00:32 New York (Handel von 09:30 - 16:00) 05:32 London (08:00 - 16:30) 06:32 Frankfurt (09:00 - 20:00) 13:32 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+3,77 |
+18,39 |
+52,34 |
-24,80 |
+34,73 |
-30,63 |
-75,99 |
Volatilit?t (%) |
36,41 |
39,28 |
49,90 |
48,19 |
58,68 |
52,06 |
46,36 |
Sharpe Ratio |
-7,70 |
2,64 |
2,81 |
-0,55 |
0,38 |
0,05 |
-0,14 |
Hoch |
7,60 |
7,60 |
7,60 |
10,78 |
10,88 |
14,70 |
34,28 |
Tief |
6,92 |
5,83 |
4,79 |
4,59 |
2,03 |
2,03 |
2,03 |
Ø-Preis |
7,23 |
6,79 |
6,34 |
7,16 |
5,49 |
7,21 |
12,94 |
Ø-Volumen (in Tsd EUR/Handelstag) |
1.497 |
1.226 |
1.521 |
2.020 |
1.736 |
2.176 |
2.637 |
Max. Verlustperiode (Handelstage) |
3 |
5 |
35 |
231 |
363 |
1.239 |
2.423 |
Max. Verlustperiode (Kalendertage) |
5 |
7 |
49 |
329 |
529 |
1.791 |
3.498 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0001 |
0,0004 |
0,0008 |
5,2229 |
7,3319 |
5,0220 |
-5,8453 |
Alpha |
0,0036 |
0,0047 |
0,0065 |
0,0001 |
0,0007 |
6,0706 |
-0,0005 |
Beta |
4,078 |
1,651 |
1,434 |
1,359 |
1,263 |
1,302 |
1,147 |
Korrelation |
0,847 |
0,659 |
0,598 |
0,614 |
0,524 |
0,525 |
0,482 |
Treynor Ratio |
0,0006 |
0,125 |
0,313 |
-0,189 |
0,259 |
-0,244 |
-0,680 |
Tracking Error |
38,465 |
12,821 |
8,265 |
22,966 |
28,518 |
48,477 |
62,767 |
Relative Performance |
1,950 |
15,841 |
47,817 |
-10,312 |
17,564 |
-43,832 |
-173,278 |