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 (%) |
+1,66 |
-12,01 |
-19,08 |
-17,83 |
+30,60 |
|
|
| Volatilität (%) |
42,28 |
31,55 |
28,95 |
32,29 |
32,69 |
|
|
| Sharpe Ratio |
-29,52 |
-43,86 |
-22,27 |
-3,56 |
2,47 |
|
|
| Hoch |
20,64 |
23,59 |
26,19 |
26,54 |
28,08 |
|
|
| Tief |
19,61 |
19,61 |
19,61 |
17,00 |
11,95 |
|
|
| Ø-Preis |
20,17 |
21,71 |
23,55 |
22,74 |
21,74 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
459 |
1.418 |
1.166 |
1.193 |
1.371 |
|
|
| Max. Verlustperiode (Handelstage) |
1 |
17 |
47 |
210 |
291 |
|
|
| Max. Verlustperiode (Kalendertage) |
1 |
26 |
70 |
300 |
415 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,055 |
-0,160 |
-0,161 |
-0,021 |
0,0090 |
|
|
| Alpha |
0,0008 |
-0,0021 |
-0,0022 |
-0,0003 |
0,0001 |
|
|
| Beta |
1,469 |
1,465 |
0,880 |
0,760 |
0,976 |
|
|
| Korrelation |
0,912 |
0,818 |
0,659 |
0,698 |
0,696 |
|
|
| Treynor Ratio |
-0,0047 |
-0,098 |
-0,243 |
-0,265 |
0,288 |
|
|
| Tracking Error |
0,014 |
0,013 |
0,014 |
0,015 |
0,015 |
|
|
| Relative Performance |
0,594 |
-6,513 |
-11,369 |
-6,192 |
1,736 |
|
|