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 (%) |
-2,00 |
-6,20 |
-19,47 |
-35,28 |
+46,06 |
|
|
| Volatilität (%) |
16,81 |
24,27 |
33,38 |
46,21 |
54,63 |
|
|
| Sharpe Ratio |
-193,06 |
-35,24 |
-19,36 |
-5,09 |
3,14 |
|
|
| Hoch |
9,52 |
10,39 |
11,86 |
16,38 |
19,39 |
|
|
| Tief |
9,14 |
9,14 |
9,14 |
8,67 |
6,31 |
|
|
| Ø-Preis |
9,37 |
9,78 |
10,46 |
11,72 |
12,84 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
5 |
3 |
9 |
19 |
|
|
| Max. Verlustperiode (Handelstage) |
3 |
16 |
56 |
203 |
313 |
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
23 |
83 |
300 |
464 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,365 |
-0,053 |
-0,128 |
-0,043 |
0,021 |
|
|
| Alpha |
-0,0062 |
-0,0007 |
-0,0020 |
-0,0010 |
0,0007 |
|
|
| Beta |
0,700 |
0,805 |
1,066 |
0,861 |
0,996 |
|
|
| Korrelation |
0,604 |
0,565 |
0,690 |
0,569 |
0,457 |
|
|
| Treynor Ratio |
-0,057 |
-0,102 |
-0,201 |
-0,433 |
0,442 |
|
|
| Tracking Error |
0,017 |
0,014 |
0,015 |
0,024 |
0,031 |
|
|
| Relative Performance |
-2,707 |
-0,405 |
-11,483 |
-23,354 |
17,652 |
|
|