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 (%) |
-0,02 |
+2,13 |
-0,99 |
-2,19 |
+47,38 |
+48,65 |
|
| Volatilität (%) |
9,18 |
16,27 |
10,32 |
10,51 |
13,22 |
11,28 |
|
| Sharpe Ratio |
-174,03 |
1,20 |
-7,85 |
-2,22 |
6,46 |
4,70 |
|
| Hoch |
282,34 |
282,34 |
285,08 |
307,98 |
307,98 |
307,98 |
|
| Tief |
280,67 |
269,12 |
269,12 |
269,12 |
156,16 |
156,16 |
|
| Ø-Preis |
281,76 |
274,69 |
278,00 |
289,17 |
239,09 |
223,89 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
11 |
56 |
182 |
182 |
529 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
18 |
84 |
261 |
261 |
819 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
|
|
|
0,052 |
0,022 |
|
| Alpha |
|
|
|
|
0,0008 |
0,0004 |
|
| Beta |
|
|
|
|
-0,097 |
0,064 |
|
| Korrelation |
|
|
|
|
-0,195 |
0,143 |
|
| Treynor Ratio |
|
|
|
|
-3,665 |
5,494 |
|
| Tracking Error |
|
|
|
|
0,015 |
0,019 |
|
| Relative Performance |
|
|
|
|
-14,660 |
20,146 |
|