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 (%) |
-2,76 |
-3,23 |
-12,61 |
-21,11 |
+39,68 |
-27,70 |
|
| Volatilität (%) |
13,24 |
13,79 |
16,64 |
23,31 |
25,08 |
25,76 |
|
| Sharpe Ratio |
-143,48 |
-29,88 |
-23,67 |
-6,56 |
3,47 |
-0,89 |
|
| Hoch |
2.069,00 |
2.129,00 |
2.344,00 |
2.690,00 |
2.800,00 |
3.354,00 |
|
| Tief |
2.002,00 |
2.002,00 |
2.002,00 |
1.969,00 |
1.408,00 |
1.291,00 |
|
| Ø-Preis |
2.032,00 |
2.057,24 |
2.140,66 |
2.263,11 |
2.199,19 |
2.272,35 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
21 |
7 |
4 |
|
| Max. Verlustperiode (Handelstage) |
4 |
16 |
57 |
231 |
255 |
955 |
|
| Max. Verlustperiode (Kalendertage) |
6 |
23 |
84 |
352 |
387 |
1.414 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,574 |
-0,062 |
-0,146 |
-0,046 |
0,022 |
-0,0068 |
|
| Alpha |
-0,0076 |
-0,0006 |
-0,0016 |
-0,0007 |
0,0003 |
-0,0001 |
|
| Beta |
0,363 |
0,342 |
0,474 |
0,450 |
0,522 |
0,400 |
|
| Korrelation |
0,660 |
0,500 |
0,633 |
0,549 |
0,474 |
0,422 |
|
| Treynor Ratio |
-0,131 |
-0,153 |
-0,309 |
-0,514 |
0,723 |
-0,742 |
|
| Tracking Error |
0,013 |
0,010 |
0,011 |
0,016 |
0,016 |
0,018 |
|
| Relative Performance |
-3,470 |
2,570 |
-4,618 |
-9,191 |
11,276 |
-9,307 |
|