12:23 New York (Handel von 09:30 - 16:00) 17:23 London (08:00 - 16:30) 18:23 Frankfurt (09:00 - 20:00) 01:23 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,37 |
-11,46 |
-19,03 |
-17,26 |
+28,10 |
-25,07 |
|
| Volatilität (%) |
37,59 |
31,57 |
30,23 |
32,59 |
33,93 |
45,76 |
|
| Sharpe Ratio |
-7,79 |
-35,24 |
-19,18 |
-3,00 |
2,45 |
0,60 |
|
| Hoch |
28,52 |
32,70 |
36,77 |
36,77 |
38,89 |
45,72 |
|
| Tief |
27,23 |
27,23 |
27,23 |
24,94 |
16,07 |
11,00 |
|
| Ø-Preis |
27,98 |
29,88 |
32,47 |
31,51 |
29,52 |
30,31 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
1.215 |
1.779 |
1.607 |
1.578 |
1.625 |
1.352 |
|
| Max. Verlustperiode (Handelstage) |
2 |
17 |
48 |
209 |
292 |
1.128 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
24 |
71 |
297 |
416 |
1.625 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,043 |
-0,139 |
-0,149 |
-0,019 |
0,0071 |
0,0093 |
|
| Alpha |
0,0007 |
-0,0018 |
-0,0021 |
-0,0003 |
0,0001 |
0,0002 |
|
| Beta |
1,309 |
1,432 |
0,930 |
0,776 |
1,016 |
1,116 |
|
| Korrelation |
0,838 |
0,809 |
0,669 |
0,706 |
0,697 |
0,668 |
|
| Treynor Ratio |
-0,0064 |
-0,095 |
-0,228 |
-0,251 |
0,254 |
-0,244 |
|
| Tracking Error |
0,016 |
0,013 |
0,014 |
0,015 |
0,015 |
0,022 |
|
| Relative Performance |
0,445 |
-5,855 |
-11,212 |
-5,515 |
-0,591 |
-6,836 |
|