14:01 New York (Handel von 09:30 - 16:00) 19:01 London (08:00 - 16:30) 20:01 Frankfurt (09:00 - 20:00) 03:01 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,18 |
-5,48 |
-7,75 |
-11,84 |
+28,53 |
-18,19 |
|
| Volatilität (%) |
20,70 |
16,34 |
20,55 |
29,42 |
22,96 |
27,31 |
|
| Sharpe Ratio |
-27,83 |
-39,72 |
-12,93 |
-2,27 |
2,75 |
-0,17 |
|
| Hoch |
6.431,86 |
6.844,80 |
7.169,15 |
7.490,62 |
7.529,69 |
8.104,05 |
|
| Tief |
6.214,71 |
6.214,71 |
6.214,71 |
5.044,75 |
4.562,11 |
3.619,37 |
|
| Ø-Preis |
6.324,96 |
6.515,11 |
6.749,81 |
6.390,27 |
6.225,72 |
6.268,87 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
240 |
|
| Max. Verlustperiode (Handelstage) |
2 |
18 |
45 |
226 |
274 |
1.232 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
66 |
322 |
388 |
1.774 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,020 |
-0,145 |
-0,053 |
-0,0067 |
0,0030 |
-0,0006 |
|
| Alpha |
-0,0001 |
-0,0006 |
-0,0002 |
-8,7169 |
6,2353 |
-5,3312 |
|
| Beta |
0,794 |
0,869 |
0,923 |
0,953 |
0,949 |
0,955 |
|
| Korrelation |
0,919 |
0,943 |
0,972 |
0,955 |
0,961 |
0,952 |
|
| Treynor Ratio |
-0,019 |
-0,093 |
-0,112 |
-0,151 |
0,271 |
-0,217 |
|
| Tracking Error |
0,0070 |
0,0038 |
0,0032 |
0,0056 |
0,0041 |
0,0054 |
|
| Relative Performance |
-0,200 |
-0,307 |
-0,365 |
-0,494 |
-0,733 |
-0,338 |
|