13:45 New York (Handel von 09:30 - 16:00) 18:45 London (08:00 - 16:30) 19:45 Frankfurt (09:00 - 20:00) 03:45 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,63 |
+9,62 |
+8,67 |
-12,89 |
+98,45 |
+21,21 |
|
| Volatilität (%) |
24,10 |
22,99 |
26,40 |
29,16 |
29,95 |
40,03 |
|
| Sharpe Ratio |
-42,82 |
23,13 |
6,75 |
-2,49 |
5,64 |
1,83 |
|
| Hoch |
56,10 |
56,10 |
56,10 |
63,93 |
66,91 |
73,23 |
|
| Tief |
54,59 |
50,20 |
44,79 |
41,22 |
23,57 |
19,52 |
|
| Ø-Preis |
55,42 |
53,54 |
50,03 |
53,67 |
48,13 |
49,70 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
4 |
42 |
249 |
272 |
912 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
6 |
61 |
359 |
392 |
1.360 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,351 |
-0,152 |
-0,012 |
-0,018 |
0,041 |
0,021 |
|
| Alpha |
-0,0052 |
-0,0016 |
-0,0002 |
-0,0003 |
0,0006 |
0,0005 |
|
| Beta |
1,058 |
1,110 |
0,660 |
0,636 |
0,758 |
0,963 |
|
| Korrelation |
0,534 |
0,731 |
0,652 |
0,633 |
0,635 |
0,593 |
|
| Treynor Ratio |
-0,025 |
0,069 |
0,101 |
-0,234 |
1,272 |
0,314 |
|
| Tracking Error |
0,015 |
0,010 |
0,013 |
0,016 |
0,015 |
0,024 |
|
| Relative Performance |
-2,031 |
-2,536 |
-7,099 |
-5,071 |
53,838 |
26,699 |
|