08:50 New York (Handel von 09:30 - 16:00) 13:50 London (08:00 - 16:30) 14:50 Frankfurt (09:00 - 20:00) 22:50 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-3,90 |
+1,33 |
-9,28 |
+12,43 |
+56,57 |
+62,26 |
|
| Volatilität (%) |
15,51 |
26,83 |
31,56 |
39,24 |
40,26 |
51,29 |
|
| Sharpe Ratio |
-127,43 |
1,62 |
-7,41 |
2,93 |
3,52 |
2,77 |
|
| Hoch |
37,14 |
37,50 |
40,06 |
40,98 |
40,98 |
40,98 |
|
| Tief |
35,36 |
33,73 |
32,40 |
31,17 |
20,50 |
10,80 |
|
| Ø-Preis |
36,35 |
35,89 |
36,28 |
35,34 |
31,13 |
27,39 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
52 |
77 |
82 |
87 |
86 |
85 |
|
| Max. Verlustperiode (Handelstage) |
4 |
9 |
64 |
107 |
215 |
451 |
|
| Max. Verlustperiode (Kalendertage) |
6 |
13 |
91 |
152 |
303 |
652 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,248 |
-0,033 |
-0,138 |
0,027 |
0,029 |
0,026 |
|
| Alpha |
-0,0045 |
-0,0006 |
-0,0026 |
0,0008 |
0,0008 |
0,0009 |
|
| Beta |
-0,828 |
0,339 |
0,598 |
0,097 |
0,189 |
0,352 |
|
| Korrelation |
-0,647 |
0,191 |
0,472 |
0,071 |
0,117 |
0,185 |
|
| Treynor Ratio |
0,060 |
0,0093 |
-0,174 |
1,188 |
2,975 |
1,755 |
|
| Tracking Error |
0,018 |
0,018 |
0,019 |
0,030 |
0,028 |
0,034 |
|
| Relative Performance |
-4,355 |
-9,841 |
-24,165 |
21,346 |
13,485 |
66,195 |
|