10:24 New York (Handel von 09:30 - 16:00) 15:24 London (08:00 - 16:30) 16:24 Frankfurt (09:00 - 20:00) 23:24 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
|
|
-2,13 |
+19,79 |
+98,28 |
+183,95 |
|
| Volatilität (%) |
|
25,01 |
22,31 |
30,99 |
27,55 |
32,39 |
|
| Sharpe Ratio |
|
-11,58 |
-10,27 |
9,31 |
13,44 |
10,95 |
|
| Hoch |
255,00 |
257,00 |
271,00 |
279,00 |
279,00 |
279,00 |
|
| Tief |
230,00 |
224,00 |
220,00 |
184,00 |
111,00 |
79,00 |
|
| Ø-Preis |
230,50 |
230,00 |
229,40 |
218,12 |
173,55 |
144,01 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
|
4 |
12 |
40 |
49 |
76 |
|
| Max. Verlustperiode (Kalendertage) |
|
14 |
46 |
147 |
171 |
269 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
0,018 |
-0,025 |
0,045 |
0,080 |
0,063 |
|
| Alpha |
|
0,0006 |
-0,0007 |
0,0019 |
0,0025 |
0,0023 |
|
| Beta |
|
-0,038 |
-0,048 |
-0,212 |
-0,094 |
-0,064 |
|
| Korrelation |
|
-0,055 |
-0,081 |
-0,336 |
-0,128 |
-0,089 |
|
| Treynor Ratio |
|
0,410 |
0,769 |
-0,864 |
-10,383 |
-28,498 |
|
| Tracking Error |
|
0,031 |
0,029 |
0,042 |
0,031 |
0,036 |
|
| Relative Performance |
|
2,784 |
4,545 |
30,312 |
68,300 |
202,029 |
|
