11:59 New York (Handel von 09:30 - 16:00) 16:59 London (08:00 - 16:30) 17:59 Frankfurt (09:00 - 20:00) 00:59 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,91 |
-0,79 |
-3,40 |
+3,60 |
+115,69 |
-11,90 |
+6,47 |
| Volatilität (%) |
7,44 |
13,70 |
18,85 |
27,85 |
29,07 |
33,29 |
33,43 |
| Sharpe Ratio |
-159,17 |
-16,99 |
-7,25 |
1,20 |
6,21 |
0,48 |
2,50 |
| Hoch |
25,90 |
25,90 |
26,39 |
30,49 |
30,49 |
32,90 |
65,80 |
| Tief |
24,50 |
22,11 |
22,11 |
21,50 |
11,41 |
10,28 |
16,05 |
| Ø-Preis |
25,10 |
25,01 |
25,27 |
24,58 |
21,53 |
20,76 |
33,52 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
139 |
71 |
44 |
58 |
52 |
53 |
43 |
| Max. Verlustperiode (Handelstage) |
4 |
17 |
33 |
208 |
208 |
1.178 |
878 |
| Max. Verlustperiode (Kalendertage) |
6 |
27 |
51 |
300 |
300 |
1.753 |
1.320 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,173 |
-0,0069 |
-0,018 |
0,018 |
0,051 |
0,0049 |
0,016 |
| Alpha |
-0,0027 |
-0,0001 |
-0,0003 |
0,0004 |
0,0010 |
0,0001 |
0,0004 |
| Beta |
0,139 |
0,107 |
0,175 |
0,293 |
0,327 |
0,228 |
0,164 |
| Korrelation |
0,446 |
0,145 |
0,207 |
0,311 |
0,260 |
0,190 |
0,134 |
| Treynor Ratio |
-0,216 |
-0,269 |
-0,312 |
0,052 |
3,472 |
-0,614 |
4,477 |
| Tracking Error |
0,016 |
0,014 |
0,017 |
0,021 |
0,020 |
0,025 |
0,025 |
| Relative Performance |
-1,702 |
4,924 |
4,516 |
15,443 |
87,105 |
6,419 |
46,520 |