12:40 New York (Handel von 09:30 - 16:00) 17:40 London (08:00 - 16:30) 18:40 Frankfurt (09:00 - 20:00) 01:40 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,37 |
+0,21 |
-1,81 |
+0,16 |
-52,58 |
-27,63 |
|
| Volatilität (%) |
33,72 |
14,07 |
11,33 |
37,40 |
42,37 |
42,86 |
|
| Sharpe Ratio |
-37,08 |
-12,93 |
-10,77 |
0,77 |
-3,93 |
0,13 |
|
| Hoch |
18,99 |
19,19 |
19,39 |
24,70 |
41,00 |
47,50 |
|
| Tief |
18,56 |
18,56 |
18,56 |
12,85 |
12,85 |
12,85 |
|
| Ø-Preis |
18,82 |
18,98 |
19,04 |
18,82 |
24,81 |
26,32 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
1 |
7 |
9 |
9 |
23 |
92 |
|
| Max. Verlustperiode (Handelstage) |
1 |
8 |
45 |
122 |
530 |
591 |
|
| Max. Verlustperiode (Kalendertage) |
5 |
16 |
85 |
206 |
1.095 |
1.196 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-2,081 |
0,017 |
-0,024 |
0,0099 |
-0,036 |
0,0018 |
|
| Alpha |
-0,059 |
0,0002 |
-0,0004 |
0,0003 |
-0,0011 |
0,0001 |
|
| Beta |
17,246 |
0,017 |
-0,048 |
0,064 |
0,134 |
0,203 |
|
| Korrelation |
1,000 |
0,022 |
-0,105 |
0,060 |
0,090 |
0,144 |
|
| Treynor Ratio |
-0,0009 |
-1,056 |
0,794 |
-0,287 |
-4,079 |
-1,461 |
|
| Tracking Error |
0,028 |
0,015 |
0,018 |
0,032 |
0,032 |
0,032 |
|
| Relative Performance |
-0,342 |
6,007 |
6,181 |
12,082 |
-80,996 |
-9,239 |
|