14:37 New York (Handel von 09:30 - 16:00) 19:37 London (08:00 - 16:30) 20:37 Frankfurt (09:00 - 20:00) 04:37 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,77 |
+11,31 |
+13,08 |
-7,86 |
|
|
|
| Volatilität (%) |
13,61 |
15,96 |
22,23 |
24,29 |
|
|
|
| Sharpe Ratio |
-38,42 |
39,23 |
12,20 |
-2,08 |
|
|
|
| Hoch |
27,90 |
27,90 |
27,90 |
30,56 |
|
|
|
| Tief |
27,45 |
24,85 |
22,42 |
22,42 |
|
|
|
| Ø-Preis |
27,69 |
26,45 |
24,94 |
26,84 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
0 |
0 |
21 |
|
|
|
| Max. Verlustperiode (Handelstage) |
3 |
3 |
33 |
178 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
5 |
49 |
273 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-1,189 |
0,045 |
0,014 |
-0,013 |
|
|
|
| Alpha |
-0,0023 |
0,0003 |
0,0001 |
-0,0001 |
|
|
|
| Beta |
1,122 |
0,876 |
0,788 |
0,640 |
|
|
|
| Korrelation |
0,988 |
0,833 |
0,912 |
0,850 |
|
|
|
| Treynor Ratio |
-0,012 |
0,105 |
0,139 |
-0,156 |
|
|
|
| Tracking Error |
0,0019 |
0,0059 |
0,0068 |
0,011 |
|
|
|
| Relative Performance |
-0,744 |
-0,970 |
-2,808 |
-0,146 |
|
|
|