13:02 New York (Handel von 09:30 - 16:00) 18:02 London (08:00 - 16:30) 19:02 Frankfurt (09:00 - 20:00) 02:02 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-4,27 |
-15,60 |
-29,59 |
-32,61 |
+47,55 |
|
|
| Volatilität (%) |
32,11 |
22,86 |
19,67 |
30,53 |
32,29 |
|
|
| Sharpe Ratio |
-78,40 |
-68,94 |
-49,25 |
-7,65 |
3,42 |
|
|
| Hoch |
51,25 |
58,67 |
69,68 |
74,91 |
88,94 |
|
|
| Tief |
48,71 |
48,71 |
48,71 |
48,71 |
30,98 |
|
|
| Ø-Preis |
49,49 |
54,65 |
60,69 |
65,00 |
58,53 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
4 |
15 |
60 |
246 |
320 |
|
|
| Max. Verlustperiode (Kalendertage) |
6 |
22 |
90 |
358 |
464 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,246 |
-0,462 |
-0,307 |
-0,052 |
0,028 |
|
|
| Alpha |
-0,0091 |
-0,0089 |
-0,0058 |
-0,0014 |
0,0007 |
|
|
| Beta |
-0,849 |
-0,025 |
-0,0026 |
-0,024 |
0,064 |
|
|
| Korrelation |
-0,643 |
-0,020 |
-0,0030 |
-0,023 |
0,046 |
|
|
| Treynor Ratio |
0,074 |
7,109 |
119,230 |
14,597 |
7,154 |
|
|
| Tracking Error |
0,037 |
0,019 |
0,019 |
0,027 |
0,025 |
|
|
| Relative Performance |
-4,985 |
-9,807 |
-21,601 |
-20,686 |
19,137 |
|
|
