10:21 New York (Handel von 09:30 - 16:00) 15:21 London (08:00 - 16:30) 16:21 Frankfurt (09:00 - 20:00) 23:21 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,16 |
+0,08 |
-4,27 |
+16,67 |
+85,26 |
+160,47 |
|
| Volatilität (%) |
|
23,17 |
19,08 |
31,63 |
27,12 |
31,29 |
|
| Sharpe Ratio |
|
-14,92 |
-21,12 |
7,66 |
12,26 |
10,36 |
|
| Hoch |
1.296,00 |
1.310,00 |
1.386,00 |
1.436,00 |
1.436,00 |
1.436,00 |
|
| Tief |
1.230,00 |
1.198,00 |
1.198,00 |
1.011,00 |
636,00 |
464,00 |
|
| Ø-Preis |
1.231,50 |
1.229,78 |
1.238,84 |
1.196,91 |
968,08 |
811,57 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
|
4 |
24 |
71 |
71 |
76 |
|
| Max. Verlustperiode (Kalendertage) |
|
14 |
88 |
259 |
259 |
269 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
0,0056 |
-0,063 |
0,038 |
0,073 |
0,058 |
|
| Alpha |
|
0,0002 |
-0,0017 |
0,0016 |
0,0023 |
0,0021 |
|
| Beta |
|
-0,052 |
-0,0078 |
-0,221 |
-0,094 |
-0,068 |
|
| Korrelation |
|
-0,082 |
-0,015 |
-0,342 |
-0,132 |
-0,098 |
|
| Treynor Ratio |
|
0,351 |
7,985 |
-0,668 |
-8,842 |
-23,182 |
|
| Tracking Error |
|
0,030 |
0,027 |
0,043 |
0,031 |
0,036 |
|
| Relative Performance |
|
2,511 |
2,051 |
26,761 |
54,575 |
177,521 |
|