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 (%) |
+2,20 |
-7,51 |
-13,06 |
-10,17 |
+40,75 |
|
|
| Volatilität (%) |
24,09 |
18,58 |
18,85 |
23,33 |
23,97 |
|
|
| Sharpe Ratio |
-21,98 |
-48,03 |
-23,63 |
-3,05 |
3,42 |
|
|
| Hoch |
18,06 |
19,80 |
21,58 |
21,58 |
23,09 |
|
|
| Tief |
17,48 |
17,48 |
17,48 |
15,72 |
12,43 |
|
|
| Ø-Preis |
17,75 |
18,80 |
20,01 |
19,13 |
18,99 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
593 |
448 |
401 |
346 |
495 |
|
|
| Max. Verlustperiode (Handelstage) |
2 |
16 |
56 |
146 |
349 |
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
22 |
83 |
208 |
498 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,0015 |
-0,275 |
-0,164 |
-0,014 |
0,020 |
|
|
| Alpha |
-6,2992 |
-0,0024 |
-0,0017 |
-0,0002 |
0,0003 |
|
|
| Beta |
0,887 |
0,754 |
0,581 |
0,530 |
0,655 |
|
|
| Korrelation |
0,884 |
0,722 |
0,668 |
0,667 |
0,635 |
|
|
| Treynor Ratio |
-0,016 |
-0,145 |
-0,282 |
-0,256 |
0,558 |
|
|
| Tracking Error |
0,0084 |
0,0087 |
0,011 |
0,014 |
0,013 |
|
|
| Relative Performance |
-0,091 |
-3,146 |
-6,418 |
0,361 |
10,157 |
|
|