19:49 New York (Handel von 09:30 - 16:00) 00:49 London (08:00 - 16:30) 01:49 Frankfurt (09:00 - 20:00) 09:49 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,80 |
+13,97 |
+8,01 |
-30,74 |
+16,73 |
-50,58 |
+38,42 |
| Volatilität (%) |
33,35 |
35,00 |
39,25 |
52,23 |
52,82 |
54,98 |
45,41 |
| Sharpe Ratio |
-43,02 |
23,52 |
4,83 |
-2,97 |
2,20 |
0,11 |
1,97 |
| Hoch |
50,20 |
50,20 |
50,20 |
70,63 |
76,25 |
186,85 |
186,85 |
| Tief |
46,81 |
40,88 |
37,77 |
30,24 |
27,12 |
27,12 |
19,90 |
| Ø-Preis |
48,41 |
45,65 |
43,41 |
46,97 |
46,03 |
71,16 |
62,58 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
34.734 |
40.676 |
30.439 |
51.352 |
38.782 |
68.691 |
50.113 |
| Max. Verlustperiode (Handelstage) |
2 |
3 |
30 |
253 |
287 |
1.087 |
858 |
| Max. Verlustperiode (Kalendertage) |
4 |
5 |
43 |
358 |
412 |
1.562 |
1.235 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,825 |
-0,012 |
-0,077 |
-0,031 |
-0,0070 |
-0,0043 |
0,0070 |
| Alpha |
-0,016 |
-0,0002 |
-0,0012 |
-0,0007 |
-0,0002 |
-0,0001 |
0,0002 |
| Beta |
2,869 |
1,339 |
1,284 |
1,261 |
1,327 |
1,300 |
1,071 |
| Korrelation |
0,990 |
0,574 |
0,815 |
0,708 |
0,633 |
0,633 |
0,608 |
| Treynor Ratio |
-0,0092 |
0,102 |
0,071 |
-0,261 |
0,029 |
-0,408 |
0,057 |
| Tracking Error |
0,019 |
0,019 |
0,015 |
0,024 |
0,026 |
0,028 |
0,023 |
| Relative Performance |
-2,127 |
3,436 |
-4,776 |
-23,211 |
-38,839 |
-48,745 |
-31,617 |