11:49 New York (Handel von 09:30 - 16:00) 16:49 London (08:00 - 16:30) 17:49 Frankfurt (09:00 - 20:00) 00:49 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
|
-5,29 |
-12,48 |
-14,44 |
+26,62 |
+7,13 |
|
| Volatilität (%) |
4,86 |
15,56 |
20,81 |
21,54 |
21,41 |
29,67 |
|
| Sharpe Ratio |
-553,97 |
-52,92 |
-21,85 |
-5,25 |
2,46 |
1,01 |
|
| Hoch |
18,79 |
19,95 |
22,01 |
23,33 |
25,74 |
25,74 |
|
| Tief |
18,22 |
18,22 |
18,22 |
17,78 |
13,81 |
9,75 |
|
| Ø-Preis |
18,50 |
19,27 |
20,37 |
20,62 |
20,65 |
18,75 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
3 |
16 |
49 |
223 |
357 |
661 |
|
| Max. Verlustperiode (Kalendertage) |
5 |
22 |
70 |
317 |
506 |
954 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,529 |
-0,279 |
-0,138 |
-0,029 |
0,014 |
0,015 |
|
| Alpha |
-0,010 |
-0,0040 |
-0,0022 |
-0,0006 |
0,0002 |
0,0003 |
|
| Beta |
0,096 |
0,116 |
0,323 |
0,248 |
0,296 |
0,472 |
|
| Korrelation |
0,544 |
0,132 |
0,329 |
0,334 |
0,317 |
0,399 |
|
| Treynor Ratio |
-0,527 |
-0,875 |
-0,531 |
-0,768 |
0,703 |
0,404 |
|
| Tracking Error |
0,019 |
0,014 |
0,016 |
0,019 |
0,017 |
0,022 |
|
| Relative Performance |
-3,265 |
-1,920 |
-6,707 |
-4,687 |
-5,023 |
22,752 |
|