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 (%) |
-1,83 |
+1,05 |
-11,45 |
-33,27 |
-14,73 |
-12,12 |
|
| Volatilität (%) |
9,65 |
17,77 |
18,47 |
20,32 |
22,81 |
26,46 |
|
| Sharpe Ratio |
-210,18 |
-4,44 |
-22,35 |
-15,36 |
-1,22 |
0,05 |
|
| Hoch |
131,39 |
131,39 |
145,67 |
200,24 |
204,93 |
281,03 |
|
| Tief |
128,99 |
125,92 |
124,32 |
124,32 |
124,32 |
121,80 |
|
| Ø-Preis |
130,15 |
128,75 |
132,65 |
155,62 |
170,95 |
175,68 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
3 |
10 |
53 |
199 |
223 |
881 |
|
| Max. Verlustperiode (Kalendertage) |
5 |
16 |
89 |
350 |
442 |
1.416 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,349 |
0,088 |
-0,120 |
-0,099 |
-0,019 |
0,0070 |
|
| Alpha |
-0,0063 |
0,0013 |
-0,0016 |
-0,0018 |
-0,0003 |
0,0002 |
|
| Beta |
0,201 |
0,179 |
0,384 |
0,319 |
0,314 |
0,268 |
|
| Korrelation |
0,575 |
0,194 |
0,459 |
0,501 |
0,338 |
0,196 |
|
| Treynor Ratio |
-0,190 |
-0,053 |
-0,351 |
-1,105 |
-0,533 |
-0,223 |
|
| Tracking Error |
0,018 |
0,015 |
0,014 |
0,018 |
0,018 |
0,029 |
|
| Relative Performance |
-2,058 |
7,296 |
-3,020 |
-20,929 |
-42,528 |
-2,286 |
|