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 (%) |
+0,39 |
-16,29 |
-24,78 |
-34,39 |
+9,26 |
|
|
| Volatilität (%) |
33,30 |
29,72 |
28,32 |
35,75 |
33,74 |
|
|
| Sharpe Ratio |
-18,22 |
-54,35 |
-28,06 |
-6,70 |
1,50 |
|
|
| Hoch |
5,29 |
6,28 |
7,00 |
8,33 |
8,80 |
|
|
| Tief |
5,12 |
5,12 |
5,12 |
5,12 |
4,31 |
|
|
| Ø-Preis |
5,19 |
5,69 |
6,13 |
6,70 |
6,78 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
17 |
56 |
209 |
280 |
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
85 |
303 |
409 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,129 |
-0,414 |
-0,260 |
-0,072 |
-0,0053 |
|
|
| Alpha |
-0,0013 |
-0,0057 |
-0,0035 |
-0,0012 |
-0,0001 |
|
|
| Beta |
1,299 |
1,125 |
0,850 |
0,867 |
0,969 |
|
|
| Korrelation |
0,938 |
0,706 |
0,664 |
0,717 |
0,671 |
|
|
| Treynor Ratio |
-0,012 |
-0,163 |
-0,315 |
-0,420 |
0,075 |
|
|
| Tracking Error |
0,0098 |
0,014 |
0,014 |
0,016 |
0,016 |
|
|
| Relative Performance |
-0,325 |
-10,494 |
-16,792 |
-22,463 |
-19,149 |
|
|
