01:44 New York (Handel von 09:30 - 16:00) 06:44 London (08:00 - 16:30) 07:44 Frankfurt (09:00 - 20:00) 14:44 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,54 |
-19,41 |
-15,31 |
+8,70 |
-21,96 |
-14,14 |
-33,44 |
Volatilität (%) |
12,34 |
41,10 |
33,53 |
29,35 |
37,48 |
31,20 |
28,32 |
Sharpe Ratio |
-9,60 |
-6,13 |
-1,86 |
0,37 |
-0,09 |
-0,0048 |
-0,07 |
Hoch |
11,67 |
14,56 |
14,56 |
14,71 |
14,84 |
16,88 |
20,45 |
Tief |
11,24 |
11,24 |
11,24 |
9,40 |
5,86 |
5,86 |
5,86 |
Ø-Preis |
11,45 |
12,69 |
13,33 |
12,28 |
11,04 |
12,51 |
14,29 |
Ø-Volumen (in Tsd EUR/Handelstag) |
17 |
39 |
37 |
36 |
35 |
37 |
109 |
Max. Verlustperiode (Handelstage) |
5 |
18 |
27 |
85 |
755 |
1.046 |
2.022 |
Max. Verlustperiode (Kalendertage) |
7 |
24 |
41 |
121 |
1.086 |
1.508 |
2.919 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0003 |
-0,0015 |
-9,5517 |
0,0001 |
-5,1769 |
-5,0073 |
-5,1708 |
Alpha |
0,0014 |
-0,0047 |
-0,0006 |
0,0008 |
-0,0001 |
-5,5292 |
-0,0002 |
Beta |
0,641 |
1,248 |
0,876 |
0,596 |
0,976 |
0,933 |
0,932 |
Korrelation |
0,752 |
0,754 |
0,599 |
0,458 |
0,633 |
0,611 |
0,652 |
Treynor Ratio |
-0,048 |
-0,170 |
-0,196 |
0,117 |
-0,245 |
-0,182 |
-0,395 |
Tracking Error |
4,796 |
3,197 |
12,961 |
15,732 |
70,787 |
72,213 |
134,427 |
Relative Performance |
1,480 |
-10,418 |
-2,411 |
24,542 |
-19,227 |
-14,063 |
-83,890 |