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 (%) |
-0,45 |
-3,74 |
-11,72 |
-9,11 |
+38,20 |
+19,42 |
|
| Volatilität (%) |
|
24,01 |
26,11 |
33,13 |
31,51 |
43,52 |
|
| Sharpe Ratio |
|
-38,36 |
-33,09 |
-3,93 |
6,23 |
2,60 |
|
| Hoch |
1.526,77 |
1.577,94 |
1.711,22 |
1.790,95 |
1.807,61 |
1.882,58 |
|
| Tief |
1.107,00 |
1.092,00 |
1.092,00 |
1.057,00 |
764,00 |
568,00 |
|
| Ø-Preis |
1.115,50 |
1.130,67 |
1.185,20 |
1.176,02 |
1.124,57 |
1.054,06 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
|
7 |
18 |
71 |
206 |
428 |
|
| Max. Verlustperiode (Kalendertage) |
|
25 |
67 |
259 |
739 |
1.540 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
-0,112 |
-0,175 |
-0,016 |
0,039 |
0,021 |
|
| Alpha |
|
-0,0032 |
-0,0038 |
-0,0006 |
0,0011 |
0,0007 |
|
| Beta |
|
0,030 |
0,342 |
0,0047 |
0,168 |
0,151 |
|
| Korrelation |
|
0,045 |
0,494 |
0,0070 |
0,204 |
0,157 |
|
| Treynor Ratio |
|
-1,577 |
-0,374 |
-21,653 |
2,243 |
1,235 |
|
| Tracking Error |
|
0,029 |
0,022 |
0,037 |
0,028 |
0,036 |
|
| Relative Performance |
|
-0,347 |
-4,518 |
1,872 |
8,862 |
37,556 |
|