18:47 New York (Handel von 09:30 - 16:00) 23:47 London (08:00 - 16:30) 00:47 Frankfurt (09:00 - 20:00) 08:47 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+2,76 |
+22,57 |
+34,88 |
-18,04 |
+20,35 |
-48,37 |
+15,24 |
| Volatilität (%) |
43,51 |
33,22 |
44,54 |
44,14 |
41,49 |
43,56 |
41,97 |
| Sharpe Ratio |
-16,22 |
35,02 |
15,20 |
-2,09 |
2,00 |
-0,67 |
1,73 |
| Hoch |
24,38 |
24,38 |
24,38 |
31,23 |
32,49 |
51,43 |
51,43 |
| Tief |
22,65 |
19,09 |
16,78 |
14,06 |
10,00 |
10,00 |
10,00 |
| Ø-Preis |
23,54 |
21,52 |
20,19 |
24,08 |
22,92 |
29,62 |
26,87 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
10.078 |
8.089 |
7.426 |
9.388 |
10.740 |
16.862 |
11.150 |
| Max. Verlustperiode (Handelstage) |
3 |
3 |
33 |
193 |
449 |
1.159 |
930 |
| Max. Verlustperiode (Kalendertage) |
5 |
5 |
48 |
272 |
636 |
1.664 |
1.337 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-2,980 |
0,091 |
0,097 |
-0,027 |
-0,019 |
-0,014 |
-0,0012 |
| Alpha |
-0,017 |
0,0016 |
0,0023 |
-0,0006 |
-0,0004 |
-0,0003 |
-7,4887 |
| Beta |
0,864 |
1,244 |
1,099 |
0,994 |
0,933 |
0,848 |
0,831 |
| Korrelation |
0,917 |
0,615 |
0,587 |
0,644 |
0,608 |
0,578 |
0,515 |
| Treynor Ratio |
-0,073 |
0,139 |
0,288 |
-0,221 |
0,131 |
-0,603 |
0,183 |
| Tracking Error |
0,0058 |
0,018 |
0,023 |
0,021 |
0,021 |
0,022 |
0,020 |
| Relative Performance |
-5,250 |
6,760 |
17,505 |
-17,907 |
-74,104 |
-52,196 |
-119,985 |