11:13 New York (Handel von 09:30 - 16:00) 16:13 London (08:00 - 16:30) 17:13 Frankfurt (09:00 - 20:00) 00:13 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,25 |
-12,13 |
-18,54 |
-22,17 |
+24,82 |
|
|
| Volatilität (%) |
38,37 |
28,42 |
25,01 |
32,25 |
32,67 |
|
|
| Sharpe Ratio |
-6,67 |
-40,83 |
-22,67 |
-4,21 |
2,44 |
|
|
| Hoch |
29,92 |
34,80 |
37,24 |
39,36 |
41,82 |
|
|
| Tief |
28,84 |
28,84 |
28,84 |
25,93 |
19,90 |
|
|
| Ø-Preis |
29,33 |
31,42 |
33,95 |
33,40 |
33,22 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
92 |
330 |
209 |
122 |
111 |
|
|
| Max. Verlustperiode (Handelstage) |
2 |
18 |
47 |
224 |
284 |
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
70 |
322 |
412 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,051 |
-0,224 |
-0,195 |
-0,036 |
0,0061 |
|
|
| Alpha |
0,0008 |
-0,0025 |
-0,0022 |
-0,0005 |
0,0001 |
|
|
| Beta |
1,380 |
1,287 |
0,835 |
0,822 |
0,923 |
|
|
| Korrelation |
0,866 |
0,807 |
0,725 |
0,742 |
0,684 |
|
|
| Treynor Ratio |
-0,0055 |
-0,110 |
-0,246 |
-0,294 |
0,247 |
|
|
| Tracking Error |
0,015 |
0,011 |
0,011 |
0,014 |
0,015 |
|
|
| Relative Performance |
0,533 |
-6,332 |
-10,545 |
-10,251 |
-3,593 |
|
|