06:36 New York (Handel von 09:30 - 16:00) 11:36 London (08:00 - 16:30) 12:36 Frankfurt (09:00 - 20:00) 19:36 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+9,76 |
+32,27 |
+4,87 |
-23,94 |
+40,40 |
+0,29 |
+292,37 |
Volatilit?t (%) |
57,00 |
69,36 |
74,24 |
60,92 |
58,49 |
54,94 |
50,88 |
Sharpe Ratio |
7,44 |
4,56 |
0,45 |
-0,21 |
0,43 |
0,23 |
0,48 |
Hoch |
11,08 |
11,08 |
11,84 |
17,48 |
25,54 |
25,54 |
29,65 |
Tief |
9,74 |
7,82 |
6,98 |
6,98 |
4,85 |
4,85 |
2,25 |
Ø-Preis |
10,51 |
9,36 |
9,28 |
12,63 |
12,66 |
11,14 |
12,47 |
Ø-Volumen (in Tsd EUR/Handelstag) |
13.523 |
15.811 |
15.872 |
19.015 |
13.849 |
10.841 |
12.488 |
Max. Verlustperiode (Handelstage) |
2 |
5 |
59 |
112 |
350 |
404 |
1.678 |
Max. Verlustperiode (Kalendertage) |
4 |
7 |
83 |
160 |
501 |
586 |
2.421 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0017 |
0,0022 |
0,0002 |
5,0560 |
5,0117 |
5,0087 |
5,0198 |
Alpha |
0,018 |
0,012 |
0,0013 |
6,2753 |
0,0007 |
0,0004 |
0,0007 |
Beta |
-3,501 |
0,188 |
1,059 |
0,616 |
1,133 |
1,078 |
1,157 |
Korrelation |
-0,660 |
0,037 |
0,309 |
0,222 |
0,459 |
0,403 |
0,439 |
Treynor Ratio |
0,0003 |
1,525 |
-0,017 |
-0,396 |
0,323 |
-0,0089 |
2,488 |
Tracking Error |
10,549 |
5,719 |
5,801 |
22,764 |
6.055,554 |
4.698,247 |
3.320,609 |
Relative Performance |
0,364 |
22,509 |
2,196 |
-9,769 |
18,360 |
-12,944 |
192,285 |