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 (%) |
-0,39 |
-0,74 |
-4,50 |
-7,97 |
|
|
|
| Volatilität (%) |
7,12 |
6,59 |
8,86 |
9,11 |
|
|
|
| Sharpe Ratio |
-132,54 |
-32,71 |
-19,07 |
-6,70 |
|
|
|
| Hoch |
48,85 |
49,06 |
50,65 |
54,81 |
|
|
|
| Tief |
48,37 |
48,01 |
48,01 |
48,01 |
|
|
|
| Ø-Preis |
48,55 |
48,57 |
49,08 |
51,32 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
6 |
8 |
17 |
35 |
|
|
|
| Max. Verlustperiode (Handelstage) |
3 |
17 |
61 |
248 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
3 |
24 |
90 |
353 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,067 |
-0,045 |
-0,052 |
-0,016 |
|
|
|
| Alpha |
-0,0011 |
-0,0006 |
-0,0008 |
-0,0003 |
|
|
|
| Beta |
0,081 |
-0,077 |
-0,056 |
-0,022 |
|
|
|
| Korrelation |
0,270 |
-0,206 |
-0,136 |
-0,073 |
|
|
|
| Treynor Ratio |
-0,297 |
0,358 |
1,164 |
4,499 |
|
|
|
| Tracking Error |
0,017 |
0,013 |
0,016 |
0,020 |
|
|
|
| Relative Performance |
-1,104 |
5,057 |
3,490 |
3,952 |
|
|
|