18:05 New York (Handel von 09:30 - 16:00) 23:05 London (08:00 - 16:30) 00:05 Frankfurt (09:00 - 20:00) 07:05 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+2,79 |
-13,80 |
-17,96 |
-19,66 |
-31,61 |
-52,00 |
-38,35 |
Volatilität (%) |
11,28 |
37,28 |
39,95 |
31,02 |
38,55 |
32,91 |
32,58 |
Sharpe Ratio |
15,01 |
-5,02 |
-1,99 |
-0,61 |
-0,18 |
-0,34 |
-0,05 |
Hoch |
2,72 |
3,21 |
3,33 |
3,53 |
4,07 |
5,84 |
7,57 |
Tief |
2,65 |
2,62 |
2,59 |
2,59 |
1,49 |
1,49 |
1,49 |
Ø-Preis |
2,68 |
2,86 |
2,99 |
3,12 |
2,92 |
3,67 |
4,55 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
1 |
3 |
2 |
3 |
3 |
4 |
Max. Verlustperiode (Handelstage) |
0 |
17 |
58 |
242 |
726 |
1.244 |
1.943 |
Max. Verlustperiode (Kalendertage) |
0 |
26 |
85 |
347 |
1.048 |
1.799 |
2.808 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0032 |
-0,0011 |
-0,0001 |
-7,1340 |
-6,3464 |
-5,8796 |
-5,3918 |
Alpha |
0,014 |
-0,0076 |
-0,0028 |
-0,0006 |
-0,0004 |
-0,0005 |
-0,0002 |
Beta |
-0,407 |
0,375 |
0,300 |
0,387 |
0,729 |
0,671 |
0,676 |
Korrelation |
-0,810 |
0,246 |
0,243 |
0,256 |
0,449 |
0,417 |
0,405 |
Treynor Ratio |
-0,019 |
-0,422 |
-0,666 |
-0,554 |
-0,461 |
-0,787 |
-0,597 |
Tracking Error |
4,246 |
6,674 |
45,138 |
28,004 |
31,842 |
52,925 |
63,647 |
Relative Performance |
-0,474 |
-14,047 |
-12,278 |
-13,291 |
-47,535 |
-63,117 |
-164,568 |