21:03 New York (Handel von 09:30 - 16:00) 02:03 London (08:00 - 16:30) 03:03 Frankfurt (09:00 - 20:00) 10:03 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+4,16 |
-13,16 |
-19,47 |
-19,46 |
-31,22 |
-53,51 |
-36,02 |
Volatilität (%) |
28,61 |
36,77 |
47,17 |
34,05 |
41,73 |
35,75 |
34,20 |
Sharpe Ratio |
10,10 |
-4,80 |
-1,68 |
-0,50 |
-0,13 |
-0,30 |
-0,01 |
Hoch |
2,75 |
3,25 |
3,46 |
3,55 |
4,08 |
5,89 |
7,62 |
Tief |
2,60 |
2,60 |
2,49 |
2,49 |
1,44 |
1,44 |
1,44 |
Ø-Preis |
2,66 |
2,87 |
3,01 |
3,13 |
2,93 |
3,68 |
4,55 |
Ø-Volumen (in Tsd EUR/Handelstag) |
275 |
500 |
477 |
388 |
374 |
304 |
254 |
Max. Verlustperiode (Handelstage) |
1 |
17 |
60 |
242 |
723 |
1.271 |
2.018 |
Max. Verlustperiode (Kalendertage) |
1 |
23 |
86 |
344 |
1.037 |
1.823 |
2.894 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0001 |
-0,0010 |
-8,0283 |
-5,9893 |
-6,4298 |
-5,9209 |
-5,5616 |
Alpha |
0,0003 |
-0,0063 |
-0,0013 |
-0,0003 |
-0,0004 |
-0,0005 |
-0,0004 |
Beta |
0,885 |
0,846 |
1,106 |
1,009 |
1,074 |
1,046 |
1,069 |
Korrelation |
0,676 |
0,524 |
0,737 |
0,599 |
0,610 |
0,595 |
0,609 |
Treynor Ratio |
0,0100 |
-0,179 |
-0,176 |
-0,213 |
-0,304 |
-0,511 |
-0,351 |
Tracking Error |
4,437 |
6,276 |
43,596 |
31,581 |
30,892 |
52,800 |
63,487 |
Relative Performance |
-0,291 |
-11,748 |
-8,889 |
-10,146 |
-44,798 |
-62,004 |
-156,844 |