11:53 New York (Handel von 09:30 - 16:00) 16:53 London (08:00 - 16:30) 17:53 Frankfurt (09:00 - 20:00) 00:53 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,03 |
+0,09 |
+0,06 |
-8,04 |
+72,97 |
-23,09 |
|
| Volatilität (%) |
0,21 |
0,28 |
0,28 |
6,96 |
12,30 |
17,73 |
|
| Sharpe Ratio |
-3.863,63 |
-564,82 |
-184,68 |
-9,45 |
9,21 |
-1,61 |
|
| Hoch |
32,96 |
32,97 |
32,97 |
36,02 |
36,02 |
42,86 |
|
| Tief |
32,95 |
32,92 |
32,91 |
32,59 |
19,05 |
19,04 |
|
| Ø-Preis |
32,95 |
32,95 |
32,93 |
33,89 |
30,74 |
32,00 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
3 |
5 |
40 |
194 |
194 |
1.214 |
|
| Max. Verlustperiode (Kalendertage) |
3 |
8 |
61 |
282 |
282 |
1.816 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,0038 |
0,0041 |
0,0005 |
-0,017 |
0,046 |
-0,0090 |
|
| Alpha |
-0,0001 |
9,9555 |
5,7072 |
-0,0003 |
0,0008 |
-0,0002 |
|
| Beta |
-0,0049 |
0,0005 |
-0,0024 |
0,0049 |
0,020 |
0,0021 |
|
| Korrelation |
-0,558 |
0,034 |
-0,187 |
0,021 |
0,036 |
0,0032 |
|
| Treynor Ratio |
4,185 |
-36,673 |
8,174 |
-20,511 |
35,980 |
-127,235 |
|
| Tracking Error |
0,018 |
0,012 |
0,014 |
0,019 |
0,017 |
0,022 |
|
| Relative Performance |
-0,743 |
5,887 |
8,052 |
3,886 |
44,554 |
-23,307 |
|