14:04 New York (Handel von 09:30 - 16:00) 19:04 London (08:00 - 16:30) 20:04 Frankfurt (09:00 - 20:00) 03:04 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+1,41 |
-10,89 |
-31,80 |
-45,72 |
-13,23 |
-31,40 |
+205,70 |
Volatilität (%) |
32,23 |
35,65 |
61,48 |
38,89 |
46,60 |
41,15 |
35,17 |
Sharpe Ratio |
2,21 |
-3,75 |
-2,31 |
-1,43 |
0,09 |
-0,03 |
0,44 |
Hoch |
23,98 |
26,28 |
35,50 |
47,88 |
48,04 |
48,04 |
48,04 |
Tief |
22,10 |
21,06 |
21,06 |
21,06 |
10,06 |
10,06 |
6,90 |
Ø-Preis |
23,00 |
23,15 |
26,74 |
38,94 |
30,80 |
31,69 |
25,20 |
Ø-Volumen (in Tsd EUR/Handelstag) |
2.974 |
3.976 |
5.910 |
3.774 |
3.817 |
3.969 |
3.261 |
Max. Verlustperiode (Handelstage) |
3 |
21 |
62 |
204 |
280 |
809 |
809 |
Max. Verlustperiode (Kalendertage) |
3 |
29 |
88 |
290 |
406 |
1.171 |
1.171 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0004 |
-0,0002 |
-0,0001 |
-0,0001 |
-5,1099 |
-5,3297 |
5,2855 |
Alpha |
-0,0018 |
-0,0019 |
-0,0035 |
-0,0017 |
-0,0001 |
-0,0002 |
0,0001 |
Beta |
1,801 |
0,846 |
1,259 |
1,312 |
1,222 |
1,274 |
1,152 |
Korrelation |
0,792 |
0,577 |
0,622 |
0,653 |
0,558 |
0,576 |
0,571 |
Treynor Ratio |
-0,0033 |
-0,121 |
-0,261 |
-0,364 |
-0,126 |
-0,253 |
1,685 |
Tracking Error |
4,550 |
9,823 |
56,642 |
30,059 |
73,802 |
58,849 |
47,801 |
Relative Performance |
0,091 |
-3,072 |
-21,522 |
-35,797 |
-27,504 |
-47,145 |
16,120 |