12:00 New York (Handel von 09:30 - 16:00) 17:00 London (08:00 - 16:30) 18:00 Frankfurt (09:00 - 20:00) 01:00 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-2,53 |
-11,92 |
-12,17 |
-6,13 |
+36,60 |
|
|
| Volatilität (%) |
4,19 |
47,41 |
59,69 |
60,34 |
43,41 |
|
|
| Sharpe Ratio |
-825,60 |
-29,20 |
-5,68 |
0,78 |
2,79 |
|
|
| Hoch |
20,68 |
22,89 |
24,42 |
24,43 |
24,43 |
|
|
| Tief |
19,77 |
19,77 |
19,77 |
19,17 |
14,56 |
|
|
| Ø-Preis |
20,26 |
21,19 |
22,19 |
22,14 |
19,76 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
3 |
18 |
56 |
201 |
201 |
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
28 |
84 |
303 |
303 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,786 |
-0,280 |
-0,055 |
0,012 |
0,023 |
|
|
| Alpha |
-0,015 |
-0,010 |
-0,0024 |
0,0005 |
0,0007 |
|
|
| Beta |
0,108 |
-0,722 |
-0,394 |
0,296 |
0,230 |
|
|
| Korrelation |
0,716 |
-0,287 |
-0,145 |
0,147 |
0,124 |
|
|
| Treynor Ratio |
-0,595 |
0,216 |
0,403 |
-0,335 |
1,388 |
|
|
| Tracking Error |
0,019 |
0,036 |
0,043 |
0,040 |
0,030 |
|
|
| Relative Performance |
-4,636 |
-7,369 |
-5,425 |
4,409 |
6,169 |
|
|
