12:29 New York (Handel von 09:30 - 16:00) 17:29 London (08:00 - 16:30) 18:29 Frankfurt (09:00 - 20:00) 01:29 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+2,24 |
-7,06 |
-20,16 |
+12,33 |
+187,54 |
|
|
| Volatilität (%) |
14,60 |
48,90 |
37,74 |
39,58 |
38,95 |
|
|
| Sharpe Ratio |
67,34 |
-10,10 |
-14,33 |
3,10 |
6,88 |
|
|
| Hoch |
22,39 |
23,69 |
26,98 |
26,98 |
26,98 |
|
|
| Tief |
20,95 |
18,80 |
18,80 |
15,30 |
7,00 |
|
|
| Ø-Preis |
21,54 |
21,56 |
23,74 |
21,57 |
15,12 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
136 |
286 |
223 |
190 |
119 |
|
|
| Max. Verlustperiode (Handelstage) |
1 |
20 |
61 |
69 |
160 |
|
|
| Max. Verlustperiode (Kalendertage) |
1 |
29 |
90 |
95 |
239 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,519 |
-0,069 |
-0,103 |
0,033 |
0,060 |
|
|
| Alpha |
0,011 |
-0,0023 |
-0,0025 |
0,0009 |
0,0016 |
|
|
| Beta |
-0,114 |
-0,089 |
0,427 |
0,259 |
0,350 |
|
|
| Korrelation |
-0,184 |
-0,033 |
0,248 |
0,192 |
0,209 |
|
|
| Treynor Ratio |
-0,226 |
0,782 |
-0,477 |
0,498 |
5,496 |
|
|
| Tracking Error |
0,022 |
0,033 |
0,024 |
0,028 |
0,026 |
|
|
| Relative Performance |
3,859 |
0,861 |
-10,343 |
26,817 |
165,695 |
|
|