22:32 New York (Handel von 09:30 - 16:00) 03:32 London (08:00 - 16:30) 04:32 Frankfurt (09:00 - 20:00) 12:32 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+5,66 |
+19,32 |
-3,50 |
+1,40 |
-73,29 |
-5,60 |
+1,15 |
| Volatilität (%) |
53,47 |
41,64 |
56,25 |
50,74 |
46,01 |
45,88 |
49,46 |
| Sharpe Ratio |
5,28 |
5,46 |
-0,01 |
0,24 |
-0,77 |
0,16 |
0,21 |
| Hoch |
9,42 |
9,42 |
9,62 |
11,70 |
33,90 |
33,90 |
33,90 |
| Tief |
8,09 |
7,11 |
7,11 |
6,86 |
6,86 |
6,86 |
2,57 |
| Ø-Preis |
8,65 |
8,29 |
8,45 |
9,24 |
15,78 |
16,66 |
11,83 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
6.108 |
5.486 |
5.420 |
5.166 |
11.956 |
14.394 |
8.974 |
| Max. Verlustperiode (Handelstage) |
2 |
6 |
35 |
234 |
752 |
752 |
1.265 |
| Max. Verlustperiode (Kalendertage) |
3 |
8 |
50 |
333 |
1.081 |
1.081 |
1.838 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,0013 |
0,0012 |
9,8468 |
0,0001 |
-0,0001 |
-5,7877 |
-5,8303 |
| Alpha |
0,0093 |
0,012 |
0,0016 |
0,0011 |
-0,0015 |
-0,0001 |
-0,0004 |
| Beta |
1,319 |
0,934 |
0,464 |
0,922 |
1,207 |
1,540 |
1,425 |
| Korrelation |
0,502 |
0,524 |
0,183 |
0,277 |
0,384 |
0,498 |
0,457 |
| Treynor Ratio |
0,030 |
0,185 |
-0,106 |
-0,0065 |
-0,626 |
-0,037 |
-0,0051 |
| Tracking Error |
7,241 |
10,057 |
34,033 |
20,322 |
21,646 |
18,974 |
43,899 |
| Relative Performance |
4,208 |
25,792 |
16,052 |
16,933 |
-83,455 |
-50,797 |
-300,005 |