14:17 New York (Handel von 09:30 - 16:00) 19:17 London (08:00 - 16:30) 20:17 Frankfurt (09:00 - 20:00) 03:17 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-8,42 |
-17,51 |
-22,38 |
-19,82 |
+276,36 |
+196,95 |
|
| Volatilität (%) |
32,73 |
29,02 |
31,80 |
40,91 |
35,64 |
38,71 |
|
| Sharpe Ratio |
-103,12 |
-51,30 |
-19,87 |
-1,98 |
8,77 |
4,74 |
|
| Hoch |
65,94 |
74,27 |
80,72 |
82,51 |
82,51 |
82,51 |
|
| Tief |
58,26 |
58,26 |
58,26 |
54,30 |
14,10 |
11,56 |
|
| Ø-Preis |
62,37 |
67,67 |
73,39 |
71,74 |
50,32 |
36,72 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
1.136 |
1.298 |
1.179 |
1.272 |
1.018 |
688 |
|
| Max. Verlustperiode (Handelstage) |
4 |
16 |
34 |
79 |
79 |
515 |
|
| Max. Verlustperiode (Kalendertage) |
6 |
23 |
51 |
112 |
112 |
749 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-3,250 |
-0,414 |
-0,179 |
-0,024 |
0,078 |
0,039 |
|
| Alpha |
-0,018 |
-0,0081 |
-0,0030 |
-0,0005 |
0,0016 |
0,0011 |
|
| Beta |
1,092 |
0,418 |
0,760 |
0,752 |
0,614 |
0,290 |
|
| Korrelation |
0,974 |
0,355 |
0,563 |
0,578 |
0,457 |
0,259 |
|
| Treynor Ratio |
-0,076 |
-0,422 |
-0,297 |
-0,266 |
4,607 |
6,963 |
|
| Tracking Error |
0,0057 |
0,020 |
0,017 |
0,022 |
0,021 |
0,028 |
|
| Relative Performance |
-7,146 |
-14,619 |
-15,407 |
-15,764 |
243,052 |
204,824 |
|