13:54 New York (Handel von 09:30 - 16:00) 18:54 London (08:00 - 16:30) 19:54 Frankfurt (09:00 - 20:00) 03:54 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+3,25 |
+6,67 |
+6,55 |
-18,10 |
-2,27 |
-55,79 |
|
| Volatilität (%) |
5,82 |
12,73 |
14,42 |
22,78 |
21,27 |
27,59 |
|
| Sharpe Ratio |
81,27 |
24,92 |
8,07 |
-5,92 |
0,18 |
-3,25 |
|
| Hoch |
10.077,00 |
10.077,00 |
10.077,00 |
12.707,00 |
13.238,00 |
23.748,00 |
|
| Tief |
9.790,00 |
9.378,00 |
9.130,00 |
9.130,00 |
9.130,00 |
9.130,00 |
|
| Ø-Preis |
9.931,75 |
9.702,05 |
9.539,20 |
10.391,28 |
11.198,91 |
14.009,41 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
|
7 |
26 |
229 |
428 |
1.160 |
|
| Max. Verlustperiode (Kalendertage) |
|
9 |
43 |
354 |
664 |
1.807 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,940 |
0,145 |
0,015 |
-0,041 |
-0,014 |
-0,035 |
|
| Alpha |
0,0088 |
0,0016 |
0,0002 |
-0,0007 |
-0,0002 |
-0,0007 |
|
| Beta |
0,176 |
0,248 |
0,323 |
0,370 |
0,405 |
0,443 |
|
| Korrelation |
0,393 |
0,300 |
0,626 |
0,488 |
0,502 |
0,435 |
|
| Treynor Ratio |
0,053 |
0,175 |
0,131 |
-0,551 |
-0,113 |
-1,212 |
|
| Tracking Error |
0,0094 |
0,011 |
0,014 |
0,017 |
0,015 |
0,020 |
|
| Relative Performance |
1,451 |
-5,905 |
-9,643 |
-10,611 |
-47,300 |
-57,498 |
|