1,062 |
-0,237 |
-1,093 |
-16,512 |
-25,701 |
-24,219 |
|