12:06 New York (Handel von 09:30 - 16:00) 17:06 London (08:00 - 16:30) 18:06 Frankfurt (09:00 - 20:00) 01:06 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,16 |
-6,54 |
-8,80 |
-12,87 |
+24,91 |
-22,24 |
|
| Volatilität (%) |
24,05 |
18,06 |
21,45 |
29,44 |
23,30 |
27,15 |
|
| Sharpe Ratio |
-18,34 |
-39,29 |
-13,30 |
-2,44 |
2,50 |
-0,40 |
|
| Hoch |
58,42 |
62,60 |
65,96 |
69,06 |
69,89 |
77,82 |
|
| Tief |
56,45 |
56,45 |
56,45 |
45,56 |
42,20 |
33,89 |
|
| Ø-Preis |
57,34 |
59,14 |
61,68 |
58,55 |
57,52 |
58,57 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
58.431 |
85.288 |
88.021 |
120.341 |
92.529 |
103.114 |
|
| Max. Verlustperiode (Handelstage) |
2 |
18 |
46 |
226 |
275 |
1.235 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
69 |
322 |
391 |
1.774 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,406 |
-0,244 |
-0,146 |
-0,043 |
-0,036 |
-0,023 |
|
| Alpha |
0,0003 |
-0,0006 |
-0,0002 |
-0,0001 |
-8,9640 |
-9,1301 |
|
| Beta |
1,001 |
0,998 |
0,985 |
0,998 |
1,000 |
0,992 |
|
| Korrelation |
0,999 |
0,981 |
0,994 |
0,998 |
0,997 |
0,995 |
|
| Treynor Ratio |
-0,012 |
-0,089 |
-0,113 |
-0,152 |
0,225 |
-0,247 |
|
| Tracking Error |
0,0008 |
0,0023 |
0,0015 |
0,0013 |
0,0011 |
0,0018 |
|
| Relative Performance |
0,133 |
-1,040 |
-1,094 |
-1,217 |
-3,896 |
-4,090 |
|