04:42 New York (Handel von 09:30 - 16:00) 09:42 London (08:00 - 16:30) 10:42 Frankfurt (09:00 - 20:00) 18:42 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+3,48 |
+3,38 |
+2,84 |
-8,68 |
-20,54 |
|
|
| Volatilität (%) |
1,72 |
1,92 |
2,72 |
5,27 |
7,26 |
|
|
| Sharpe Ratio |
-1.034,27 |
-113,32 |
-28,70 |
-18,03 |
-7,21 |
|
|
| Hoch |
78,40 |
78,53 |
79,42 |
88,84 |
104,68 |
|
|
| Tief |
78,21 |
78,10 |
77,53 |
77,53 |
77,53 |
|
|
| Ø-Preis |
78,28 |
78,32 |
78,47 |
80,92 |
88,39 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
14 |
48 |
244 |
825 |
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
22 |
70 |
360 |
1.075 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
|
|
0,036 |
-0,046 |
|
|
| Alpha |
|
|
|
0,0004 |
-0,0006 |
|
|
| Beta |
|
|
|
0,103 |
0,348 |
|
|
| Korrelation |
|
|
|
0,222 |
0,704 |
|
|
| Treynor Ratio |
|
|
|
0,060 |
-0,615 |
|
|
| Tracking Error |
|
|
|
0,011 |
0,013 |
|
|
| Relative Performance |
|
|
|
-0,551 |
-33,228 |
|
|