12:41 New York (Handel von 09:30 - 16:00) 17:41 London (08:00 - 16:30) 18:41 Frankfurt (09:00 - 20:00) 01:41 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-2,04 |
-13,42 |
-21,34 |
-19,38 |
+24,93 |
+2,97 |
|
| Volatilität (%) |
25,56 |
20,18 |
20,65 |
25,90 |
24,53 |
38,45 |
|
| Sharpe Ratio |
-82,85 |
-71,34 |
-33,13 |
-5,18 |
2,59 |
1,25 |
|
| Hoch |
807,95 |
899,73 |
1.028,42 |
1.028,42 |
1.123,95 |
1.123,95 |
|
| Tief |
778,96 |
778,96 |
778,96 |
744,72 |
618,48 |
380,73 |
|
| Ø-Preis |
794,12 |
856,56 |
930,00 |
897,25 |
912,38 |
837,08 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
18 |
54 |
144 |
327 |
434 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
28 |
82 |
214 |
497 |
682 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,318 |
-0,499 |
-0,261 |
-0,037 |
0,011 |
|
|
| Alpha |
-0,0071 |
-0,0057 |
-0,0032 |
-0,0006 |
0,0002 |
|
|
| Beta |
0,385 |
0,628 |
0,554 |
0,557 |
0,605 |
|
|
| Korrelation |
0,414 |
0,593 |
0,593 |
0,646 |
0,578 |
|
|
| Treynor Ratio |
-0,105 |
-0,246 |
-0,421 |
-0,384 |
0,379 |
|
|
| Tracking Error |
0,022 |
0,011 |
0,012 |
0,015 |
0,014 |
|
|
| Relative Performance |
-2,270 |
-7,177 |
-12,910 |
-7,040 |
-2,866 |
|
|