12:17 New York (Handel von 09:30 - 16:00) 17:17 London (08:00 - 16:30) 18:17 Frankfurt (09:00 - 20:00) 01:17 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,44 |
-8,14 |
-13,70 |
-12,56 |
+41,32 |
|
|
| Volatilität (%) |
16,80 |
16,96 |
17,55 |
23,71 |
22,34 |
|
|
| Sharpe Ratio |
-69,78 |
-54,57 |
-25,65 |
-3,55 |
3,71 |
|
|
| Hoch |
15,94 |
17,39 |
18,88 |
19,01 |
20,99 |
|
|
| Tief |
15,68 |
15,68 |
15,68 |
14,26 |
10,96 |
|
|
| Ø-Preis |
15,77 |
16,73 |
17,65 |
16,99 |
16,75 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
14 |
55 |
172 |
342 |
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
21 |
82 |
247 |
497 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,037 |
-0,292 |
-0,165 |
-0,019 |
0,024 |
|
|
| Alpha |
-0,0008 |
-0,0032 |
-0,0018 |
-0,0003 |
0,0003 |
|
|
| Beta |
0,093 |
0,524 |
0,502 |
0,522 |
0,549 |
|
|
| Korrelation |
0,151 |
0,572 |
0,626 |
0,662 |
0,574 |
|
|
| Treynor Ratio |
-0,242 |
-0,206 |
-0,325 |
-0,290 |
0,698 |
|
|
| Tracking Error |
0,023 |
0,011 |
0,011 |
0,014 |
0,014 |
|
|
| Relative Performance |
-0,477 |
-2,529 |
-5,861 |
-0,821 |
12,544 |
|
|
