11:33 New York (Handel von 09:30 - 16:00) 16:33 London (08:00 - 16:30) 17:33 Frankfurt (09:00 - 20:00) 00:33 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-2,72 |
-4,97 |
-18,71 |
+7,35 |
+140,22 |
|
|
| Volatilität (%) |
32,51 |
33,11 |
34,15 |
41,51 |
35,07 |
|
|
| Sharpe Ratio |
-133,93 |
-25,39 |
-19,30 |
1,57 |
6,10 |
|
|
| Hoch |
70,30 |
73,95 |
85,37 |
97,54 |
97,54 |
|
|
| Tief |
65,58 |
64,70 |
64,70 |
57,70 |
25,86 |
|
|
| Ø-Preis |
68,92 |
70,12 |
73,77 |
75,34 |
54,82 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
91 |
418 |
271 |
489 |
334 |
|
|
| Max. Verlustperiode (Handelstage) |
3 |
17 |
58 |
183 |
183 |
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
26 |
85 |
261 |
261 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,255 |
0,0042 |
-0,108 |
0,020 |
0,054 |
|
|
| Alpha |
-0,0073 |
0,0001 |
-0,0023 |
0,0006 |
0,0013 |
|
|
| Beta |
1,324 |
0,712 |
0,581 |
0,016 |
0,176 |
|
|
| Korrelation |
0,633 |
0,352 |
0,362 |
0,011 |
0,118 |
|
|
| Treynor Ratio |
-0,031 |
-0,090 |
-0,348 |
3,845 |
7,949 |
|
|
| Tracking Error |
0,029 |
0,022 |
0,021 |
0,032 |
0,025 |
|
|
| Relative Performance |
-2,832 |
1,406 |
-10,219 |
19,929 |
113,281 |
|
|