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 (%) |
-4,26 |
-8,34 |
-4,89 |
-12,49 |
+61,85 |
|
|
| Volatilität (%) |
17,83 |
19,47 |
19,89 |
28,35 |
28,41 |
|
|
| Sharpe Ratio |
-123,43 |
-37,91 |
-5,99 |
-2,23 |
4,78 |
|
|
| Hoch |
20,22 |
21,49 |
22,05 |
22,26 |
29,06 |
|
|
| Tief |
19,78 |
19,78 |
19,78 |
16,14 |
11,68 |
|
|
| Ø-Preis |
20,08 |
20,80 |
21,00 |
19,61 |
20,60 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
17 |
31 |
225 |
362 |
|
|
| Max. Verlustperiode (Kalendertage) |
3 |
27 |
50 |
348 |
561 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,931 |
-0,117 |
0,036 |
-0,0060 |
0,037 |
|
|
| Alpha |
-0,0077 |
-0,0012 |
0,0004 |
-0,0001 |
0,0006 |
|
|
| Beta |
0,632 |
0,656 |
0,579 |
0,548 |
0,550 |
|
|
| Korrelation |
0,980 |
0,638 |
0,628 |
0,573 |
0,453 |
|
|
| Treynor Ratio |
-0,066 |
-0,127 |
-0,083 |
-0,229 |
1,152 |
|
|
| Tracking Error |
0,0083 |
0,011 |
0,011 |
0,017 |
0,017 |
|
|
| Relative Performance |
-2,374 |
-0,068 |
5,643 |
1,781 |
37,624 |
|
|
