13:15 New York (Handel von 09:30 - 16:00) 18:15 London (08:00 - 16:30) 19:15 Frankfurt (09:00 - 20:00) 03:15 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,46 |
+3,30 |
+9,06 |
-8,81 |
|
|
|
| Volatilität (%) |
6,12 |
8,27 |
12,74 |
19,07 |
|
|
|
| Sharpe Ratio |
-94,32 |
11,73 |
13,47 |
-3,14 |
|
|
|
| Hoch |
28,34 |
28,34 |
28,34 |
31,94 |
|
|
|
| Tief |
28,03 |
27,23 |
25,07 |
24,62 |
|
|
|
| Ø-Preis |
28,15 |
27,78 |
26,78 |
26,97 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
5 |
21 |
194 |
191 |
|
|
|
| Max. Verlustperiode (Handelstage) |
3 |
7 |
12 |
247 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
9 |
17 |
356 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,020 |
0,089 |
0,054 |
-0,015 |
|
|
|
| Alpha |
-0,0001 |
0,0009 |
0,0007 |
-0,0002 |
|
|
|
| Beta |
0,416 |
0,119 |
0,285 |
0,292 |
|
|
|
| Korrelation |
0,817 |
0,218 |
0,557 |
0,456 |
|
|
|
| Treynor Ratio |
-0,035 |
0,116 |
0,251 |
-0,367 |
|
|
|
| Tracking Error |
0,0058 |
0,010 |
0,013 |
0,017 |
|
|
|
| Relative Performance |
-0,864 |
-8,784 |
-6,632 |
-0,926 |
|
|
|