08:00 New York (Handel von 09:30 - 16:00) 13:00 London (08:00 - 16:30) 14:00 Frankfurt (09:00 - 20:00) 22:00 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 |
-0,32 |
-0,76 |
+13,53 |
|
|
|
| Volatilität (%) |
1,54 |
2,35 |
3,74 |
4,71 |
|
|
|
| Sharpe Ratio |
-410,38 |
-72,19 |
-19,01 |
15,12 |
|
|
|
| Hoch |
156.140,00 |
156.760,00 |
161.880,00 |
161.880,00 |
|
|
|
| Tief |
155.520,00 |
155.080,00 |
155.080,00 |
136.540,00 |
|
|
|
| Ø-Preis |
155.796,00 |
155.842,61 |
158.027,30 |
149.348,62 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
24.272.442 |
24.287.214 |
25.804.559 |
23.362.418 |
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
19 |
47 |
47 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
3 |
27 |
70 |
84 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,105 |
-0,018 |
-0,0084 |
0,030 |
|
|
|
| Alpha |
0,0009 |
-0,0002 |
-0,0001 |
0,0005 |
|
|
|
| Beta |
0,025 |
0,0034 |
0,0051 |
0,0084 |
|
|
|
| Korrelation |
0,193 |
0,022 |
0,036 |
0,049 |
|
|
|
| Treynor Ratio |
-0,648 |
-6,910 |
-5,458 |
13,740 |
|
|
|
| Tracking Error |
0,0087 |
0,0099 |
0,017 |
0,018 |
|
|
|
| Relative Performance |
-1,001 |
-12,515 |
-16,569 |
21,305 |
|
|
|
