00:02 New York (Handel von 09:30 - 16:00) 05:02 London (08:00 - 16:30) 06:02 Frankfurt (09:00 - 20:00) 14:02 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,24 |
+11,96 |
+40,14 |
+4,08 |
+201,85 |
+222,52 |
+208,17 |
| Volatilität (%) |
16,25 |
31,98 |
37,37 |
48,11 |
41,72 |
44,79 |
39,97 |
| Sharpe Ratio |
-53,75 |
22,00 |
21,98 |
1,77 |
6,67 |
4,60 |
2,64 |
| Hoch |
59,50 |
59,50 |
59,50 |
59,50 |
59,94 |
59,94 |
59,94 |
| Tief |
57,25 |
50,87 |
40,12 |
32,33 |
12,20 |
12,20 |
7,50 |
| Ø-Preis |
58,68 |
55,97 |
50,04 |
47,40 |
33,94 |
29,86 |
18,84 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
1.887 |
1.831 |
1.585 |
1.740 |
1.262 |
835 |
307 |
| Max. Verlustperiode (Handelstage) |
4 |
4 |
13 |
241 |
281 |
783 |
1.251 |
| Max. Verlustperiode (Kalendertage) |
6 |
6 |
17 |
340 |
398 |
1.129 |
1.924 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,453 |
-0,361 |
0,169 |
0,037 |
0,030 |
0,056 |
0,022 |
| Alpha |
-0,0046 |
-0,0059 |
0,0032 |
0,0009 |
0,0007 |
0,0014 |
0,0005 |
| Beta |
0,741 |
2,028 |
1,392 |
1,544 |
1,225 |
0,990 |
0,830 |
| Korrelation |
0,570 |
0,705 |
0,631 |
0,680 |
0,543 |
0,482 |
0,383 |
| Treynor Ratio |
-0,030 |
0,049 |
0,274 |
0,014 |
1,631 |
2,228 |
2,823 |
| Tracking Error |
0,010 |
0,016 |
0,019 |
0,024 |
0,022 |
0,025 |
0,023 |
| Relative Performance |
-2,414 |
-0,965 |
29,290 |
10,528 |
109,870 |
240,653 |
128,656 |