20:22 New York (Handel von 09:30 - 16:00) 01:22 London (08:00 - 16:30) 02:22 Frankfurt (09:00 - 20:00) 09:22 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,25 |
+6,73 |
-14,15 |
-21,56 |
-34,72 |
-68,25 |
-73,77 |
Volatilit?t (%) |
44,08 |
28,67 |
46,21 |
40,27 |
39,13 |
41,21 |
35,31 |
Sharpe Ratio |
0,42 |
2,67 |
-1,23 |
-0,45 |
-0,21 |
-0,40 |
-0,26 |
Hoch |
8,09 |
8,86 |
10,23 |
10,45 |
19,00 |
25,74 |
50,95 |
Tief |
7,55 |
7,37 |
7,37 |
6,44 |
6,44 |
5,72 |
5,72 |
Ø-Preis |
7,86 |
8,03 |
8,83 |
8,49 |
12,00 |
13,29 |
25,06 |
Ø-Volumen (in Tsd EUR/Handelstag) |
5.337 |
5.837 |
6.581 |
7.039 |
13.077 |
17.133 |
25.272 |
Max. Verlustperiode (Handelstage) |
4 |
9 |
31 |
255 |
515 |
1.269 |
1.909 |
Max. Verlustperiode (Kalendertage) |
6 |
11 |
44 |
361 |
731 |
1.824 |
2.752 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0033 |
0,0002 |
-0,0001 |
-6,4394 |
-5,5148 |
-5,0007 |
-5,0010 |
Alpha |
-0,0035 |
0,0031 |
-0,0014 |
-0,0003 |
-0,0004 |
-0,0007 |
-0,0006 |
Beta |
2,102 |
1,175 |
0,743 |
1,038 |
1,115 |
1,115 |
1,096 |
Korrelation |
0,872 |
0,545 |
0,314 |
0,616 |
0,568 |
0,556 |
0,568 |
Treynor Ratio |
-0,0083 |
0,035 |
-0,217 |
-0,227 |
-0,337 |
-0,635 |
-0,693 |
Tracking Error |
1,079 |
18,945 |
16,398 |
22,622 |
74,749 |
88.391,922 |
62.551,922 |
Relative Performance |
-0,764 |
6,293 |
-8,432 |
-11,774 |
-37,493 |
-71,099 |
-168,665 |