10:23 New York (Handel von 09:30 - 16:00) 15:23 London (08:00 - 16:30) 16:23 Frankfurt (09:00 - 20:00) 23:23 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,20 |
+0,10 |
-6,13 |
+15,16 |
+82,65 |
+156,43 |
|
| Volatilität (%) |
|
23,56 |
19,87 |
31,56 |
26,99 |
31,15 |
|
| Sharpe Ratio |
|
-14,96 |
-26,91 |
7,01 |
12,03 |
10,24 |
|
| Hoch |
4.064,00 |
4.105,00 |
4.368,00 |
4.487,00 |
4.487,00 |
4.487,00 |
|
| Tief |
3.941,00 |
3.840,00 |
3.840,00 |
3.279,00 |
2.068,00 |
1.511,00 |
|
| Ø-Preis |
3.945,50 |
3.941,89 |
4.003,12 |
3.891,67 |
3.147,88 |
2.638,38 |
|
| 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 |
|
0,0046 |
-0,092 |
0,035 |
0,071 |
0,057 |
|
| Alpha |
|
0,0001 |
-0,0025 |
0,0015 |
0,0022 |
0,0021 |
|
| Beta |
|
-0,049 |
0,030 |
-0,214 |
-0,091 |
-0,067 |
|
| Korrelation |
|
-0,075 |
0,058 |
-0,332 |
-0,127 |
-0,096 |
|
| Treynor Ratio |
|
0,385 |
-2,666 |
-0,616 |
-8,874 |
-23,125 |
|
| Tracking Error |
|
0,030 |
0,027 |
0,042 |
0,031 |
0,036 |
|
| Relative Performance |
|
2,476 |
0,138 |
25,194 |
51,863 |
173,338 |
|