11:22 New York (Handel von 09:30 - 16:00) 16:22 London (08:00 - 16:30) 17:22 Frankfurt (09:00 - 20:00) 00:22 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,12 |
-0,29 |
-4,07 |
+8,95 |
+100,00 |
|
|
| Volatilität (%) |
17,34 |
14,87 |
13,76 |
20,78 |
18,05 |
|
|
| Sharpe Ratio |
-47,65 |
-12,28 |
-11,32 |
2,65 |
8,41 |
|
|
| Hoch |
150,41 |
156,67 |
160,12 |
160,12 |
160,12 |
|
|
| Tief |
147,81 |
147,81 |
147,81 |
114,63 |
74,24 |
|
|
| Ø-Preis |
149,39 |
152,82 |
155,14 |
139,24 |
122,88 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
14 |
47 |
114 |
224 |
|
|
| Max. Verlustperiode (Kalendertage) |
3 |
21 |
71 |
167 |
328 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,051 |
0,082 |
-0,035 |
0,025 |
0,056 |
|
|
| Alpha |
-0,0008 |
0,0010 |
-0,0005 |
0,0005 |
0,0009 |
|
|
| Beta |
0,314 |
0,348 |
0,084 |
0,180 |
0,219 |
|
|
| Korrelation |
0,431 |
0,434 |
0,133 |
0,255 |
0,283 |
|
|
| Treynor Ratio |
-0,068 |
-0,066 |
-0,725 |
0,387 |
4,485 |
|
|
| Tracking Error |
0,017 |
0,012 |
0,015 |
0,020 |
0,016 |
|
|
| Relative Performance |
-0,834 |
5,509 |
3,925 |
20,877 |
71,586 |
|
|
