00:43 New York (Handel von 09:30 - 16:00) 05:43 London (08:00 - 16:30) 06:43 Frankfurt (09:00 - 20:00) 14:43 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,16 |
+7,77 |
+1,19 |
+31,41 |
+83,07 |
+159,88 |
|
| Volatilität (%) |
23,35 |
25,13 |
24,34 |
31,68 |
28,63 |
31,28 |
|
| Sharpe Ratio |
-72,32 |
39,09 |
-1,44 |
13,36 |
11,48 |
10,31 |
|
| Hoch |
1.407,00 |
1.407,00 |
1.407,00 |
1.441,00 |
1.441,00 |
1.441,00 |
|
| Tief |
1.276,00 |
1.184,00 |
1.183,00 |
971,00 |
636,00 |
464,00 |
|
| Ø-Preis |
1.283,33 |
1.252,70 |
1.237,32 |
1.127,10 |
915,09 |
767,63 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
2 |
15 |
42 |
76 |
76 |
|
| Max. Verlustperiode (Kalendertage) |
4 |
7 |
59 |
154 |
269 |
269 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-1,015 |
0,313 |
-0,042 |
0,067 |
0,070 |
0,059 |
|
| Alpha |
-0,014 |
0,0073 |
-0,0010 |
0,0028 |
0,0023 |
0,0021 |
|
| Beta |
0,596 |
0,112 |
0,286 |
-0,239 |
-0,128 |
-0,068 |
|
| Korrelation |
1,000 |
0,121 |
0,481 |
-0,357 |
-0,178 |
-0,096 |
|
| Treynor Ratio |
-0,036 |
0,516 |
-0,028 |
-1,233 |
-6,314 |
-23,288 |
|
| Tracking Error |
0,014 |
0,023 |
0,023 |
0,042 |
0,034 |
0,036 |
|
| Relative Performance |
-4,728 |
-1,759 |
-12,109 |
39,181 |
37,651 |
162,148 |
|