10:31 New York (Handel von 09:30 - 16:00) 15:31 London (08:00 - 16:30) 16:31 Frankfurt (09:00 - 20:00) 23:31 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,78 |
-11,63 |
-21,51 |
-27,29 |
+3,39 |
-8,34 |
+372,37 |
| Volatilität (%) |
26,69 |
24,78 |
25,60 |
26,11 |
24,34 |
30,60 |
27,48 |
| Sharpe Ratio |
-55,20 |
-47,54 |
-28,68 |
-8,38 |
0,90 |
0,50 |
5,06 |
| Hoch |
86,86 |
97,24 |
108,69 |
128,79 |
141,45 |
141,91 |
141,91 |
| Tief |
83,31 |
83,31 |
83,31 |
83,31 |
78,42 |
49,56 |
11,85 |
| Ø-Preis |
85,33 |
90,75 |
97,90 |
104,78 |
110,78 |
102,82 |
59,19 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
4 |
16 |
55 |
195 |
346 |
1.027 |
763 |
| Max. Verlustperiode (Kalendertage) |
6 |
24 |
90 |
322 |
562 |
1.595 |
1.161 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,878 |
-0,402 |
-0,256 |
-0,067 |
-0,0052 |
0,012 |
|
| Alpha |
-0,014 |
-0,0072 |
-0,0041 |
-0,0013 |
-0,0001 |
0,0003 |
|
| Beta |
0,259 |
0,363 |
0,549 |
0,414 |
0,458 |
0,358 |
|
| Korrelation |
0,896 |
0,267 |
0,483 |
0,484 |
0,451 |
0,254 |
|
| Treynor Ratio |
-0,235 |
-0,432 |
-0,462 |
-0,749 |
-0,023 |
0,218 |
|
| Tracking Error |
0,016 |
0,018 |
0,016 |
0,019 |
0,016 |
0,028 |
|
| Relative Performance |
-4,319 |
-7,458 |
-14,921 |
-16,651 |
-26,830 |
11,397 |
|