15:47 New York (Handel von 09:30 - 16:00) 20:47 London (08:00 - 16:30) 21:47 Frankfurt (09:00 - 20:00) 05:47 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,66 |
+6,34 |
+9,04 |
-14,23 |
|
|
|
| Volatilität (%) |
7,55 |
14,21 |
22,79 |
28,20 |
|
|
|
| Sharpe Ratio |
-69,88 |
21,35 |
7,91 |
-3,43 |
|
|
|
| Hoch |
24,57 |
24,57 |
24,57 |
28,78 |
|
|
|
| Tief |
24,30 |
23,02 |
21,07 |
20,57 |
|
|
|
| Ø-Preis |
24,48 |
23,91 |
23,23 |
24,86 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
29 |
25 |
39 |
27 |
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
4 |
18 |
220 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
3 |
6 |
25 |
355 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,056 |
-0,486 |
-0,118 |
-0,030 |
|
|
|
| Alpha |
-0,0003 |
-0,0018 |
-0,0006 |
-0,0004 |
|
|
|
| Beta |
0,547 |
0,873 |
0,865 |
0,621 |
|
|
|
| Korrelation |
0,871 |
0,930 |
0,942 |
0,738 |
|
|
|
| Treynor Ratio |
-0,025 |
0,050 |
0,081 |
-0,261 |
|
|
|
| Tracking Error |
0,0048 |
0,0036 |
0,0053 |
0,014 |
|
|
|
| Relative Performance |
-0,741 |
-5,815 |
-6,726 |
-6,410 |
|
|
|