12:51 New York (Handel von 09:30 - 16:00) 17:51 London (08:00 - 16:30) 18:51 Frankfurt (09:00 - 20:00) 01:51 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,01 |
-0,19 |
+1,35 |
-8,16 |
+22,18 |
|
|
| Volatilität (%) |
|
12,00 |
11,43 |
10,70 |
22,93 |
|
|
| Sharpe Ratio |
|
-17,63 |
-1,27 |
-6,10 |
4,63 |
|
|
| Hoch |
69,12 |
69,12 |
69,12 |
76,18 |
76,18 |
|
|
| Tief |
68,42 |
66,66 |
65,39 |
65,39 |
53,23 |
|
|
| Ø-Preis |
68,77 |
67,98 |
67,18 |
70,45 |
70,40 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
12 |
27 |
197 |
197 |
|
|
| Max. Verlustperiode (Kalendertage) |
3 |
20 |
42 |
298 |
298 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
|
|
-0,0050 |
0,051 |
|
|
| Alpha |
|
|
|
-0,0001 |
0,0010 |
|
|
| Beta |
|
|
|
0,302 |
-0,071 |
|
|
| Korrelation |
|
|
|
0,420 |
-0,055 |
|
|
| Treynor Ratio |
|
|
|
-0,072 |
-3,738 |
|
|
| Tracking Error |
|
|
|
0,010 |
0,020 |
|
|
| Relative Performance |
|
|
|
0,099 |
15,131 |
|
|
