11:19 New York (Handel von 09:30 - 16:00) 16:19 London (08:00 - 16:30) 17:19 Frankfurt (09:00 - 20:00) 00:19 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,10 |
-1,86 |
-7,62 |
-15,42 |
|
|
|
| Volatilität (%) |
4,51 |
5,74 |
12,35 |
15,97 |
|
|
|
| Sharpe Ratio |
-166,53 |
-56,18 |
-20,89 |
-6,93 |
|
|
|
| Hoch |
68,47 |
70,60 |
74,76 |
82,37 |
|
|
|
| Tief |
68,09 |
68,09 |
68,09 |
64,36 |
|
|
|
| Ø-Preis |
68,32 |
69,22 |
71,30 |
72,56 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
3 |
14 |
55 |
210 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
21 |
83 |
303 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,016 |
-0,054 |
-0,078 |
-0,030 |
|
|
|
| Alpha |
0,0003 |
-0,0006 |
-0,0011 |
-0,0006 |
|
|
|
| Beta |
-0,019 |
0,123 |
0,168 |
0,073 |
|
|
|
| Korrelation |
-0,098 |
0,399 |
0,299 |
0,135 |
|
|
|
| Treynor Ratio |
1,024 |
-0,315 |
-0,573 |
-2,377 |
|
|
|
| Tracking Error |
0,018 |
0,011 |
0,014 |
0,020 |
|
|
|
| Relative Performance |
-0,610 |
3,933 |
0,368 |
-3,493 |
|
|
|
