20:52 New York (Handel von 09:30 - 16:00) 01:52 London (08:00 - 16:30) 02:52 Frankfurt (09:00 - 20:00) 09:52 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+4,75 |
+7,13 |
-2,81 |
-19,04 |
-23,56 |
-49,28 |
-48,01 |
Volatilit?t (%) |
25,37 |
37,06 |
35,58 |
35,09 |
41,37 |
35,57 |
33,99 |
Sharpe Ratio |
9,14 |
2,24 |
-0,19 |
-0,47 |
-0,05 |
-0,26 |
-0,08 |
Hoch |
2,66 |
2,66 |
3,09 |
3,49 |
3,83 |
5,83 |
7,61 |
Tief |
2,45 |
2,34 |
2,34 |
2,34 |
1,45 |
1,45 |
1,45 |
Ø-Preis |
2,58 |
2,48 |
2,68 |
2,98 |
2,82 |
3,52 |
4,50 |
Ø-Volumen (in Tsd EUR/Handelstag) |
29 |
37 |
45 |
47 |
49 |
51 |
83 |
Max. Verlustperiode (Handelstage) |
1 |
14 |
54 |
129 |
709 |
1.150 |
2.008 |
Max. Verlustperiode (Kalendertage) |
3 |
20 |
74 |
183 |
1.019 |
1.659 |
2.899 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0012 |
0,0001 |
-5,2643 |
-5,3777 |
-6,2161 |
-6,0196 |
-5,6622 |
Alpha |
0,014 |
0,0026 |
-8,2671 |
-0,0001 |
-0,0004 |
-0,0005 |
-0,0004 |
Beta |
-1,079 |
0,716 |
0,953 |
1,012 |
1,100 |
1,060 |
1,098 |
Korrelation |
-0,636 |
0,300 |
0,578 |
0,637 |
0,639 |
0,618 |
0,629 |
Treynor Ratio |
-0,027 |
0,116 |
-0,050 |
-0,208 |
-0,206 |
-0,496 |
-0,465 |
Tracking Error |
12,380 |
21,037 |
12,361 |
25,863 |
30,071 |
49,207 |
63,144 |
Relative Performance |
4,130 |
3,090 |
-1,158 |
-5,391 |
-41,588 |
-63,885 |
-147,717 |