10:44 New York (Handel von 09:30 - 16:00) 15:44 London (08:00 - 16:30) 16:44 Frankfurt (09:00 - 20:00) 23:44 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-2,74 |
-3,10 |
-12,70 |
-22,27 |
+40,36 |
-28,26 |
|
| Volatilität (%) |
13,12 |
14,18 |
17,08 |
23,85 |
25,71 |
27,85 |
|
| Sharpe Ratio |
-144,03 |
-28,28 |
-23,19 |
-6,79 |
3,47 |
-0,73 |
|
| Hoch |
2.029,50 |
2.088,00 |
2.301,50 |
2.669,00 |
2.800,00 |
3.306,00 |
|
| Tief |
1.963,00 |
1.963,00 |
1.963,00 |
1.956,00 |
1.374,00 |
1.255,00 |
|
| Ø-Preis |
1.992,10 |
2.016,83 |
2.100,10 |
2.232,73 |
2.170,97 |
2.236,99 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
20 |
6 |
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 |
-0,526 |
-0,054 |
-0,144 |
-0,049 |
0,022 |
-0,0056 |
|
| Alpha |
-0,0075 |
-0,0006 |
-0,0016 |
-0,0008 |
0,0004 |
-0,0001 |
|
| Beta |
0,317 |
0,343 |
0,482 |
0,459 |
0,532 |
0,414 |
|
| Korrelation |
0,580 |
0,483 |
0,627 |
0,547 |
0,472 |
0,405 |
|
| Treynor Ratio |
-0,150 |
-0,148 |
-0,305 |
-0,529 |
0,721 |
-0,730 |
|
| Tracking Error |
0,014 |
0,011 |
0,011 |
0,016 |
0,016 |
0,019 |
|
| Relative Performance |
-3,450 |
2,700 |
-4,714 |
-10,347 |
11,952 |
-9,874 |
|