03:15 New York (Handel von 09:30 - 16:00) 08:15 London (08:00 - 16:30) 09:15 Frankfurt (09:00 - 20:00) 16:15 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,23 |
+0,13 |
-6,11 |
+15,19 |
+82,70 |
+156,49 |
|
| Volatilität (%) |
|
23,56 |
19,87 |
31,56 |
26,99 |
31,15 |
|
| Sharpe Ratio |
|
-14,96 |
-26,91 |
7,01 |
12,03 |
10,24 |
|
| Hoch |
40.370,00 |
40.780,00 |
43.310,00 |
44.490,00 |
44.490,00 |
44.490,00 |
|
| Tief |
39.410,00 |
38.400,00 |
38.400,00 |
32.790,00 |
20.680,00 |
15.110,00 |
|
| Ø-Preis |
39.455,00 |
39.418,89 |
40.031,20 |
38.916,67 |
31.478,82 |
26.383,85 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
|
4 |
24 |
71 |
71 |
76 |
|
| Max. Verlustperiode (Kalendertage) |
|
14 |
88 |
259 |
259 |
269 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
0,0046 |
-0,092 |
0,035 |
0,071 |
0,057 |
|
| Alpha |
|
0,0001 |
-0,0025 |
0,0015 |
0,0022 |
0,0021 |
|
| Beta |
|
-0,049 |
0,030 |
-0,214 |
-0,091 |
-0,067 |
|
| Korrelation |
|
-0,075 |
0,058 |
-0,332 |
-0,127 |
-0,096 |
|
| Treynor Ratio |
|
0,385 |
-2,666 |
-0,616 |
-8,874 |
-23,116 |
|
| Tracking Error |
|
0,030 |
0,027 |
0,042 |
0,031 |
0,036 |
|
| Relative Performance |
|
2,476 |
0,138 |
25,194 |
51,863 |
173,338 |
|