00:27 New York (Handel von 09:30 - 16:00) 05:27 London (08:00 - 16:30) 06:27 Frankfurt (09:00 - 20:00) 13:27 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,57 |
-5,09 |
-8,12 |
-12,23 |
+8,74 |
-41,53 |
-41,27 |
| Volatilität (%) |
22,36 |
15,14 |
15,79 |
21,08 |
18,90 |
25,14 |
23,08 |
| Sharpe Ratio |
-11,76 |
-36,76 |
-16,86 |
-3,79 |
1,26 |
-1,96 |
-0,50 |
| Hoch |
2.298,19 |
2.440,07 |
2.556,04 |
2.641,10 |
2.779,45 |
4.015,04 |
4.397,83 |
| Tief |
2.234,78 |
2.234,78 |
2.234,78 |
1.983,56 |
1.983,56 |
1.583,59 |
1.583,59 |
| Ø-Preis |
2.265,57 |
2.343,88 |
2.422,24 |
2.368,70 |
2.450,98 |
2.653,76 |
2.959,19 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
19 |
47 |
254 |
325 |
1.239 |
2.511 |
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
69 |
359 |
462 |
1.774 |
3.587 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,216 |
-0,055 |
-0,090 |
-0,031 |
-0,027 |
-0,039 |
-0,032 |
| Alpha |
0,0012 |
-0,0003 |
-0,0005 |
-0,0002 |
-0,0002 |
-0,0003 |
-0,0002 |
| Beta |
0,866 |
0,791 |
0,687 |
0,674 |
0,759 |
0,835 |
0,774 |
| Korrelation |
0,928 |
0,907 |
0,935 |
0,940 |
0,932 |
0,902 |
0,890 |
| Treynor Ratio |
-0,0050 |
-0,091 |
-0,147 |
-0,211 |
0,072 |
-0,521 |
-0,458 |
| Tracking Error |
0,0056 |
0,0048 |
0,0056 |
0,0076 |
0,0056 |
0,0075 |
0,0075 |
| Relative Performance |
0,469 |
0,712 |
-0,482 |
-1,326 |
-19,694 |
-23,454 |
-62,877 |