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 (%) |
-4,28 |
-8,44 |
-5,23 |
-13,79 |
+54,80 |
+17,41 |
|
| Volatilität (%) |
17,83 |
19,48 |
19,91 |
28,35 |
28,41 |
37,60 |
|
| Sharpe Ratio |
-124,14 |
-38,42 |
-6,49 |
-2,58 |
4,42 |
1,80 |
|
| Hoch |
18,99 |
20,21 |
20,75 |
21,21 |
27,93 |
27,93 |
|
| Tief |
18,58 |
18,58 |
18,58 |
15,34 |
11,46 |
7,11 |
|
| Ø-Preis |
18,86 |
19,54 |
19,76 |
18,56 |
19,76 |
17,39 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
17 |
31 |
225 |
362 |
465 |
|
| Max. Verlustperiode (Kalendertage) |
3 |
27 |
50 |
348 |
561 |
817 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,937 |
-0,123 |
0,031 |
-0,0097 |
0,033 |
0,024 |
|
| Alpha |
-0,0078 |
-0,0013 |
0,0004 |
-0,0002 |
0,0006 |
0,0005 |
|
| Beta |
0,631 |
0,656 |
0,579 |
0,548 |
0,550 |
0,701 |
|
| Korrelation |
0,980 |
0,638 |
0,627 |
0,573 |
0,453 |
0,505 |
|
| Treynor Ratio |
-0,066 |
-0,128 |
-0,089 |
-0,254 |
1,021 |
0,496 |
|
| Tracking Error |
0,0083 |
0,011 |
0,011 |
0,017 |
0,017 |
0,022 |
|
| Relative Performance |
-2,396 |
-0,177 |
5,286 |
0,453 |
30,415 |
38,381 |
|