03:43 New York (Handel von 09:30 - 16:00) 08:43 London (08:00 - 16:30) 09:43 Frankfurt (09:00 - 20:00) 16:43 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,10 |
+2,63 |
+10,85 |
+10,98 |
-10,20 |
-3,39 |
|
| Volatilität (%) |
25,43 |
16,59 |
12,64 |
11,45 |
13,62 |
17,70 |
|
| Sharpe Ratio |
-16,49 |
3,01 |
12,21 |
3,62 |
-0,90 |
0,30 |
|
| Hoch |
2,66 |
2,66 |
2,66 |
2,66 |
2,85 |
890,97 |
|
| Tief |
2,51 |
2,45 |
2,24 |
2,18 |
2,14 |
2,14 |
|
| Ø-Preis |
2,58 |
2,53 |
2,43 |
2,36 |
2,39 |
2,52 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
6 |
14 |
222 |
1.092 |
1.238 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
6 |
14 |
222 |
1.096 |
1.242 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,119 |
0,166 |
0,144 |
0,020 |
-0,0030 |
0,0014 |
|
| Alpha |
0,0016 |
0,0022 |
0,0020 |
0,0004 |
-0,0001 |
8,2502 |
|
| Beta |
1,150 |
0,316 |
0,154 |
-0,059 |
-0,106 |
-0,231 |
|
| Korrelation |
0,838 |
0,345 |
0,272 |
-0,141 |
-0,183 |
-0,363 |
|
| Treynor Ratio |
-0,016 |
0,029 |
0,595 |
-1,589 |
1,127 |
0,221 |
|
| Tracking Error |
0,013 |
0,013 |
0,014 |
0,021 |
0,018 |
0,024 |
|
| Relative Performance |
0,552 |
7,551 |
19,595 |
23,391 |
-37,733 |
15,230 |
|