15:07 New York (Handel von 09:30 - 16:00) 20:07 London (08:00 - 16:30) 21:07 Frankfurt (09:00 - 20:00) 05:07 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,76 |
-5,43 |
-5,09 |
-3,93 |
-49,71 |
-38,50 |
-8,79 |
Volatilität (%) |
29,48 |
19,52 |
11,03 |
26,61 |
23,32 |
20,46 |
24,81 |
Sharpe Ratio |
-0,77 |
-3,40 |
-1,57 |
-0,03 |
-0,91 |
-0,44 |
0,02 |
Hoch |
16,26 |
16,64 |
16,74 |
18,98 |
32,12 |
32,12 |
32,12 |
Tief |
15,66 |
15,54 |
15,54 |
14,14 |
14,14 |
14,14 |
13,50 |
Ø-Preis |
16,00 |
16,20 |
16,42 |
17,17 |
21,62 |
23,73 |
21,72 |
Ø-Volumen (in Tsd EUR/Handelstag) |
6 |
29 |
47 |
618 |
785 |
1.608 |
5.685 |
Max. Verlustperiode (Handelstage) |
2 |
16 |
35 |
187 |
744 |
744 |
744 |
Max. Verlustperiode (Kalendertage) |
2 |
28 |
53 |
269 |
1.080 |
1.080 |
1.080 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0006 |
-0,0003 |
-0,0001 |
5,1108 |
-6,4109 |
-5,7675 |
-5,0002 |
Alpha |
-0,0033 |
-0,0025 |
-0,0006 |
7,3319 |
-0,0008 |
-0,0004 |
-5,0177 |
Beta |
-0,929 |
-0,109 |
-0,025 |
0,067 |
0,155 |
0,228 |
0,276 |
Korrelation |
-0,403 |
-0,104 |
-0,050 |
0,078 |
0,146 |
0,221 |
0,220 |
Treynor Ratio |
0,026 |
0,560 |
2,268 |
-0,684 |
-3,286 |
-1,737 |
-0,344 |
Tracking Error |
5,415 |
7,233 |
5,542 |
21,038 |
57,215 |
48,872 |
73,052 |
Relative Performance |
0,692 |
-5,260 |
-10,565 |
-4,511 |
-52,817 |
-82,441 |
-100,525 |