10:59 New York (Handel von 09:30 - 16:00) 15:59 London (08:00 - 16:30) 16:59 Frankfurt (09:00 - 20:00) 23:59 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,28 |
-13,97 |
-17,46 |
-17,88 |
+53,62 |
-9,75 |
|
| Volatilität (%) |
40,59 |
31,19 |
25,14 |
28,89 |
27,85 |
38,37 |
|
| Sharpe Ratio |
-21,18 |
-53,46 |
-23,61 |
-4,12 |
4,19 |
0,77 |
|
| Hoch |
95,32 |
107,14 |
117,59 |
119,83 |
127,19 |
131,25 |
|
| Tief |
91,76 |
91,76 |
91,76 |
77,92 |
51,07 |
31,10 |
|
| Ø-Preis |
93,22 |
100,24 |
107,89 |
102,63 |
97,21 |
94,61 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
14 |
44 |
196 |
324 |
926 |
|
| Max. Verlustperiode (Kalendertage) |
1 |
26 |
70 |
296 |
497 |
1.465 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,0035 |
-0,363 |
-0,180 |
-0,025 |
0,030 |
|
|
| Alpha |
-9,1290 |
-0,0043 |
-0,0024 |
-0,0004 |
0,0005 |
|
|
| Beta |
1,422 |
1,245 |
0,666 |
0,584 |
0,491 |
|
|
| Korrelation |
0,969 |
0,828 |
0,630 |
0,601 |
0,430 |
|
|
| Treynor Ratio |
-0,012 |
-0,128 |
-0,292 |
-0,340 |
1,052 |
|
|
| Tracking Error |
0,012 |
0,012 |
0,013 |
0,017 |
0,018 |
|
|
| Relative Performance |
0,052 |
-7,722 |
-9,033 |
-5,532 |
25,823 |
|
|