12:07 New York (Handel von 09:30 - 16:00) 17:07 London (08:00 - 16:30) 18:07 Frankfurt (09:00 - 20:00) 01:07 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,36 |
-6,78 |
-5,37 |
-14,42 |
+34,80 |
-17,07 |
|
| Volatilität (%) |
26,44 |
18,80 |
22,14 |
30,22 |
30,29 |
45,42 |
|
| Sharpe Ratio |
-67,32 |
-42,45 |
-9,53 |
-2,87 |
2,80 |
0,78 |
|
| Hoch |
23,24 |
24,56 |
25,32 |
26,95 |
36,59 |
36,67 |
|
| Tief |
22,23 |
22,23 |
22,23 |
18,65 |
15,49 |
10,25 |
|
| Ø-Preis |
22,73 |
23,59 |
24,11 |
23,00 |
25,34 |
24,44 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
246 |
277 |
223 |
325 |
425 |
326 |
|
| Max. Verlustperiode (Handelstage) |
2 |
19 |
35 |
245 |
394 |
1.074 |
|
| Max. Verlustperiode (Kalendertage) |
3 |
28 |
52 |
349 |
562 |
1.687 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-1,721 |
-0,206 |
-0,0093 |
-0,016 |
0,015 |
0,011 |
|
| Alpha |
-0,0082 |
-0,0016 |
-0,0001 |
-0,0003 |
0,0002 |
0,0002 |
|
| Beta |
1,063 |
0,833 |
0,705 |
0,610 |
0,710 |
0,912 |
|
| Korrelation |
0,970 |
0,789 |
0,691 |
0,595 |
0,554 |
0,581 |
|
| Treynor Ratio |
-0,042 |
-0,118 |
-0,120 |
-0,285 |
0,440 |
-0,219 |
|
| Tracking Error |
0,0047 |
0,0077 |
0,011 |
0,017 |
0,017 |
0,023 |
|
| Relative Performance |
-3,206 |
-2,058 |
1,529 |
-3,484 |
4,829 |
0,370 |
|