22:06 New York (Handel von 09:30 - 16:00) 03:06 London (08:00 - 16:30) 04:06 Frankfurt (09:00 - 20:00) 11:06 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+1,26 |
-5,24 |
-15,27 |
-17,58 |
+6,98 |
-63,27 |
-41,20 |
Volatilität (%) |
31,16 |
38,78 |
34,65 |
32,29 |
46,00 |
42,92 |
33,47 |
Sharpe Ratio |
-5,39 |
-2,77 |
-2,36 |
-0,61 |
0,21 |
-0,31 |
-0,06 |
Hoch |
72,50 |
83,90 |
87,00 |
108,45 |
108,45 |
209,52 |
249,35 |
Tief |
67,20 |
67,20 |
67,20 |
67,20 |
40,16 |
40,16 |
40,16 |
Ø-Preis |
70,16 |
71,87 |
79,57 |
85,81 |
73,23 |
86,43 |
131,44 |
Ø-Volumen (in Tsd EUR/Handelstag) |
217 |
407 |
375 |
559 |
785 |
1.214 |
831 |
Max. Verlustperiode (Handelstage) |
4 |
21 |
46 |
137 |
581 |
1.259 |
1.379 |
Max. Verlustperiode (Kalendertage) |
6 |
29 |
68 |
197 |
833 |
1.808 |
1.982 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0005 |
-0,0008 |
-0,0001 |
-7,1734 |
5,6487 |
-6,1250 |
-5,4283 |
Alpha |
0,0015 |
-0,0020 |
-0,0023 |
-0,0007 |
0,0002 |
-0,0006 |
-0,0003 |
Beta |
1,613 |
0,809 |
0,523 |
0,572 |
0,979 |
0,930 |
0,734 |
Korrelation |
0,929 |
0,431 |
0,439 |
0,370 |
0,503 |
0,440 |
0,425 |
Treynor Ratio |
0,0089 |
-0,051 |
-0,330 |
-0,444 |
0,056 |
-0,702 |
-0,589 |
Tracking Error |
3,160 |
2,668 |
42,631 |
32,920 |
30,562 |
52,399 |
64,218 |
Relative Performance |
1,650 |
-5,336 |
-12,964 |
-15,782 |
-10,433 |
-76,195 |
-165,667 |