11:55 New York (Handel von 09:30 - 16:00) 16:55 London (08:00 - 16:30) 17:55 Frankfurt (09:00 - 20:00) 00:55 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,93 |
-8,36 |
-6,58 |
-21,75 |
+175,13 |
|
|
| Volatilität (%) |
|
24,89 |
28,28 |
33,70 |
40,69 |
|
|
| Sharpe Ratio |
|
-57,37 |
-12,10 |
-4,89 |
6,36 |
|
|
| Hoch |
38,85 |
42,75 |
44,44 |
49,30 |
62,00 |
|
|
| Tief |
37,40 |
37,40 |
37,40 |
33,32 |
12,80 |
|
|
| Ø-Preis |
38,13 |
40,07 |
41,68 |
40,66 |
41,59 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
11 |
24 |
27 |
35 |
63 |
|
|
| Max. Verlustperiode (Handelstage) |
1 |
13 |
25 |
228 |
534 |
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
25 |
48 |
361 |
803 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
-0,376 |
-0,079 |
-0,033 |
0,056 |
|
|
| Alpha |
|
-0,0073 |
-0,0018 |
-0,0010 |
0,0017 |
|
|
| Beta |
|
0,095 |
0,0018 |
-0,0078 |
0,079 |
|
|
| Korrelation |
|
0,072 |
0,0013 |
-0,0069 |
0,045 |
|
|
| Treynor Ratio |
|
-1,363 |
-61,606 |
33,453 |
20,963 |
|
|
| Tracking Error |
|
0,019 |
0,022 |
0,029 |
0,030 |
|
|
| Relative Performance |
|
-6,942 |
-2,976 |
-13,968 |
136,488 |
|
|