03:46 New York (Handel von 09:30 - 16:00) 08:46 London (08:00 - 16:30) 09:46 Frankfurt (09:00 - 20:00) 17:46 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,37 |
-1,75 |
+14,89 |
+15,66 |
+76,05 |
-4,21 |
+42,85 |
| Volatilität (%) |
11,29 |
16,75 |
24,98 |
24,50 |
29,28 |
35,94 |
50,85 |
| Sharpe Ratio |
-92,15 |
-16,85 |
12,18 |
3,85 |
4,73 |
0,91 |
1,83 |
| Hoch |
16,60 |
16,60 |
16,60 |
16,69 |
16,69 |
18,97 |
18,97 |
| Tief |
16,12 |
15,63 |
13,45 |
12,36 |
8,57 |
7,33 |
2,67 |
| Ø-Preis |
16,37 |
16,19 |
15,30 |
14,79 |
12,48 |
12,43 |
10,04 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
582 |
988 |
1.090 |
1.035 |
765 |
974 |
569 |
| Max. Verlustperiode (Handelstage) |
3 |
22 |
22 |
147 |
206 |
1.218 |
1.162 |
| Max. Verlustperiode (Kalendertage) |
5 |
30 |
30 |
208 |
293 |
1.749 |
1.684 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,188 |
-0,246 |
0,084 |
0,059 |
0,033 |
0,0073 |
0,024 |
| Alpha |
-0,0023 |
-0,0027 |
0,0014 |
0,0009 |
0,0007 |
0,0002 |
0,0006 |
| Beta |
0,168 |
0,486 |
0,481 |
0,513 |
0,361 |
0,469 |
0,367 |
| Korrelation |
0,223 |
0,441 |
0,416 |
0,538 |
0,307 |
0,394 |
0,284 |
| Treynor Ratio |
-0,157 |
-0,083 |
0,261 |
0,260 |
2,036 |
-0,138 |
4,027 |
| Tracking Error |
0,012 |
0,011 |
0,016 |
0,015 |
0,020 |
0,023 |
0,025 |
| Relative Performance |
-2,286 |
-10,485 |
2,718 |
29,326 |
23,635 |
4,403 |
176,297 |