18:09 New York (Handel von 09:30 - 16:00) 23:09 London (08:00 - 16:30) 00:09 Frankfurt (09:00 - 20:00) 07:09 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,58 |
-2,82 |
-4,85 |
-10,85 |
-16,88 |
-11,54 |
|
| Volatilität (%) |
7,06 |
9,38 |
11,57 |
13,33 |
13,27 |
14,12 |
|
| Sharpe Ratio |
-77,53 |
-26,10 |
-9,96 |
-3,92 |
-1,80 |
-0,42 |
|
| Hoch |
55,20 |
56,31 |
57,74 |
63,31 |
71,03 |
72,69 |
|
| Tief |
53,46 |
53,46 |
53,46 |
53,46 |
53,46 |
53,46 |
|
| Ø-Preis |
54,80 |
55,01 |
55,85 |
58,19 |
60,96 |
62,02 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
4 |
30 |
87 |
351 |
942 |
1.408 |
|
| Max. Verlustperiode (Kalendertage) |
4 |
30 |
87 |
353 |
946 |
1.412 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,075 |
-0,106 |
-0,055 |
-0,020 |
-0,018 |
-0,0034 |
|
| Alpha |
-0,0016 |
-0,0014 |
-0,0008 |
-0,0003 |
-0,0003 |
-0,0001 |
|
| Beta |
-0,199 |
-0,042 |
0,039 |
0,198 |
0,145 |
0,088 |
|
| Korrelation |
-0,569 |
-0,096 |
0,102 |
0,428 |
0,252 |
0,177 |
|
| Treynor Ratio |
0,141 |
1,032 |
-1,812 |
-0,633 |
-1,324 |
-1,553 |
|
| Tracking Error |
0,022 |
0,013 |
0,014 |
0,017 |
0,015 |
0,018 |
|
| Relative Performance |
-1,508 |
3,916 |
2,935 |
0,700 |
-43,876 |
6,656 |
|