14:45 New York (Handel von 09:30 - 16:00) 19:45 London (08:00 - 16:30) 20:45 Frankfurt (09:00 - 20:00) 04:45 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-3,13 |
-3,27 |
-3,52 |
-13,36 |
+21,38 |
+72,13 |
+134,38 |
Volatilität (%) |
7,25 |
14,42 |
18,10 |
34,17 |
24,90 |
23,23 |
25,35 |
Sharpe Ratio |
-21,52 |
-2,46 |
-0,68 |
-0,29 |
0,31 |
0,50 |
0,38 |
Hoch |
137,75 |
139,30 |
141,05 |
170,05 |
170,05 |
170,05 |
170,05 |
Tief |
131,40 |
131,40 |
130,95 |
93,64 |
93,64 |
65,00 |
36,24 |
Ø-Preis |
134,66 |
135,76 |
136,58 |
143,54 |
129,78 |
111,30 |
83,67 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
2 |
5 |
6 |
4 |
3 |
2 |
Max. Verlustperiode (Handelstage) |
3 |
12 |
51 |
157 |
199 |
199 |
619 |
Max. Verlustperiode (Kalendertage) |
3 |
16 |
77 |
225 |
289 |
289 |
883 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0011 |
-0,0002 |
-0,0001 |
-9,4359 |
5,3194 |
5,5898 |
5,3474 |
Alpha |
-0,0088 |
-0,0013 |
-0,0010 |
-0,0010 |
0,0002 |
0,0003 |
0,0003 |
Beta |
0,553 |
0,193 |
0,632 |
0,768 |
0,690 |
0,705 |
0,606 |
Korrelation |
0,962 |
0,141 |
0,525 |
0,726 |
0,619 |
0,598 |
0,495 |
Treynor Ratio |
-0,080 |
-0,237 |
-0,076 |
-0,192 |
0,294 |
1,013 |
2,211 |
Tracking Error |
8,289 |
5,538 |
7,144 |
21,734 |
57,473 |
49,065 |
73,534 |
Relative Performance |
-4,386 |
-2,568 |
-8,516 |
-30,409 |
6,002 |
30,297 |
40,273 |