13:38 New York (Handel von 09:30 - 16:00) 18:38 London (08:00 - 16:30) 19:38 Frankfurt (09:00 - 20:00) 03:38 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+2,66 |
-3,70 |
-0,50 |
-20,67 |
|
|
|
| Volatilität (%) |
11,15 |
17,97 |
31,46 |
30,75 |
|
|
|
| Sharpe Ratio |
18,78 |
-22,88 |
-1,06 |
-4,10 |
|
|
|
| Hoch |
50,00 |
51,75 |
51,75 |
66,40 |
|
|
|
| Tief |
48,00 |
48,00 |
44,02 |
39,88 |
|
|
|
| Ø-Preis |
48,90 |
49,53 |
48,51 |
52,97 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
2 |
1 |
0 |
1 |
|
|
|
| Max. Verlustperiode (Handelstage) |
|
22 |
22 |
225 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
|
30 |
30 |
320 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,542 |
-0,132 |
-0,066 |
-0,034 |
|
|
|
| Alpha |
0,0080 |
-0,0020 |
-0,0013 |
-0,0006 |
|
|
|
| Beta |
-0,482 |
0,052 |
0,565 |
0,524 |
|
|
|
| Korrelation |
-0,517 |
0,044 |
0,448 |
0,494 |
|
|
|
| Treynor Ratio |
-0,011 |
-1,108 |
-0,046 |
-0,434 |
|
|
|
| Tracking Error |
0,015 |
0,015 |
0,019 |
0,019 |
|
|
|
| Relative Performance |
1,149 |
-15,961 |
-16,378 |
-12,939 |
|
|
|