08:31 New York (Handel von 09:30 - 16:00) 13:31 London (08:00 - 16:30) 14:31 Frankfurt (09:00 - 20:00) 22:31 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,0033 |
+2,34 |
-9,87 |
+24,32 |
+31,52 |
-3,51 |
|
| Volatilität (%) |
0,05 |
22,80 |
16,87 |
11,28 |
14,30 |
11,69 |
|
| Sharpe Ratio |
-29.594,27 |
1,86 |
-18,79 |
12,11 |
4,41 |
-0,28 |
|
| Hoch |
10.341,04 |
10.342,21 |
11.532,88 |
11.653,14 |
11.653,14 |
11.653,14 |
|
| Tief |
10.340,52 |
9.490,70 |
9.490,70 |
8.317,49 |
4.244,72 |
4.244,72 |
|
| Ø-Preis |
10.340,81 |
9.989,38 |
10.515,41 |
10.201,65 |
7.498,68 |
8.560,07 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
14 |
58 |
80 |
440 |
882 |
|
| Max. Verlustperiode (Kalendertage) |
1 |
20 |
84 |
121 |
673 |
1.358 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
|
|
0,020 |
0,056 |
-0,0002 |
|
| Alpha |
|
|
|
0,0004 |
0,0010 |
-5,5095 |
|
| Beta |
|
|
|
-0,011 |
0,0059 |
0,0022 |
|
| Korrelation |
|
|
|
-0,027 |
0,011 |
0,0047 |
|
| Treynor Ratio |
|
|
|
-4,198 |
143,703 |
-26,204 |
|
| Tracking Error |
|
|
|
0,020 |
0,018 |
0,020 |
|
| Relative Performance |
|
|
|
27,959 |
63,513 |
6,020 |
|
