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 (%) |
+0,24 |
-16,15 |
-24,55 |
-32,94 |
+17,69 |
-24,80 |
+426,34 |
| Volatilität (%) |
33,00 |
29,36 |
28,13 |
35,61 |
33,56 |
43,58 |
33,52 |
| Sharpe Ratio |
-20,17 |
-54,56 |
-27,96 |
-6,43 |
1,97 |
0,47 |
4,98 |
| Hoch |
55,22 |
65,45 |
72,86 |
85,05 |
89,99 |
113,92 |
113,92 |
| Tief |
53,44 |
53,44 |
53,44 |
53,44 |
41,99 |
24,45 |
9,12 |
| Ø-Preis |
54,17 |
59,34 |
63,90 |
68,95 |
68,57 |
69,90 |
43,06 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
17 |
56 |
209 |
277 |
979 |
686 |
| Max. Verlustperiode (Kalendertage) |
3 |
27 |
85 |
303 |
409 |
1.466 |
1.032 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,166 |
-0,416 |
-0,258 |
-0,067 |
0,0010 |
0,014 |
|
| Alpha |
-0,0016 |
-0,0057 |
-0,0035 |
-0,0011 |
6,5347 |
0,0004 |
|
| Beta |
1,285 |
1,109 |
0,842 |
0,862 |
0,963 |
1,058 |
|
| Korrelation |
0,937 |
0,704 |
0,662 |
0,717 |
0,671 |
0,553 |
|
| Treynor Ratio |
-0,014 |
-0,164 |
-0,315 |
-0,405 |
0,163 |
-0,0056 |
|
| Tracking Error |
0,0097 |
0,014 |
0,014 |
0,016 |
0,016 |
0,029 |
|
| Relative Performance |
-0,472 |
-10,352 |
-16,556 |
-21,013 |
-10,724 |
2,622 |
|