13:18 New York (Handel von 09:30 - 16:00) 18:18 London (08:00 - 16:30) 19:18 Frankfurt (09:00 - 20:00) 03:18 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-2,76 |
-5,12 |
+8,07 |
+13,68 |
+34,68 |
+8,94 |
|
| Volatilität (%) |
12,85 |
11,91 |
17,72 |
17,26 |
18,35 |
25,75 |
|
| Sharpe Ratio |
-111,85 |
-36,53 |
10,15 |
4,81 |
3,84 |
1,19 |
|
| Hoch |
42,20 |
43,92 |
43,92 |
43,92 |
43,92 |
43,92 |
|
| Tief |
41,01 |
40,55 |
35,59 |
31,91 |
23,91 |
23,91 |
|
| Ø-Preis |
41,69 |
42,69 |
40,37 |
37,19 |
32,45 |
31,72 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
0 |
0 |
0 |
0 |
|
| Max. Verlustperiode (Handelstage) |
3 |
14 |
14 |
89 |
258 |
1.194 |
|
| Max. Verlustperiode (Kalendertage) |
5 |
20 |
20 |
125 |
372 |
1.722 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-2,306 |
-0,405 |
0,054 |
0,034 |
0,011 |
0,0045 |
|
| Alpha |
-0,011 |
-0,0034 |
0,0006 |
0,0005 |
0,0002 |
0,0001 |
|
| Beta |
1,384 |
0,385 |
0,585 |
0,312 |
0,315 |
0,278 |
|
| Korrelation |
0,897 |
0,261 |
0,608 |
0,420 |
0,382 |
0,299 |
|
| Treynor Ratio |
-0,026 |
-0,156 |
0,125 |
0,417 |
1,088 |
0,295 |
|
| Tracking Error |
0,0048 |
0,0084 |
0,011 |
0,014 |
0,015 |
0,020 |
|
| Relative Performance |
-3,638 |
-12,325 |
-0,690 |
7,165 |
-62,396 |
-32,377 |
|