12:36 New York (Handel von 09:30 - 16:00) 17:36 London (08:00 - 16:30) 18:36 Frankfurt (09:00 - 20:00) 02:36 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,14 |
-0,47 |
-4,57 |
+9,08 |
-2,92 |
+71,25 |
+108,08 |
| Volatilität (%) |
7,55 |
12,78 |
10,79 |
12,08 |
14,50 |
20,02 |
17,61 |
| Sharpe Ratio |
-2,69 |
-0,59 |
-1,49 |
0,40 |
-0,12 |
0,37 |
0,26 |
| Hoch |
76,29 |
76,29 |
80,21 |
81,88 |
93,73 |
93,73 |
93,73 |
| Tief |
74,86 |
73,66 |
73,66 |
67,44 |
59,18 |
43,65 |
36,31 |
| Ø-Preis |
75,52 |
75,43 |
76,01 |
73,47 |
71,20 |
66,05 |
53,62 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Max. Verlustperiode (Handelstage) |
3 |
14 |
82 |
126 |
1.021 |
1.021 |
1.814 |
| Max. Verlustperiode (Kalendertage) |
3 |
15 |
87 |
132 |
1.035 |
1.035 |
1.814 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-6,0208 |
5,1808 |
-9,3787 |
5,3195 |
5,0605 |
5,0000 |
5,0000 |
| Alpha |
-0,0001 |
7,8361 |
-0,0008 |
0,0003 |
9,3813 |
0,0005 |
0,0004 |
| Beta |
-0,120 |
-0,060 |
-0,050 |
-0,103 |
-0,029 |
-0,106 |
-0,068 |
| Korrelation |
-0,315 |
-0,140 |
-0,074 |
-0,118 |
-0,030 |
-0,083 |
-0,073 |
| Treynor Ratio |
0,178 |
0,289 |
1,302 |
-0,704 |
0,929 |
-6,141 |
-14,386 |
| Tracking Error |
8,291 |
15,679 |
18,022 |
98,250 |
72,418 |
495.035.511,040 |
350.060.560,359 |
| Relative Performance |
-0,858 |
4,462 |
5,807 |
26,315 |
-4,489 |
48,332 |
-30,391 |