20:54 New York (Handel von 09:30 - 16:00) 01:54 London (08:00 - 16:30) 02:54 Frankfurt (09:00 - 20:00) 09:54 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+3,21 |
+10,61 |
+25,41 |
-49,96 |
-78,88 |
-58,98 |
+30,17 |
Volatilit?t (%) |
34,67 |
50,15 |
62,38 |
53,99 |
47,33 |
43,15 |
41,75 |
Sharpe Ratio |
4,66 |
2,50 |
1,67 |
-1,02 |
-0,89 |
-0,24 |
0,22 |
Hoch |
23,35 |
23,47 |
23,47 |
51,60 |
146,30 |
146,30 |
146,30 |
Tief |
21,91 |
20,04 |
17,29 |
16,45 |
16,45 |
16,45 |
16,45 |
Ø-Preis |
22,75 |
21,94 |
20,48 |
29,62 |
73,48 |
79,36 |
66,28 |
Ø-Volumen (in Tsd EUR/Handelstag) |
3.203 |
3.683 |
3.693 |
8.643 |
14.744 |
14.316 |
10.539 |
Max. Verlustperiode (Handelstage) |
1 |
8 |
25 |
243 |
660 |
660 |
777 |
Max. Verlustperiode (Kalendertage) |
1 |
12 |
35 |
345 |
945 |
945 |
1.126 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,012 |
0,0012 |
0,0004 |
-8,7139 |
-0,0001 |
-6,6775 |
-5,2497 |
Alpha |
0,012 |
0,0066 |
0,0040 |
-0,0010 |
-0,0020 |
-0,0006 |
-0,0001 |
Beta |
-1,084 |
-0,022 |
1,482 |
1,208 |
1,002 |
1,042 |
1,147 |
Korrelation |
-0,749 |
-0,0085 |
0,605 |
0,535 |
0,497 |
0,493 |
0,482 |
Treynor Ratio |
-0,0099 |
-4,936 |
0,158 |
-0,430 |
-0,802 |
-0,590 |
0,238 |
Tracking Error |
1,012 |
5,431 |
10,083 |
28,121 |
30,400 |
33,286 |
27,143 |
Relative Performance |
1,701 |
2,451 |
25,232 |
-27,252 |
-108,010 |
-76,364 |
-138,247 |