11:18 New York (Handel von 09:30 - 16:00) 16:18 London (08:00 - 16:30) 17:18 Frankfurt (09:00 - 20:00) 01:18 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,83 |
+7,16 |
+8,32 |
-6,30 |
+46,63 |
+6,93 |
|
| Volatilität (%) |
7,82 |
13,17 |
21,20 |
22,30 |
23,54 |
29,48 |
|
| Sharpe Ratio |
-8,78 |
27,21 |
7,83 |
-1,84 |
4,05 |
1,13 |
|
| Hoch |
2.505,00 |
2.505,00 |
2.505,00 |
2.917,00 |
2.917,00 |
3.492,00 |
|
| Tief |
2.455,00 |
2.333,00 |
2.173,00 |
2.173,00 |
1.557,00 |
1.557,00 |
|
| Ø-Preis |
2.471,00 |
2.438,39 |
2.322,98 |
2.555,61 |
2.298,52 |
2.434,73 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
24 |
8 |
5 |
|
| Max. Verlustperiode (Handelstage) |
1 |
8 |
24 |
182 |
202 |
881 |
|
| Max. Verlustperiode (Kalendertage) |
3 |
12 |
39 |
281 |
295 |
1.307 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,434 |
0,054 |
-0,0025 |
-0,0062 |
0,023 |
0,0088 |
|
| Alpha |
0,0045 |
0,0005 |
-8,0278 |
-0,0001 |
0,0004 |
0,0002 |
|
| Beta |
0,016 |
0,517 |
0,564 |
0,388 |
0,424 |
0,325 |
|
| Korrelation |
0,024 |
0,596 |
0,688 |
0,484 |
0,443 |
0,296 |
|
| Treynor Ratio |
-0,105 |
0,100 |
0,112 |
-0,214 |
1,053 |
0,152 |
|
| Tracking Error |
0,010 |
0,0084 |
0,012 |
0,016 |
0,016 |
0,021 |
|
| Relative Performance |
0,434 |
-4,999 |
-7,449 |
1,518 |
2,016 |
9,278 |
|