23:55 New York (Handel von 09:30 - 16:00) 04:55 London (08:00 - 16:30) 05:55 Frankfurt (09:00 - 20:00) 13:55 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-8,60 |
+3,38 |
+20,66 |
+28,79 |
+26,24 |
+75,02 |
+688,17 |
Volatilität (%) |
49,31 |
38,59 |
29,30 |
29,06 |
25,80 |
25,29 |
29,21 |
Sharpe Ratio |
-9,01 |
1,12 |
2,72 |
1,21 |
0,48 |
0,58 |
0,85 |
Hoch |
83,70 |
86,40 |
86,40 |
86,40 |
86,40 |
86,40 |
86,40 |
Tief |
76,10 |
71,70 |
63,10 |
52,80 |
48,80 |
36,00 |
7,81 |
Ø-Preis |
79,58 |
80,46 |
73,24 |
65,98 |
61,46 |
56,15 |
39,43 |
Ø-Volumen (in Tsd EUR/Handelstag) |
2.709 |
2.693 |
1.902 |
1.338 |
1.262 |
1.743 |
2.495 |
Max. Verlustperiode (Handelstage) |
5 |
13 |
13 |
129 |
129 |
169 |
1.101 |
Max. Verlustperiode (Kalendertage) |
7 |
17 |
17 |
181 |
435 |
435 |
1.925 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0076 |
-0,0001 |
0,0005 |
9,7144 |
5,6218 |
5,7130 |
6,0173 |
Alpha |
-0,0043 |
-0,0007 |
0,0024 |
0,0011 |
0,0004 |
0,0004 |
0,0008 |
Beta |
4,255 |
2,619 |
0,633 |
0,532 |
0,677 |
0,743 |
0,796 |
Korrelation |
0,873 |
0,716 |
0,324 |
0,416 |
0,478 |
0,488 |
0,532 |
Treynor Ratio |
-0,020 |
-0,0026 |
0,228 |
0,503 |
0,409 |
1,000 |
8,540 |
Tracking Error |
0,559 |
5,075 |
5,300 |
24,019 |
68,227 |
53,908 |
76,723 |
Relative Performance |
-5,533 |
0,119 |
13,420 |
17,597 |
16,575 |
34,473 |
591,190 |