18:38 New York (Handel von 09:30 - 16:00) 23:38 London (08:00 - 16:30) 00:38 Frankfurt (09:00 - 20:00) 08:38 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+3,96 |
+29,95 |
+25,37 |
+10,91 |
+269,90 |
+13,71 |
|
| Volatilität (%) |
23,49 |
40,24 |
45,60 |
54,64 |
55,09 |
55,43 |
|
| Sharpe Ratio |
-31,90 |
37,55 |
10,50 |
2,24 |
6,38 |
1,91 |
|
| Hoch |
37,59 |
37,59 |
37,59 |
42,96 |
42,96 |
46,81 |
|
| Tief |
34,37 |
27,54 |
23,56 |
20,51 |
6,07 |
6,07 |
|
| Ø-Preis |
36,02 |
33,08 |
28,75 |
31,46 |
22,41 |
25,06 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
12.055 |
11.535 |
8.128 |
10.539 |
6.135 |
6.587 |
|
| Max. Verlustperiode (Handelstage) |
2 |
3 |
40 |
152 |
152 |
1.097 |
|
| Max. Verlustperiode (Kalendertage) |
4 |
5 |
59 |
215 |
215 |
1.576 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-1,769 |
-0,023 |
-0,027 |
0,030 |
0,030 |
0,017 |
|
| Alpha |
-0,0092 |
-0,0004 |
-0,0005 |
0,0007 |
0,0007 |
0,0004 |
|
| Beta |
0,803 |
2,072 |
1,645 |
1,625 |
1,580 |
1,421 |
|
| Korrelation |
0,936 |
0,846 |
0,867 |
0,839 |
0,765 |
0,746 |
|
| Treynor Ratio |
-0,050 |
0,115 |
0,124 |
0,018 |
1,632 |
0,053 |
|
| Tracking Error |
0,0052 |
0,018 |
0,018 |
0,022 |
0,025 |
0,025 |
|
| Relative Performance |
-2,933 |
13,322 |
6,202 |
6,954 |
171,655 |
6,458 |
|