22:34 New York (Handel von 09:30 - 16:00) 03:34 London (08:00 - 16:30) 04:34 Frankfurt (09:00 - 20:00) 12:34 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,76 |
-2,90 |
-3,04 |
-10,22 |
+23,50 |
+69,84 |
+135,98 |
Volatilität (%) |
8,45 |
11,80 |
17,29 |
34,90 |
25,21 |
23,86 |
25,61 |
Sharpe Ratio |
-15,96 |
-3,08 |
-0,73 |
-0,19 |
0,33 |
0,48 |
0,38 |
Hoch |
137,55 |
139,35 |
141,10 |
170,05 |
170,05 |
170,05 |
170,05 |
Tief |
130,30 |
130,30 |
130,30 |
96,78 |
96,78 |
66,11 |
36,01 |
Ø-Preis |
134,08 |
135,41 |
136,37 |
143,38 |
129,76 |
111,17 |
83,56 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
6 |
7 |
8 |
4 |
4 |
7 |
Max. Verlustperiode (Handelstage) |
4 |
13 |
52 |
158 |
199 |
199 |
619 |
Max. Verlustperiode (Kalendertage) |
4 |
17 |
78 |
226 |
292 |
292 |
884 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0019 |
-0,0003 |
-0,0002 |
-9,9405 |
5,3526 |
5,6675 |
5,3595 |
Alpha |
-0,0080 |
-0,0012 |
-0,0011 |
-0,0009 |
0,0002 |
0,0003 |
0,0003 |
Beta |
-0,871 |
0,047 |
0,558 |
0,802 |
0,708 |
0,652 |
0,596 |
Korrelation |
-0,969 |
0,043 |
0,492 |
0,739 |
0,631 |
0,541 |
0,483 |
Treynor Ratio |
0,053 |
-0,921 |
-0,103 |
-0,151 |
0,275 |
1,155 |
2,275 |
Tracking Error |
4,225 |
4,290 |
5,456 |
19,076 |
57,098 |
49,317 |
73,833 |
Relative Performance |
-1,955 |
-1,335 |
-8,582 |
-30,699 |
8,810 |
33,723 |
43,318 |