10:54 New York (Handel von 09:30 - 16:00) 15:54 London (08:00 - 16:30) 16:54 Frankfurt (09:00 - 20:00) 23:54 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,62 |
-8,80 |
-11,78 |
-7,90 |
|
|
|
| Volatilität (%) |
38,81 |
25,70 |
28,35 |
39,78 |
|
|
|
| Sharpe Ratio |
-16,10 |
-35,86 |
-12,41 |
-0,34 |
|
|
|
| Hoch |
58,39 |
63,85 |
68,62 |
69,34 |
|
|
|
| Tief |
55,68 |
55,68 |
55,68 |
42,04 |
|
|
|
| Ø-Preis |
57,45 |
58,99 |
63,34 |
57,48 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
20 |
55 |
64 |
59 |
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
15 |
44 |
216 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
1 |
23 |
68 |
320 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,027 |
-0,161 |
-0,060 |
0,017 |
|
|
|
| Alpha |
-0,0002 |
-0,0017 |
-0,0007 |
0,0003 |
|
|
|
| Beta |
0,971 |
0,995 |
0,945 |
0,941 |
|
|
|
| Korrelation |
0,944 |
0,771 |
0,745 |
0,698 |
|
|
|
| Treynor Ratio |
-0,014 |
-0,108 |
-0,146 |
-0,105 |
|
|
|
| Tracking Error |
0,0084 |
0,010 |
0,012 |
0,018 |
|
|
|
| Relative Performance |
-0,094 |
-3,004 |
-3,787 |
4,023 |
|
|
|