22:04 New York (Handel von 09:30 - 16:00) 03:04 London (08:00 - 16:30) 04:04 Frankfurt (09:00 - 20:00) 11:04 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+6,14 |
-2,95 |
-15,87 |
-3,66 |
-5,18 |
-34,43 |
-4,63 |
Volatilität (%) |
20,40 |
38,88 |
47,01 |
36,76 |
45,34 |
39,11 |
36,95 |
Sharpe Ratio |
18,87 |
-0,82 |
-1,34 |
0,03 |
0,15 |
-0,07 |
0,12 |
Hoch |
4,87 |
5,20 |
5,93 |
6,30 |
6,30 |
7,86 |
9,98 |
Tief |
4,58 |
4,52 |
4,39 |
4,39 |
2,14 |
2,14 |
2,14 |
Ø-Preis |
4,71 |
4,83 |
5,08 |
5,40 |
4,45 |
5,14 |
6,27 |
Ø-Volumen (in Tsd EUR/Handelstag) |
411 |
185 |
183 |
143 |
93 |
72 |
52 |
Max. Verlustperiode (Handelstage) |
1 |
16 |
60 |
135 |
334 |
1.185 |
1.928 |
Max. Verlustperiode (Kalendertage) |
1 |
22 |
86 |
193 |
481 |
1.740 |
2.895 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0020 |
-0,0001 |
-6,9443 |
6,4233 |
5,1173 |
-5,3927 |
-5,2559 |
Alpha |
0,011 |
-0,0007 |
-0,0009 |
0,0004 |
8,5220 |
-0,0002 |
-0,0002 |
Beta |
-0,015 |
0,814 |
1,101 |
0,980 |
1,055 |
1,024 |
1,032 |
Korrelation |
-0,015 |
0,469 |
0,736 |
0,540 |
0,554 |
0,540 |
0,557 |
Treynor Ratio |
-1,542 |
-0,061 |
-0,155 |
-0,056 |
-0,070 |
-0,345 |
-0,064 |
Tracking Error |
5,375 |
8,693 |
44,145 |
29,849 |
30,006 |
49,544 |
63,395 |
Relative Performance |
1,091 |
-1,544 |
-6,530 |
5,792 |
-19,448 |
-43,907 |
-122,784 |