12:52 New York (Handel von 09:30 - 16:00) 17:52 London (08:00 - 16:30) 18:52 Frankfurt (09:00 - 20:00) 01:52 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,88 |
-11,54 |
-18,09 |
-20,59 |
+32,18 |
|
|
| Volatilität (%) |
34,42 |
30,68 |
27,57 |
32,62 |
32,79 |
|
|
| Sharpe Ratio |
-17,49 |
-37,21 |
-20,36 |
-3,84 |
2,65 |
|
|
| Hoch |
38,56 |
43,80 |
48,06 |
50,73 |
54,46 |
|
|
| Tief |
37,20 |
37,20 |
37,20 |
33,30 |
22,50 |
|
|
| Ø-Preis |
37,89 |
40,39 |
43,57 |
43,14 |
41,75 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
23 |
57 |
47 |
206 |
194 |
|
|
| Max. Verlustperiode (Handelstage) |
2 |
18 |
47 |
207 |
346 |
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
70 |
297 |
498 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,098 |
-0,172 |
-0,160 |
-0,029 |
0,012 |
|
|
| Alpha |
-0,0012 |
-0,0022 |
-0,0021 |
-0,0005 |
0,0002 |
|
|
| Beta |
1,275 |
1,350 |
0,838 |
0,712 |
0,886 |
|
|
| Korrelation |
0,895 |
0,784 |
0,661 |
0,648 |
0,632 |
|
|
| Treynor Ratio |
-0,013 |
-0,103 |
-0,244 |
-0,323 |
0,334 |
|
|
| Tracking Error |
0,012 |
0,013 |
0,013 |
0,017 |
0,016 |
|
|
| Relative Performance |
-0,314 |
-6,162 |
-10,485 |
-9,043 |
3,145 |
|
|