05:56 New York (Handel von 09:30 - 16:00) 10:56 London (08:00 - 16:30) 11:56 Frankfurt (09:00 - 20:00) 19:56 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
|
-3,16 |
-5,40 |
+28,45 |
-62,64 |
-58,19 |
+118,27 |
Volatilität (%) |
9,49 |
17,80 |
17,65 |
44,94 |
41,66 |
43,06 |
38,65 |
Sharpe Ratio |
1,62 |
-2,20 |
-1,27 |
0,74 |
-0,62 |
-0,23 |
0,34 |
Hoch |
37,30 |
38,50 |
39,50 |
41,90 |
110,00 |
257,80 |
257,80 |
Tief |
36,40 |
36,20 |
36,10 |
22,50 |
22,50 |
22,50 |
12,10 |
Ø-Preis |
36,90 |
37,05 |
37,37 |
36,59 |
53,16 |
75,55 |
57,16 |
Ø-Volumen (in Tsd EUR/Handelstag) |
37 |
59 |
80 |
122 |
232 |
1.759 |
3.775 |
Max. Verlustperiode (Handelstage) |
2 |
19 |
59 |
169 |
687 |
845 |
845 |
Max. Verlustperiode (Kalendertage) |
2 |
27 |
87 |
241 |
995 |
1.227 |
1.227 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0001 |
-0,0003 |
-0,0003 |
9,3340 |
-7,0229 |
-6,1166 |
5,4449 |
Alpha |
0,0003 |
-0,0015 |
-0,0012 |
0,0009 |
-0,0012 |
-0,0005 |
0,0003 |
Beta |
0,073 |
0,108 |
0,429 |
0,581 |
0,678 |
0,629 |
0,804 |
Korrelation |
0,097 |
0,064 |
0,366 |
0,414 |
0,363 |
0,287 |
0,429 |
Treynor Ratio |
-0,237 |
-0,453 |
-0,166 |
0,461 |
-0,952 |
-0,955 |
1,453 |
Tracking Error |
2,497 |
4,930 |
3,931 |
21,036 |
57,138 |
48,858 |
73,297 |
Relative Performance |
-1,687 |
-2,892 |
-10,836 |
11,118 |
-78,794 |
-101,157 |
23,060 |