19:40 New York (Handel von 09:30 - 16:00) 00:40 London (08:00 - 16:30) 01:40 Frankfurt (09:00 - 20:00) 09:40 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+3,41 |
+23,34 |
+22,63 |
-11,10 |
+178,55 |
-33,12 |
+55,93 |
| Volatilität (%) |
23,90 |
41,39 |
45,97 |
51,19 |
56,30 |
49,67 |
40,49 |
| Sharpe Ratio |
-9,80 |
30,50 |
10,28 |
-0,28 |
5,40 |
0,46 |
2,08 |
| Hoch |
15,95 |
15,95 |
15,95 |
20,89 |
20,89 |
24,74 |
29,39 |
| Tief |
14,80 |
12,02 |
11,16 |
10,66 |
2,45 |
2,45 |
2,45 |
| Ø-Preis |
15,55 |
13,88 |
12,97 |
15,33 |
11,33 |
13,54 |
16,12 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
974 |
800 |
553 |
1.016 |
693 |
613 |
368 |
| Max. Verlustperiode (Handelstage) |
1 |
5 |
48 |
217 |
217 |
1.260 |
1.472 |
| Max. Verlustperiode (Kalendertage) |
1 |
7 |
69 |
308 |
308 |
1.811 |
2.191 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,0073 |
-0,146 |
0,041 |
0,014 |
0,015 |
0,0088 |
0,0046 |
| Alpha |
-0,0002 |
-0,0035 |
0,0009 |
0,0004 |
0,0005 |
0,0002 |
0,0001 |
| Beta |
0,305 |
2,309 |
1,803 |
1,615 |
1,644 |
1,155 |
0,985 |
| Korrelation |
0,162 |
0,608 |
0,675 |
0,676 |
0,542 |
0,510 |
0,430 |
| Treynor Ratio |
-0,055 |
0,078 |
0,119 |
-0,085 |
1,058 |
-0,315 |
0,341 |
| Tracking Error |
0,022 |
0,024 |
0,023 |
0,025 |
0,031 |
0,027 |
0,024 |
| Relative Performance |
-1,023 |
7,912 |
13,485 |
-4,517 |
85,515 |
-15,560 |
-70,801 |