10:55 New York (Handel von 09:30 - 16:00) 15:55 London (08:00 - 16:30) 16:55 Frankfurt (09:00 - 20:00) 23:55 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,15 |
-0,37 |
+4,28 |
-0,89 |
|
|
|
| Volatilität (%) |
0,78 |
5,28 |
4,29 |
5,52 |
|
|
|
| Sharpe Ratio |
-2.179,29 |
-35,30 |
13,18 |
-3,14 |
|
|
|
| Hoch |
111,40 |
112,77 |
112,77 |
112,77 |
|
|
|
| Tief |
111,23 |
110,92 |
106,66 |
103,51 |
|
|
|
| Ø-Preis |
111,33 |
111,81 |
110,63 |
108,52 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
9 |
9 |
236 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
11 |
11 |
343 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
|
-0,0070 |
0,0006 |
0,0092 |
|
|
| Alpha |
|
|
-0,0001 |
6,1656 |
0,0001 |
|
|
| Beta |
|
|
-0,016 |
0,0052 |
0,0043 |
|
|
| Korrelation |
|
|
-0,061 |
0,028 |
0,018 |
|
|
| Treynor Ratio |
|
|
1,417 |
-3,616 |
19,122 |
|
|
| Tracking Error |
|
|
0,013 |
0,020 |
0,015 |
|
|
| Relative Performance |
|
|
-1,460 |
3,242 |
-31,112 |
|
|