06:06 New York (Handel von 09:30 - 16:00) 11:06 London (08:00 - 16:30) 12:06 Frankfurt (09:00 - 20:00) 19:06 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,84 |
-0,30 |
+0,36 |
-8,14 |
-46,49 |
-49,91 |
-5,22 |
Volatilität (%) |
4,84 |
13,21 |
29,41 |
37,05 |
34,86 |
30,13 |
28,82 |
Sharpe Ratio |
-20,87 |
-0,11 |
0,17 |
-0,09 |
-0,48 |
-0,37 |
0,06 |
Hoch |
54,26 |
54,30 |
56,84 |
73,63 |
105,42 |
123,90 |
146,45 |
Tief |
52,94 |
52,31 |
49,56 |
39,91 |
39,91 |
39,91 |
35,36 |
Ø-Preis |
53,39 |
53,38 |
53,01 |
54,62 |
65,73 |
80,49 |
83,82 |
Ø-Volumen (in Tsd EUR/Handelstag) |
151.711 |
158.627 |
180.247 |
201.148 |
231.212 |
232.196 |
219.312 |
Max. Verlustperiode (Handelstage) |
4 |
12 |
44 |
203 |
728 |
960 |
1.516 |
Max. Verlustperiode (Kalendertage) |
6 |
20 |
66 |
293 |
1.056 |
1.393 |
2.194 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0003 |
-6,9838 |
-8,4563 |
-9,9406 |
-6,7173 |
-6,6238 |
-5,4263 |
Alpha |
-0,0040 |
-0,0018 |
-0,0016 |
-0,0017 |
-0,0010 |
-0,0008 |
-0,0003 |
Beta |
1,126 |
0,698 |
1,303 |
1,076 |
1,060 |
1,055 |
1,071 |
Korrelation |
0,815 |
0,475 |
0,622 |
0,674 |
0,684 |
0,691 |
0,769 |
Treynor Ratio |
-0,032 |
-0,029 |
-0,010 |
-0,092 |
-0,456 |
-0,491 |
-0,065 |
Tracking Error |
14,624 |
88,249 |
47,611 |
34,936 |
56,736 |
49,022 |
62,009 |
Relative Performance |
-1,577 |
-4,933 |
-8,502 |
-51,899 |
-68,619 |
-101,526 |
-116,923 |