10:43 New York (Handel von 09:30 - 16:00) 15:43 London (08:00 - 16:30) 16:43 Frankfurt (09:00 - 20:00) 23:43 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,50 |
-3,22 |
-12,73 |
-20,34 |
+60,34 |
-13,21 |
|
| Volatilität (%) |
9,00 |
10,34 |
15,73 |
18,51 |
21,76 |
24,11 |
|
| Sharpe Ratio |
-109,94 |
-40,06 |
-25,28 |
-8,30 |
5,15 |
-0,10 |
|
| Hoch |
1.921,00 |
1.991,50 |
2.213,00 |
2.410,00 |
2.500,00 |
2.835,00 |
|
| Tief |
1.891,00 |
1.891,00 |
1.891,00 |
1.875,00 |
1.170,00 |
1.015,00 |
|
| Ø-Preis |
1.901,30 |
1.927,79 |
2.006,40 |
2.130,12 |
2.038,88 |
2.031,66 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
20 |
7 |
4 |
|
| Max. Verlustperiode (Handelstage) |
2 |
18 |
59 |
197 |
254 |
1.016 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
86 |
303 |
386 |
1.505 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,154 |
-0,089 |
-0,139 |
-0,047 |
0,037 |
0,0003 |
|
| Alpha |
-0,0019 |
-0,0009 |
-0,0018 |
-0,0008 |
0,0006 |
5,6439 |
|
| Beta |
0,332 |
0,250 |
0,317 |
0,272 |
0,341 |
0,296 |
|
| Korrelation |
0,884 |
0,450 |
0,438 |
0,420 |
0,359 |
0,335 |
|
| Treynor Ratio |
-0,075 |
-0,209 |
-0,465 |
-0,820 |
1,709 |
-0,513 |
|
| Tracking Error |
0,012 |
0,010 |
0,013 |
0,017 |
0,016 |
0,019 |
|
| Relative Performance |
-1,212 |
2,574 |
-4,740 |
-8,413 |
31,935 |
5,180 |
|