11:25 New York (Handel von 09:30 - 16:00) 16:25 London (08:00 - 16:30) 17:25 Frankfurt (09:00 - 20:00) 00:25 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-2,61 |
-16,01 |
-20,69 |
-22,42 |
+46,00 |
-55,79 |
|
| Volatilität (%) |
27,56 |
23,48 |
23,35 |
30,23 |
27,82 |
44,64 |
|
| Sharpe Ratio |
-66,34 |
-68,56 |
-27,77 |
-4,87 |
3,60 |
-1,29 |
|
| Hoch |
179,56 |
207,87 |
232,27 |
239,43 |
253,66 |
490,17 |
|
| Tief |
173,64 |
173,64 |
173,64 |
157,26 |
100,31 |
65,30 |
|
| Ø-Preis |
176,77 |
191,54 |
209,31 |
203,59 |
192,49 |
243,62 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
16 |
46 |
219 |
282 |
975 |
|
| Max. Verlustperiode (Kalendertage) |
3 |
24 |
70 |
321 |
416 |
1.452 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-1,046 |
-0,608 |
-0,208 |
-0,034 |
0,025 |
-0,015 |
|
| Alpha |
-0,0084 |
-0,0062 |
-0,0031 |
-0,0007 |
0,0005 |
-0,0004 |
|
| Beta |
1,044 |
0,927 |
0,482 |
0,390 |
0,462 |
0,695 |
|
| Korrelation |
0,916 |
0,741 |
0,454 |
0,384 |
0,388 |
0,441 |
|
| Treynor Ratio |
-0,044 |
-0,194 |
-0,471 |
-0,626 |
0,953 |
-0,782 |
|
| Tracking Error |
0,0080 |
0,010 |
0,015 |
0,021 |
0,018 |
0,025 |
|
| Relative Performance |
-3,321 |
-10,217 |
-12,695 |
-10,492 |
17,589 |
-51,216 |
|