10:25 New York (Handel von 09:30 - 16:00) 15:25 London (08:00 - 16:30) 16:25 Frankfurt (09:00 - 20:00) 00:25 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-12,36 |
-12,36 |
+52,67 |
+220,85 |
+262,28 |
|
|
| Volatilität (%) |
|
|
591,75 |
314,82 |
124,28 |
|
|
| Sharpe Ratio |
|
|
46,37 |
46,37 |
8,57 |
|
|
| Hoch |
381,59 |
381,59 |
381,59 |
381,59 |
381,59 |
|
|
| Tief |
334,42 |
334,42 |
195,22 |
103,88 |
28,75 |
|
|
| Ø-Preis |
358,01 |
358,01 |
282,57 |
185,29 |
67,69 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
1 |
1 |
1 |
227 |
|
|
| Max. Verlustperiode (Kalendertage) |
31 |
31 |
32 |
32 |
456 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
|
|
0,630 |
0,182 |
|
|
| Alpha |
|
|
|
0,454 |
0,020 |
|
|
| Beta |
|
|
|
18,185 |
-0,266 |
|
|
| Korrelation |
|
|
|
1,000 |
-0,063 |
|
|
| Treynor Ratio |
|
|
|
0,038 |
-39,852 |
|
|
| Tracking Error |
|
|
|
0,721 |
0,111 |
|
|
| Relative Performance |
|
|
|
71,815 |
1.004,186 |
|
|