06:23 New York (Handel von 09:30 - 16:00) 11:23 London (08:00 - 16:30) 12:23 Frankfurt (09:00 - 20:00) 20:23 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-0,66 |
-1,60 |
-0,57 |
+6,68 |
-11,77 |
+52,44 |
+62,72 |
Volatilität (%) |
4,50 |
10,66 |
11,45 |
12,60 |
13,09 |
19,94 |
17,27 |
Sharpe Ratio |
-5,55 |
-1,35 |
-0,24 |
0,28 |
-0,31 |
0,29 |
0,17 |
Hoch |
75,32 |
75,72 |
80,47 |
81,88 |
85,46 |
93,73 |
93,73 |
Tief |
74,41 |
73,89 |
73,66 |
68,18 |
59,18 |
45,82 |
36,66 |
Ø-Preis |
74,75 |
74,84 |
75,99 |
74,78 |
70,77 |
67,19 |
54,25 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
4 |
23 |
50 |
154 |
1.074 |
1.087 |
1.622 |
Max. Verlustperiode (Kalendertage) |
4 |
24 |
52 |
164 |
1.092 |
1.105 |
1.622 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0001 |
-0,0001 |
5,1569 |
5,2710 |
-5,1456 |
5,0000 |
5,0000 |
Alpha |
-0,0014 |
-0,0007 |
7,9903 |
0,0003 |
-0,0001 |
0,0005 |
0,0003 |
Beta |
-0,0045 |
0,049 |
-0,174 |
-0,117 |
-0,066 |
-0,111 |
-0,072 |
Korrelation |
-0,0069 |
0,088 |
-0,301 |
-0,134 |
-0,071 |
-0,088 |
-0,079 |
Treynor Ratio |
5,672 |
-0,708 |
0,142 |
-0,410 |
2,083 |
-4,561 |
-8,407 |
Tracking Error |
9,756 |
12,310 |
19,055 |
97,645 |
72,546 |
495.035.511,040 |
349.991.480,820 |
Relative Performance |
-1,643 |
-4,495 |
-3,026 |
15,124 |
-30,997 |
34,450 |
-121,641 |