10:30 New York (Handel von 09:30 - 16:00) 15:30 London (08:00 - 16:30) 16:30 Frankfurt (09:00 - 20:00) 23:30 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,70 |
-3,48 |
-14,50 |
+23,98 |
+26,82 |
-1,35 |
|
| Volatilität (%) |
13,65 |
8,77 |
11,60 |
9,78 |
13,82 |
11,23 |
|
| Sharpe Ratio |
-215,92 |
-52,68 |
-42,34 |
13,77 |
3,96 |
-0,05 |
|
| Hoch |
10.863,11 |
11.092,98 |
12.563,93 |
12.567,81 |
12.567,81 |
12.567,81 |
|
| Tief |
10.677,98 |
10.677,98 |
10.677,98 |
8.612,58 |
4.488,77 |
4.488,77 |
|
| Ø-Preis |
10.801,12 |
10.931,78 |
11.730,37 |
10.876,51 |
7.960,83 |
8.963,86 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
18 |
52 |
65 |
453 |
877 |
|
| Max. Verlustperiode (Kalendertage) |
1 |
24 |
80 |
100 |
693 |
1.351 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
|
|
-0,073 |
0,094 |
0,0007 |
|
| Alpha |
|
|
|
-0,0017 |
0,0015 |
6,4175 |
|
| Beta |
|
|
|
-0,016 |
-0,014 |
0,011 |
|
| Korrelation |
|
|
|
-0,057 |
-0,030 |
0,024 |
|
| Treynor Ratio |
|
|
|
9,123 |
-94,945 |
-3,508 |
|
| Tracking Error |
|
|
|
0,023 |
0,016 |
0,020 |
|
| Relative Performance |
|
|
|
8,310 |
116,965 |
9,967 |
|
