13:43 New York (Handel von 09:30 - 16:00) 18:43 London (08:00 - 16:30) 19:43 Frankfurt (09:00 - 20:00) 03:43 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,49 |
+7,30 |
+12,02 |
-5,59 |
|
|
|
| Volatilität (%) |
12,70 |
13,91 |
19,79 |
25,18 |
|
|
|
| Sharpe Ratio |
-20,56 |
25,63 |
12,08 |
-1,27 |
|
|
|
| Hoch |
45,25 |
45,25 |
45,25 |
48,46 |
|
|
|
| Tief |
44,44 |
42,03 |
37,41 |
36,71 |
|
|
|
| Ø-Preis |
44,97 |
43,67 |
41,62 |
43,36 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
6 |
188 |
243 |
424 |
|
|
|
| Max. Verlustperiode (Handelstage) |
3 |
3 |
16 |
236 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
5 |
23 |
357 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,444 |
-0,415 |
0,0049 |
-0,0021 |
|
|
|
| Alpha |
-0,0004 |
-0,0014 |
7,9009 |
-7,2463 |
|
|
|
| Beta |
1,060 |
0,865 |
0,746 |
0,677 |
|
|
|
| Korrelation |
0,997 |
0,941 |
0,938 |
0,840 |
|
|
|
| Treynor Ratio |
-0,0063 |
0,059 |
0,132 |
-0,114 |
|
|
|
| Tracking Error |
0,0009 |
0,0033 |
0,0060 |
0,011 |
|
|
|
| Relative Performance |
-0,072 |
-5,019 |
-3,920 |
2,079 |
|
|
|