22:20 New York (Handel von 09:30 - 16:00) 03:20 London (08:00 - 16:30) 04:20 Frankfurt (09:00 - 20:00) 12:20 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,53 |
+2,86 |
+6,79 |
+7,80 |
+92,19 |
+93,04 |
+200,14 |
| Volatilität (%) |
24,46 |
27,18 |
31,21 |
35,15 |
39,69 |
44,93 |
36,94 |
| Sharpe Ratio |
-6,25 |
3,19 |
4,65 |
2,09 |
4,54 |
3,18 |
2,58 |
| Hoch |
44,45 |
44,45 |
44,45 |
46,20 |
46,84 |
55,15 |
55,15 |
| Tief |
41,94 |
39,85 |
37,05 |
32,23 |
18,07 |
18,07 |
8,30 |
| Ø-Preis |
43,17 |
41,86 |
41,06 |
40,38 |
34,39 |
31,97 |
20,87 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
7.073 |
7.818 |
6.595 |
9.879 |
8.367 |
9.170 |
4.483 |
| Max. Verlustperiode (Handelstage) |
2 |
16 |
52 |
149 |
160 |
413 |
713 |
| Max. Verlustperiode (Kalendertage) |
4 |
22 |
75 |
210 |
225 |
598 |
1.024 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,530 |
-0,061 |
-0,120 |
0,024 |
-0,0028 |
0,033 |
0,014 |
| Alpha |
-0,0048 |
-0,0006 |
-0,0014 |
0,0003 |
-9,6871 |
0,0007 |
0,0003 |
| Beta |
0,835 |
0,772 |
1,038 |
1,053 |
1,091 |
1,016 |
0,984 |
| Korrelation |
0,834 |
0,648 |
0,819 |
0,845 |
0,742 |
0,658 |
0,599 |
| Treynor Ratio |
-0,0056 |
0,086 |
0,031 |
0,045 |
0,736 |
0,896 |
1,973 |
| Tracking Error |
0,0090 |
0,0098 |
0,011 |
0,012 |
0,017 |
0,021 |
0,019 |
| Relative Performance |
-3,234 |
-4,704 |
-9,500 |
5,612 |
-17,406 |
88,042 |
59,717 |