13:01 New York (Handel von 09:30 - 16:00) 18:01 London (08:00 - 16:30) 19:01 Frankfurt (09:00 - 20:00) 02:01 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,49 |
-8,91 |
+22,41 |
+5,34 |
-37,34 |
|
|
| Volatilität (%) |
|
19,78 |
67,81 |
39,81 |
42,95 |
|
|
| Sharpe Ratio |
|
-49,83 |
14,90 |
1,80 |
-1,19 |
|
|
| Hoch |
91,57 |
100,04 |
100,19 |
100,19 |
150,79 |
|
|
| Tief |
91,13 |
89,82 |
72,78 |
72,78 |
38,16 |
|
|
| Ø-Preis |
91,35 |
94,70 |
88,58 |
85,42 |
93,26 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
18 |
19 |
165 |
671 |
|
|
| Max. Verlustperiode (Kalendertage) |
3 |
26 |
27 |
242 |
1.057 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
|
|
|
0,013 |
-0,022 |
|
| Alpha |
|
|
|
|
0,0002 |
-0,0005 |
|
| Beta |
|
|
|
|
1,284 |
1,076 |
|
| Korrelation |
|
|
|
|
0,729 |
0,710 |
|
| Treynor Ratio |
|
|
|
|
0,209 |
-0,389 |
|
| Tracking Error |
|
|
|
|
0,017 |
0,022 |
|
| Relative Performance |
|
|
|
|
8,560 |
-32,309 |
|
