10:20 New York (Handel von 09:30 - 16:00) 15:20 London (08:00 - 16:30) 16:20 Frankfurt (09:00 - 20:00) 23:20 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,81 |
|
+0,81 |
+23,76 |
+98,41 |
+184,09 |
|
| Volatilität (%) |
|
23,08 |
26,59 |
33,94 |
29,17 |
34,35 |
|
| Sharpe Ratio |
|
-16,41 |
-2,09 |
9,95 |
12,71 |
10,41 |
|
| Hoch |
146,00 |
147,00 |
160,00 |
164,00 |
164,00 |
164,00 |
|
| Tief |
124,00 |
121,00 |
117,00 |
96,00 |
59,00 |
44,00 |
|
| Ø-Preis |
124,50 |
124,56 |
123,04 |
116,01 |
92,85 |
77,52 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
|
4 |
11 |
71 |
71 |
76 |
|
| Max. Verlustperiode (Kalendertage) |
|
14 |
39 |
259 |
259 |
269 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
0,0024 |
0,0077 |
0,051 |
0,079 |
0,062 |
|
| Alpha |
|
0,0001 |
0,0002 |
0,0022 |
0,0026 |
0,0023 |
|
| Beta |
|
-0,013 |
-0,097 |
-0,241 |
-0,117 |
-0,074 |
|
| Korrelation |
|
-0,021 |
-0,135 |
-0,347 |
-0,151 |
-0,096 |
|
| Treynor Ratio |
|
1,501 |
0,123 |
-0,904 |
-8,262 |
-24,631 |
|
| Tracking Error |
|
0,029 |
0,032 |
0,044 |
0,032 |
0,037 |
|
| Relative Performance |
|
2,349 |
7,054 |
33,762 |
67,575 |
200,935 |
|
