10:35 New York (Handel von 09:30 - 16:00) 15:35 London (08:00 - 16:30) 16:35 Frankfurt (09:00 - 20:00) 00:35 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-2,71 |
+7,80 |
+14,53 |
-26,16 |
+12,45 |
|
|
| Volatilität (%) |
19,65 |
22,37 |
32,02 |
31,58 |
35,42 |
|
|
| Sharpe Ratio |
-43,94 |
26,32 |
11,83 |
-4,81 |
1,83 |
|
|
| Hoch |
26,31 |
26,31 |
26,31 |
34,58 |
35,81 |
|
|
| Tief |
24,57 |
22,81 |
19,23 |
19,23 |
16,15 |
|
|
| Ø-Preis |
25,70 |
24,21 |
22,68 |
26,68 |
27,50 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
2.326 |
2.265 |
1.992 |
2.802 |
3.539 |
|
|
| Max. Verlustperiode (Handelstage) |
2 |
4 |
31 |
238 |
341 |
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
6 |
46 |
337 |
488 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,389 |
-0,030 |
0,019 |
-0,074 |
-0,026 |
|
|
| Alpha |
-0,0031 |
-0,0003 |
0,0003 |
-0,0010 |
-0,0004 |
|
|
| Beta |
1,009 |
0,918 |
0,998 |
0,873 |
0,891 |
|
|
| Korrelation |
0,834 |
0,668 |
0,746 |
0,776 |
0,673 |
|
|
| Treynor Ratio |
-0,022 |
0,093 |
0,155 |
-0,301 |
0,150 |
|
|
| Tracking Error |
0,0079 |
0,011 |
0,014 |
0,013 |
0,017 |
|
|
| Relative Performance |
-1,236 |
-2,016 |
1,172 |
-22,285 |
-73,156 |
|
|