11:38 New York (Handel von 09:30 - 16:00) 16:38 London (08:00 - 16:30) 17:38 Frankfurt (09:00 - 20:00) 00:38 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,66 |
+0,86 |
-9,78 |
-20,30 |
+36,70 |
-65,00 |
|
| Volatilität (%) |
12,59 |
17,71 |
23,18 |
27,91 |
31,02 |
47,29 |
|
| Sharpe Ratio |
-41,65 |
-4,56 |
-12,99 |
-4,66 |
2,99 |
-2,05 |
|
| Hoch |
15,46 |
15,85 |
17,19 |
20,13 |
24,89 |
45,05 |
|
| Tief |
15,06 |
14,92 |
14,84 |
14,42 |
10,96 |
8,05 |
|
| Ø-Preis |
15,15 |
15,16 |
15,71 |
16,81 |
17,81 |
18,01 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
1 |
4 |
7 |
21 |
49 |
46 |
|
| Max. Verlustperiode (Handelstage) |
3 |
19 |
60 |
205 |
313 |
999 |
|
| Max. Verlustperiode (Kalendertage) |
5 |
28 |
87 |
297 |
458 |
1.821 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,088 |
0,084 |
-0,068 |
-0,030 |
0,021 |
-0,020 |
|
| Alpha |
0,0019 |
0,0012 |
-0,0011 |
-0,0006 |
0,0004 |
-0,0006 |
|
| Beta |
-0,127 |
0,239 |
0,364 |
0,315 |
0,425 |
0,540 |
|
| Korrelation |
-0,240 |
0,238 |
0,338 |
0,331 |
0,319 |
0,342 |
|
| Treynor Ratio |
0,106 |
-0,048 |
-0,324 |
-0,709 |
0,816 |
-1,241 |
|
| Tracking Error |
0,022 |
0,014 |
0,016 |
0,021 |
0,020 |
0,030 |
|
| Relative Performance |
-0,055 |
6,653 |
-1,791 |
-8,378 |
8,284 |
-47,050 |
|