06:38 New York (Handel von 09:30 - 16:00) 11:38 London (08:00 - 16:30) 12:38 Frankfurt (09:00 - 20:00) 20:38 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,59 |
-5,35 |
+2,40 |
-6,67 |
-22,20 |
-8,19 |
+95,42 |
Volatilität (%) |
15,51 |
15,04 |
18,99 |
27,97 |
22,97 |
20,64 |
21,41 |
Sharpe Ratio |
-7,04 |
-3,90 |
0,70 |
-0,14 |
-0,32 |
-0,07 |
0,33 |
Hoch |
90,48 |
93,02 |
93,60 |
96,62 |
113,90 |
129,90 |
129,90 |
Tief |
86,36 |
86,36 |
82,58 |
62,24 |
62,24 |
62,24 |
36,52 |
Ø-Preis |
88,92 |
90,13 |
89,30 |
85,22 |
93,07 |
101,08 |
86,62 |
Ø-Volumen (in Tsd EUR/Handelstag) |
37.077 |
36.420 |
45.334 |
50.221 |
57.529 |
55.630 |
50.960 |
Max. Verlustperiode (Handelstage) |
4 |
19 |
52 |
246 |
724 |
909 |
909 |
Max. Verlustperiode (Kalendertage) |
6 |
29 |
78 |
356 |
1.052 |
1.318 |
1.318 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0004 |
-0,0004 |
-0,0002 |
-6,2659 |
-5,0250 |
-5,0220 |
5,0198 |
Alpha |
-0,0027 |
-0,0020 |
-0,0014 |
-0,0003 |
-0,0003 |
-0,0002 |
0,0001 |
Beta |
0,304 |
0,427 |
0,714 |
0,650 |
0,648 |
0,642 |
0,670 |
Korrelation |
0,503 |
0,423 |
0,693 |
0,767 |
0,641 |
0,627 |
0,649 |
Treynor Ratio |
-0,122 |
-0,152 |
0,019 |
-0,120 |
-0,362 |
-0,146 |
1,420 |
Tracking Error |
6,071 |
5,625 |
6,676 |
22,032 |
1.195,720 |
924,590 |
656,065 |
Relative Performance |
0,358 |
-3,246 |
-14,480 |
-8,035 |
-23,584 |
-48,644 |
5,456 |