12:39 New York (Handel von 09:30 - 16:00) 17:39 London (08:00 - 16:30) 18:39 Frankfurt (09:00 - 20:00) 01:39 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+3,50 |
-1,66 |
-12,40 |
+55,91 |
-63,09 |
-57,83 |
-84,12 |
Volatilität (%) |
13,28 |
26,78 |
48,81 |
52,26 |
45,08 |
39,45 |
39,57 |
Sharpe Ratio |
10,67 |
-1,28 |
-1,04 |
1,05 |
-0,57 |
-0,30 |
-0,32 |
Hoch |
8,63 |
8,95 |
10,37 |
10,44 |
25,86 |
25,86 |
56,84 |
Tief |
8,15 |
8,03 |
8,03 |
4,98 |
4,50 |
4,50 |
4,50 |
Ø-Preis |
8,34 |
8,48 |
9,15 |
7,12 |
12,81 |
16,16 |
23,58 |
Ø-Volumen (in Tsd EUR/Handelstag) |
8.129 |
8.543 |
11.677 |
9.839 |
18.125 |
22.343 |
38.908 |
Max. Verlustperiode (Handelstage) |
1 |
13 |
58 |
120 |
735 |
735 |
2.459 |
Max. Verlustperiode (Kalendertage) |
1 |
21 |
84 |
168 |
1.066 |
1.066 |
3.552 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0016 |
-0,0002 |
-0,0003 |
-5,0475 |
-6,8996 |
-6,5145 |
-6,9720 |
Alpha |
0,0074 |
-0,0021 |
-0,0032 |
-0,0001 |
-0,0014 |
-0,0009 |
-0,0010 |
Beta |
-0,785 |
0,558 |
1,265 |
1,355 |
1,109 |
1,138 |
1,044 |
Korrelation |
-0,699 |
0,244 |
0,374 |
0,465 |
0,484 |
0,501 |
0,497 |
Treynor Ratio |
-0,0039 |
-0,086 |
-0,122 |
0,385 |
-0,591 |
-0,530 |
-0,826 |
Tracking Error |
4,564 |
13,324 |
10,434 |
124,698 |
73,363 |
58,706 |
49,730 |
Relative Performance |
1,484 |
-5,624 |
-19,756 |
2,656 |
-92,763 |
-120,640 |
-302,585 |