12:11 New York (Handel von 09:30 - 16:00) 17:11 London (08:00 - 16:30) 18:11 Frankfurt (09:00 - 20:00) 01:11 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+4,39 |
-8,34 |
-27,98 |
-36,44 |
|
|
|
| Volatilität (%) |
17,62 |
38,03 |
30,15 |
34,09 |
|
|
|
| Sharpe Ratio |
53,22 |
-24,79 |
-30,52 |
-7,96 |
|
|
|
| Hoch |
81,89 |
91,95 |
114,31 |
144,18 |
|
|
|
| Tief |
78,87 |
75,05 |
75,05 |
75,05 |
|
|
|
| Ø-Preis |
80,13 |
84,26 |
94,59 |
114,30 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
16 |
59 |
175 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
1 |
26 |
89 |
258 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,385 |
-0,159 |
-0,247 |
-0,066 |
|
|
|
| Alpha |
0,013 |
-0,0042 |
-0,0048 |
-0,0015 |
|
|
|
| Beta |
-0,592 |
0,170 |
0,475 |
0,465 |
|
|
|
| Korrelation |
-0,912 |
0,085 |
0,348 |
0,407 |
|
|
|
| Treynor Ratio |
-0,031 |
-0,636 |
-0,640 |
-0,833 |
|
|
|
| Tracking Error |
0,034 |
0,027 |
0,019 |
0,022 |
|
|
|
| Relative Performance |
3,597 |
-2,583 |
-19,931 |
-24,440 |
|
|
|
