18:15 New York (Handel von 09:30 - 16:00) 23:15 London (08:00 - 16:30) 00:15 Frankfurt (09:00 - 20:00) 07:15 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,69 |
-7,85 |
-16,48 |
-19,72 |
+23,94 |
+12,32 |
+142,60 |
| Volatilität (%) |
13,20 |
12,34 |
14,29 |
17,32 |
17,48 |
22,93 |
21,91 |
| Sharpe Ratio |
-69,79 |
-44,84 |
-24,71 |
-5,58 |
2,14 |
1,08 |
3,18 |
| Hoch |
1.677,50 |
1.677,50 |
1.732,50 |
1.912,20 |
1.912,20 |
2.536,00 |
2.536,00 |
| Tief |
1.402,20 |
1.402,20 |
1.402,20 |
1.339,20 |
932,00 |
745,00 |
418,00 |
| Ø-Preis |
1.439,50 |
1.492,06 |
1.585,45 |
1.632,16 |
1.575,90 |
1.507,93 |
1.119,49 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
4 |
26 |
87 |
277 |
277 |
1.537 |
1.107 |
| Max. Verlustperiode (Kalendertage) |
4 |
26 |
87 |
277 |
277 |
1.542 |
1.108 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,361 |
-0,356 |
-0,209 |
-0,038 |
0,015 |
0,012 |
0,022 |
| Alpha |
-0,0064 |
-0,0048 |
-0,0025 |
-0,0007 |
0,0002 |
0,0002 |
0,0004 |
| Beta |
0,195 |
0,106 |
0,441 |
0,263 |
0,369 |
0,328 |
0,184 |
| Korrelation |
0,299 |
0,139 |
0,565 |
0,377 |
0,415 |
0,333 |
0,207 |
| Treynor Ratio |
-0,227 |
-1,085 |
-0,433 |
-0,829 |
0,622 |
0,289 |
8,642 |
| Tracking Error |
0,018 |
0,014 |
0,012 |
0,018 |
0,015 |
0,020 |
0,020 |
| Relative Performance |
-3,124 |
-3,172 |
-9,104 |
-8,553 |
-1,705 |
29,887 |
131,855 |