19:40 New York (Handel von 09:30 - 16:00) 00:40 London (08:00 - 16:30) 01:40 Frankfurt (09:00 - 20:00) 09:40 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-3,48 |
-13,64 |
-8,47 |
-3,78 |
+90,29 |
+193,86 |
-36,33 |
Volatilität (%) |
15,28 |
21,16 |
27,35 |
39,41 |
30,92 |
32,35 |
34,59 |
Sharpe Ratio |
-15,26 |
-8,03 |
-1,28 |
0,04 |
0,79 |
0,77 |
-0,01 |
Hoch |
32,62 |
37,55 |
38,65 |
38,65 |
38,65 |
38,65 |
49,45 |
Tief |
30,97 |
30,97 |
30,97 |
20,05 |
15,84 |
10,32 |
9,13 |
Ø-Preis |
31,71 |
34,17 |
34,89 |
31,54 |
25,81 |
21,67 |
24,59 |
Ø-Volumen (in Tsd EUR/Handelstag) |
100.732 |
104.091 |
87.781 |
92.759 |
86.932 |
79.983 |
89.262 |
Max. Verlustperiode (Handelstage) |
4 |
16 |
34 |
111 |
158 |
343 |
2.530 |
Max. Verlustperiode (Kalendertage) |
6 |
22 |
48 |
161 |
230 |
498 |
3.653 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0009 |
-0,0002 |
-0,0001 |
-6,6495 |
6,4642 |
6,5084 |
-5,3689 |
Alpha |
-0,0063 |
-0,0056 |
-0,0022 |
-0,0004 |
0,0008 |
0,0007 |
-0,0003 |
Beta |
0,235 |
0,687 |
0,994 |
0,859 |
0,775 |
0,850 |
0,965 |
Korrelation |
0,157 |
0,454 |
0,540 |
0,722 |
0,569 |
0,524 |
0,579 |
Treynor Ratio |
-0,233 |
-0,190 |
-0,122 |
-0,067 |
1,106 |
2,256 |
-0,397 |
Tracking Error |
7,004 |
29,909 |
17,677 |
23,964 |
57,638 |
49,393 |
73,494 |
Relative Performance |
-2,001 |
-12,259 |
-13,502 |
-15,190 |
77,349 |
148,942 |
-128,198 |