14:36 New York (Handel von 09:30 - 16:00) 19:36 London (08:00 - 16:30) 20:36 Frankfurt (09:00 - 20:00) 03:36 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,53 |
-1,17 |
-1,33 |
-2,20 |
-3,63 |
-3,58 |
|
| Volatilität (%) |
4,07 |
3,03 |
2,68 |
3,13 |
9,13 |
10,44 |
|
| Sharpe Ratio |
-131,96 |
-52,54 |
-20,85 |
-5,55 |
-0,59 |
-0,13 |
|
| Hoch |
10,79 |
10,88 |
10,92 |
11,08 |
11,33 |
11,42 |
|
| Tief |
10,70 |
10,70 |
10,70 |
10,54 |
10,54 |
9,58 |
|
| Ø-Preis |
10,76 |
10,81 |
10,84 |
10,90 |
11,01 |
11,07 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
4 |
23 |
87 |
351 |
901 |
1.406 |
|
| Max. Verlustperiode (Kalendertage) |
4 |
23 |
87 |
353 |
905 |
1.410 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,119 |
-0,063 |
-0,017 |
-0,0047 |
-0,0037 |
-0,0007 |
|
| Alpha |
-0,0021 |
-0,0007 |
-0,0002 |
-0,0001 |
-0,0001 |
-6,3283 |
|
| Beta |
0,0014 |
0,0032 |
0,035 |
0,037 |
0,026 |
0,032 |
|
| Korrelation |
0,013 |
0,023 |
0,326 |
0,324 |
0,097 |
0,092 |
|
| Treynor Ratio |
-20,101 |
-10,729 |
-1,047 |
-1,220 |
-2,260 |
-1,857 |
|
| Tracking Error |
0,018 |
0,012 |
0,013 |
0,018 |
0,015 |
0,018 |
|
| Relative Performance |
-1,543 |
4,327 |
6,359 |
9,431 |
-32,332 |
14,523 |
|