14:55 New York (Handel von 09:30 - 16:00) 19:55 London (08:00 - 16:30) 20:55 Frankfurt (09:00 - 20:00) 03:55 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,01 |
-1,67 |
+6,50 |
+31,11 |
+12,81 |
+84,38 |
+93,99 |
Volatilität (%) |
10,14 |
15,43 |
20,43 |
26,98 |
24,06 |
28,64 |
33,58 |
Sharpe Ratio |
-4,32 |
-1,21 |
1,34 |
1,07 |
0,21 |
0,50 |
0,30 |
Hoch |
30,10 |
30,40 |
31,00 |
31,00 |
31,00 |
31,00 |
37,63 |
Tief |
28,80 |
28,80 |
27,00 |
19,30 |
17,10 |
12,10 |
10,50 |
Ø-Preis |
29,84 |
29,93 |
29,16 |
24,92 |
23,26 |
21,29 |
20,62 |
Ø-Volumen (in Tsd EUR/Handelstag) |
1 |
1 |
1 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
2 |
15 |
26 |
91 |
595 |
638 |
1.538 |
Max. Verlustperiode (Kalendertage) |
4 |
25 |
40 |
133 |
863 |
928 |
2.218 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0013 |
-7,9479 |
5,5579 |
7,8464 |
5,3372 |
6,1076 |
5,6691 |
Alpha |
-0,0016 |
-0,0026 |
0,0003 |
0,0009 |
0,0002 |
0,0006 |
0,0004 |
Beta |
-1,450 |
0,762 |
0,614 |
0,228 |
0,226 |
0,248 |
0,190 |
Korrelation |
-0,498 |
0,446 |
0,420 |
0,194 |
0,209 |
0,167 |
0,117 |
Treynor Ratio |
0,018 |
-0,044 |
0,079 |
1,298 |
0,495 |
3,351 |
4,867 |
Tracking Error |
1,259 |
88,178 |
47,448 |
30,929 |
58,537 |
49,876 |
62,356 |
Relative Performance |
-0,686 |
-6,247 |
-2,289 |
-12,461 |
-9,090 |
33,246 |
-17,317 |