15:46 New York (Handel von 09:30 - 16:00) 20:46 London (08:00 - 16:30) 21:46 Frankfurt (09:00 - 20:00) 04:46 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,68 |
-2,67 |
+3,91 |
+34,56 |
+9,98 |
+83,65 |
+87,92 |
Volatilität (%) |
22,99 |
19,12 |
22,51 |
33,96 |
37,30 |
35,30 |
37,09 |
Sharpe Ratio |
-1,83 |
-1,17 |
0,90 |
1,00 |
0,24 |
0,48 |
0,32 |
Hoch |
30,30 |
30,40 |
31,20 |
31,20 |
31,20 |
31,20 |
38,13 |
Tief |
29,00 |
29,00 |
27,20 |
19,20 |
17,50 |
11,50 |
10,31 |
Ø-Preis |
29,84 |
29,89 |
29,25 |
25,07 |
23,50 |
21,31 |
21,01 |
Ø-Volumen (in Tsd EUR/Handelstag) |
43 |
24 |
43 |
61 |
34 |
70 |
66 |
Max. Verlustperiode (Handelstage) |
3 |
13 |
34 |
111 |
397 |
446 |
1.449 |
Max. Verlustperiode (Kalendertage) |
5 |
21 |
52 |
161 |
707 |
778 |
2.219 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0015 |
-5,7890 |
5,7366 |
8,5450 |
5,5154 |
6,2241 |
5,5609 |
Alpha |
-0,0014 |
-0,0007 |
0,0004 |
0,0011 |
0,0003 |
0,0007 |
0,0004 |
Beta |
-5,311 |
-0,043 |
0,369 |
0,223 |
0,280 |
0,288 |
0,354 |
Korrelation |
-0,801 |
-0,020 |
0,228 |
0,150 |
0,174 |
0,163 |
0,209 |
Treynor Ratio |
0,0050 |
0,843 |
0,081 |
1,525 |
0,325 |
2,897 |
2,481 |
Tracking Error |
0,930 |
89,250 |
48,010 |
31,188 |
63,219 |
53,580 |
72,230 |
Relative Performance |
-0,689 |
-6,580 |
-4,166 |
-8,072 |
-11,172 |
33,781 |
-22,115 |