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 |
-13,47 |
-21,49 |
-19,99 |
+22,14 |
-0,77 |
|
| Volatilität (%) |
25,61 |
20,23 |
20,66 |
25,90 |
24,54 |
38,45 |
|
| Sharpe Ratio |
-82,72 |
-71,41 |
-33,36 |
-5,38 |
2,39 |
1,12 |
|
| Hoch |
97,12 |
108,21 |
123,83 |
123,83 |
136,50 |
136,50 |
|
| Tief |
93,63 |
93,63 |
93,63 |
89,95 |
75,97 |
46,99 |
|
| Ø-Preis |
95,46 |
102,99 |
111,89 |
108,26 |
110,89 |
102,41 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
18 |
54 |
144 |
327 |
532 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
28 |
82 |
214 |
497 |
834 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,318 |
-0,501 |
-0,263 |
-0,039 |
0,0090 |
|
|
| Alpha |
-0,0071 |
-0,0057 |
-0,0032 |
-0,0006 |
0,0001 |
|
|
| Beta |
0,386 |
0,630 |
0,555 |
0,557 |
0,605 |
|
|
| Korrelation |
0,414 |
0,594 |
0,593 |
0,647 |
0,578 |
|
|
| Treynor Ratio |
-0,105 |
-0,246 |
-0,423 |
-0,395 |
0,333 |
|
|
| Tracking Error |
0,022 |
0,011 |
0,012 |
0,015 |
0,014 |
|
|
| Relative Performance |
-2,272 |
-7,228 |
-13,061 |
-7,651 |
-5,663 |
|
|