03:46 New York (Handel von 09:30 - 16:00) 08:46 London (08:00 - 16:30) 09:46 Frankfurt (09:00 - 20:00) 16:46 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,48 |
-0,66 |
+6,83 |
+9,77 |
|
|
|
| Volatilität (%) |
38,01 |
23,23 |
24,37 |
28,60 |
|
|
|
| Sharpe Ratio |
-25,59 |
-11,94 |
4,60 |
2,25 |
|
|
|
| Hoch |
91,19 |
96,39 |
96,39 |
96,39 |
|
|
|
| Tief |
86,60 |
86,60 |
82,83 |
60,94 |
|
|
|
| Ø-Preis |
88,93 |
90,98 |
89,76 |
77,89 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
11.263 |
11.998 |
16.229 |
11.387 |
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
16 |
17 |
176 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
4 |
23 |
25 |
247 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,290 |
-0,027 |
0,131 |
0,034 |
|
|
|
| Alpha |
-0,0021 |
-0,0002 |
0,0013 |
0,0005 |
|
|
|
| Beta |
1,266 |
0,851 |
0,845 |
0,693 |
|
|
|
| Korrelation |
0,988 |
0,814 |
0,802 |
0,708 |
|
|
|
| Treynor Ratio |
-0,020 |
-0,044 |
0,044 |
0,095 |
|
|
|
| Tracking Error |
0,0072 |
0,0090 |
0,0096 |
0,014 |
|
|
|
| Relative Performance |
-0,800 |
-0,321 |
7,847 |
12,504 |
|
|
|