08:44 New York (Handel von 09:30 - 16:00) 13:44 London (08:00 - 16:30) 14:44 Frankfurt (09:00 - 20:00) 21:44 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-4,48 |
+0,23 |
-3,42 |
-41,59 |
-31,10 |
-45,37 |
-41,61 |
Volatilit?t (%) |
30,48 |
37,82 |
55,86 |
45,31 |
40,95 |
36,37 |
32,36 |
Sharpe Ratio |
-0,23 |
1,59 |
0,31 |
-0,89 |
-0,11 |
-0,18 |
-0,05 |
Hoch |
37,66 |
37,67 |
46,29 |
65,88 |
67,38 |
74,78 |
74,78 |
Tief |
34,74 |
33,55 |
31,27 |
31,27 |
25,68 |
25,68 |
25,68 |
Ø-Preis |
36,62 |
35,87 |
37,34 |
47,90 |
52,50 |
55,27 |
53,62 |
Ø-Volumen (in Tsd EUR/Handelstag) |
9.350 |
12.415 |
21.101 |
17.777 |
16.436 |
18.035 |
25.274 |
Max. Verlustperiode (Handelstage) |
3 |
13 |
52 |
234 |
366 |
1.155 |
1.155 |
Max. Verlustperiode (Kalendertage) |
5 |
17 |
74 |
334 |
523 |
1.666 |
1.666 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-8,4267 |
-9,6498 |
7,8923 |
-5,5116 |
-5,5772 |
-5,6565 |
-6,0967 |
Alpha |
-0,0074 |
-0,0032 |
0,0011 |
-0,0002 |
-0,0004 |
-0,0004 |
-0,0005 |
Beta |
2,393 |
1,434 |
1,480 |
1,424 |
1,374 |
1,393 |
1,279 |
Korrelation |
0,438 |
0,746 |
0,692 |
0,703 |
0,733 |
0,730 |
0,688 |
Treynor Ratio |
-0,010 |
0,031 |
-0,025 |
-0,272 |
-0,210 |
-0,311 |
-0,324 |
Tracking Error |
215,483 |
68,419 |
39,753 |
36,493 |
74,793 |
59,837 |
48,427 |
Relative Performance |
-1,554 |
-3,467 |
2,647 |
-15,418 |
-40,045 |
-54,173 |
-189,732 |