13:20 New York (Handel von 09:30 - 16:00) 18:20 London (08:00 - 16:30) 19:20 Frankfurt (09:00 - 20:00) 03:20 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-4,28 |
+13,10 |
+24,32 |
-0,56 |
+2.200,00 |
+1.312,28 |
+307,59 |
| Volatilität (%) |
20,27 |
35,46 |
43,31 |
54,43 |
60,67 |
62,84 |
71,06 |
| Sharpe Ratio |
-76,09 |
26,85 |
13,88 |
1,71 |
12,51 |
7,21 |
3,29 |
| Hoch |
17,34 |
17,34 |
17,34 |
17,34 |
19,85 |
19,85 |
19,85 |
| Tief |
15,82 |
13,88 |
11,23 |
9,82 |
0,68 |
0,41 |
0,41 |
| Ø-Preis |
16,70 |
15,92 |
13,90 |
13,65 |
9,98 |
6,55 |
3,71 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
8.209 |
13.317 |
8.446 |
10.609 |
8.218 |
4.999 |
1.884 |
| Max. Verlustperiode (Handelstage) |
3 |
4 |
22 |
244 |
277 |
408 |
2.031 |
| Max. Verlustperiode (Kalendertage) |
5 |
6 |
31 |
345 |
392 |
596 |
2.923 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-2,461 |
0,170 |
0,086 |
0,049 |
0,120 |
0,079 |
0,035 |
| Alpha |
-0,010 |
0,0037 |
0,0019 |
0,0013 |
0,0040 |
0,0028 |
0,0013 |
| Beta |
1,333 |
0,887 |
1,209 |
1,420 |
1,284 |
0,993 |
1,111 |
| Korrelation |
0,991 |
0,376 |
0,598 |
0,672 |
0,525 |
0,476 |
0,476 |
| Treynor Ratio |
-0,029 |
0,157 |
0,210 |
-0,0006 |
17,560 |
13,553 |
2,022 |
| Tracking Error |
0,0041 |
0,021 |
0,023 |
0,026 |
0,033 |
0,035 |
0,037 |
| Relative Performance |
-3,546 |
7,447 |
15,563 |
15,900 |
2.205,210 |
1.356,242 |
253,184 |