14:56 New York (Handel von 09:30 - 16:00) 19:56 London (08:00 - 16:30) 20:56 Frankfurt (09:00 - 20:00) 03:56 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,54 |
+0,93 |
+1,20 |
+6,61 |
-3,76 |
+21,50 |
|
| Volatilität (%) |
4,35 |
13,58 |
10,75 |
11,94 |
11,00 |
15,86 |
|
| Sharpe Ratio |
-130,91 |
-3,67 |
-0,94 |
1,98 |
-0,42 |
1,46 |
|
| Hoch |
17,70 |
17,70 |
17,70 |
19,02 |
19,94 |
19,94 |
|
| Tief |
17,23 |
16,74 |
16,25 |
16,19 |
15,09 |
14,12 |
|
| Ø-Preis |
17,61 |
17,38 |
17,11 |
17,46 |
17,34 |
16,93 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
5 |
12 |
49 |
186 |
959 |
959 |
|
| Max. Verlustperiode (Kalendertage) |
5 |
12 |
49 |
186 |
963 |
963 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,069 |
-0,0025 |
-0,0001 |
0,011 |
0,0013 |
0,0091 |
|
| Alpha |
-0,0012 |
-8,7101 |
-5,2224 |
0,0002 |
7,2959 |
0,0002 |
|
| Beta |
0,0073 |
-0,187 |
-0,180 |
-0,112 |
-0,102 |
-0,128 |
|
| Korrelation |
0,032 |
-0,344 |
-0,370 |
-0,271 |
-0,201 |
-0,238 |
|
| Treynor Ratio |
-3,407 |
0,054 |
0,041 |
-0,418 |
0,559 |
-1,526 |
|
| Tracking Error |
0,018 |
0,015 |
0,017 |
0,022 |
0,018 |
0,021 |
|
| Relative Performance |
-1,199 |
6,779 |
9,248 |
18,591 |
-32,113 |
39,963 |
|