11:13 New York (Handel von 09:30 - 16:00) 16:13 London (08:00 - 16:30) 17:13 Frankfurt (09:00 - 20:00) 01:13 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,64 |
-1,15 |
-0,55 |
+10,85 |
|
|
|
| Volatilität (%) |
10,11 |
8,37 |
9,54 |
9,83 |
|
|
|
| Sharpe Ratio |
-127,01 |
-23,45 |
-5,25 |
5,75 |
|
|
|
| Hoch |
133,18 |
133,85 |
134,24 |
136,58 |
|
|
|
| Tief |
131,52 |
131,03 |
130,89 |
118,18 |
|
|
|
| Ø-Preis |
132,31 |
132,63 |
132,56 |
128,41 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
7 |
|
|
|
| Max. Verlustperiode (Handelstage) |
4 |
11 |
35 |
97 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
6 |
15 |
50 |
138 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,355 |
-0,048 |
-0,0036 |
0,021 |
|
|
|
| Alpha |
-0,0037 |
-0,0005 |
-0,0001 |
0,0004 |
|
|
|
| Beta |
0,162 |
0,036 |
0,023 |
-0,072 |
|
|
|
| Korrelation |
0,194 |
0,065 |
0,060 |
-0,210 |
|
|
|
| Treynor Ratio |
-0,200 |
-0,768 |
-0,928 |
-1,295 |
|
|
|
| Tracking Error |
0,010 |
0,011 |
0,017 |
0,021 |
|
|
|
| Relative Performance |
-2,638 |
-12,912 |
-15,913 |
19,111 |
|
|
|