09:43 New York (Handel von 09:30 - 16:00) 14:43 London (08:00 - 16:30) 15:43 Frankfurt (09:00 - 20:00) 23:43 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,30 |
-3,13 |
+5,68 |
+5,88 |
+46,98 |
+10,20 |
|
| Volatilität (%) |
11,38 |
24,09 |
23,52 |
26,81 |
27,15 |
38,03 |
|
| Sharpe Ratio |
-92,30 |
-15,99 |
4,07 |
1,62 |
3,61 |
1,43 |
|
| Hoch |
45,57 |
47,40 |
47,40 |
47,40 |
47,40 |
69,90 |
|
| Tief |
44,56 |
43,63 |
38,47 |
32,92 |
25,87 |
22,17 |
|
| Ø-Preis |
44,99 |
45,45 |
43,61 |
40,84 |
37,51 |
36,03 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
1 |
3 |
3 |
2 |
2 |
|
| Max. Verlustperiode (Handelstage) |
3 |
12 |
24 |
159 |
159 |
917 |
|
| Max. Verlustperiode (Kalendertage) |
5 |
16 |
34 |
224 |
224 |
1.319 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-1,635 |
-0,270 |
0,057 |
0,018 |
0,033 |
0,013 |
|
| Alpha |
-0,0060 |
-0,0039 |
0,0011 |
0,0004 |
0,0008 |
0,0004 |
|
| Beta |
1,248 |
1,271 |
-0,103 |
-0,159 |
-0,132 |
-0,040 |
|
| Korrelation |
0,915 |
0,375 |
-0,072 |
-0,122 |
-0,096 |
-0,025 |
|
| Treynor Ratio |
-0,021 |
-0,043 |
-0,321 |
-0,220 |
-3,371 |
-1,934 |
|
| Tracking Error |
0,0037 |
0,015 |
0,020 |
0,023 |
0,023 |
0,029 |
|
| Relative Performance |
-2,076 |
-7,450 |
-4,072 |
0,228 |
-9,339 |
7,381 |
|