12:17 New York (Handel von 09:30 - 16:00) 17:17 London (08:00 - 16:30) 18:17 Frankfurt (09:00 - 20:00) 01:17 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,29 |
-13,86 |
-21,20 |
-23,26 |
+33,07 |
+9,12 |
|
| Volatilität (%) |
28,87 |
22,24 |
21,95 |
29,19 |
26,59 |
37,56 |
|
| Sharpe Ratio |
-78,42 |
-70,75 |
-32,21 |
-5,51 |
2,86 |
1,39 |
|
| Hoch |
1.453,87 |
1.656,24 |
1.822,45 |
1.927,70 |
2.010,27 |
2.010,27 |
|
| Tief |
1.396,36 |
1.396,36 |
1.396,36 |
1.338,85 |
1.045,89 |
613,66 |
|
| Ø-Preis |
1.428,38 |
1.555,43 |
1.677,51 |
1.652,57 |
1.640,31 |
1.509,70 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
16 |
54 |
225 |
281 |
578 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
26 |
82 |
324 |
411 |
872 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,419 |
-0,559 |
-0,311 |
-0,053 |
0,014 |
|
|
| Alpha |
-0,0082 |
-0,0059 |
-0,0031 |
-0,0007 |
0,0002 |
|
|
| Beta |
0,627 |
0,811 |
0,744 |
0,754 |
0,747 |
|
|
| Korrelation |
0,598 |
0,696 |
0,750 |
0,768 |
0,653 |
|
|
| Treynor Ratio |
-0,069 |
-0,207 |
-0,323 |
-0,346 |
0,397 |
|
|
| Tracking Error |
0,020 |
0,011 |
0,0099 |
0,013 |
0,013 |
|
|
| Relative Performance |
-2,544 |
-8,513 |
-13,589 |
-11,716 |
3,893 |
|
|