11:20 New York (Handel von 09:30 - 16:00) 16:20 London (08:00 - 16:30) 17:20 Frankfurt (09:00 - 20:00) 00:20 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,24 |
+5,67 |
+7,24 |
+4,08 |
-34,27 |
|
|
| Volatilität (%) |
24,19 |
17,70 |
21,01 |
29,38 |
23,24 |
|
|
| Sharpe Ratio |
-48,47 |
17,22 |
7,08 |
1,39 |
-3,14 |
|
|
| Hoch |
54,94 |
54,94 |
54,94 |
73,00 |
88,79 |
|
|
| Tief |
53,10 |
49,81 |
47,98 |
47,98 |
47,98 |
|
|
| Ø-Preis |
54,13 |
52,64 |
51,05 |
56,18 |
61,26 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
12.857 |
16.286 |
15.340 |
34.210 |
30.925 |
|
|
| Max. Verlustperiode (Handelstage) |
4 |
4 |
22 |
179 |
736 |
|
|
| Max. Verlustperiode (Kalendertage) |
6 |
7 |
30 |
255 |
1.051 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,015 |
0,0007 |
0,0012 |
0,0004 |
-0,0001 |
|
|
| Alpha |
-0,0005 |
6,5916 |
8,1767 |
6,6742 |
-5,2892 |
|
|
| Beta |
-1,012 |
-1,000 |
-0,976 |
-0,998 |
-0,997 |
|
|
| Korrelation |
-0,996 |
-0,995 |
-0,997 |
-0,998 |
-0,997 |
|
|
| Treynor Ratio |
0,030 |
-0,039 |
-0,056 |
-0,023 |
0,362 |
|
|
| Tracking Error |
0,035 |
0,023 |
0,027 |
0,037 |
0,029 |
|
|
| Relative Performance |
-1,735 |
11,699 |
15,470 |
16,236 |
-62,532 |
|
|