10:19 New York (Handel von 09:30 - 16:00) 15:19 London (08:00 - 16:30) 16:19 Frankfurt (09:00 - 20:00) 23:19 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,39 |
-0,96 |
-4,16 |
-6,52 |
-18,22 |
-11,33 |
-8,68 |
| Volatilität (%) |
3,77 |
5,32 |
6,84 |
7,50 |
8,67 |
9,72 |
9,49 |
| Sharpe Ratio |
-207,00 |
-29,73 |
-15,99 |
-4,87 |
-3,43 |
-0,95 |
0,14 |
| Hoch |
1,31 |
1,31 |
1,35 |
1,44 |
1,63 |
1,75 |
1,75 |
| Tief |
1,29 |
1,28 |
1,28 |
1,28 |
1,24 |
1,24 |
1,24 |
| Ø-Preis |
1,30 |
1,30 |
1,31 |
1,35 |
1,40 |
1,45 |
1,49 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
6 |
25 |
89 |
350 |
1.055 |
1.249 |
1.592 |
| Max. Verlustperiode (Kalendertage) |
6 |
25 |
89 |
353 |
1.060 |
1.254 |
1.768 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,198 |
-0,056 |
-0,049 |
-0,013 |
-0,012 |
-0,0036 |
0,0001 |
| Alpha |
-0,0036 |
-0,0007 |
-0,0008 |
-0,0003 |
-0,0002 |
-0,0001 |
5,1664 |
| Beta |
-0,022 |
-0,084 |
-0,061 |
-0,027 |
-0,087 |
-0,093 |
-0,081 |
| Korrelation |
-0,156 |
-0,218 |
-0,157 |
-0,093 |
-0,200 |
-0,227 |
-0,210 |
| Treynor Ratio |
1,577 |
0,358 |
1,016 |
3,115 |
2,325 |
1,442 |
1,375 |
| Tracking Error |
0,018 |
0,013 |
0,016 |
0,020 |
0,017 |
0,020 |
0,019 |
| Relative Performance |
-2,146 |
4,787 |
3,798 |
5,358 |
-46,676 |
7,018 |
-38,025 |