19:55 New York (Handel von 09:30 - 16:00) 00:55 London (08:00 - 16:30) 01:55 Frankfurt (09:00 - 20:00) 08:55 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-3,40 |
-3,18 |
-4,21 |
+43,60 |
+152,37 |
-14,23 |
-69,73 |
Volatilit?t (%) |
23,81 |
32,13 |
42,82 |
48,61 |
53,19 |
56,03 |
53,98 |
Sharpe Ratio |
-8,06 |
-1,01 |
-0,20 |
0,94 |
0,80 |
0,19 |
-0,03 |
Hoch |
8,94 |
9,50 |
9,50 |
9,50 |
10,94 |
12,00 |
30,94 |
Tief |
8,48 |
8,39 |
7,57 |
5,74 |
2,63 |
2,16 |
2,16 |
Ø-Preis |
8,63 |
8,88 |
8,72 |
7,54 |
6,52 |
6,50 |
9,24 |
Ø-Volumen (in Tsd EUR/Handelstag) |
2 |
9 |
8 |
12 |
21 |
17 |
28 |
Max. Verlustperiode (Handelstage) |
4 |
10 |
32 |
109 |
469 |
1.220 |
2.090 |
Max. Verlustperiode (Kalendertage) |
4 |
14 |
49 |
154 |
667 |
1.758 |
3.391 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0022 |
0,0001 |
-7,8272 |
0,0001 |
9,6770 |
6,0095 |
-6,6252 |
Alpha |
-0,0093 |
0,0004 |
-0,0006 |
0,0020 |
0,0015 |
0,0003 |
-0,0005 |
Beta |
0,952 |
1,408 |
1,090 |
0,982 |
1,224 |
1,241 |
1,212 |
Korrelation |
0,928 |
0,660 |
0,466 |
0,451 |
0,476 |
0,484 |
0,456 |
Treynor Ratio |
-0,047 |
-0,037 |
-0,085 |
0,432 |
1,228 |
-0,141 |
-0,592 |
Tracking Error |
4,232 |
6,456 |
22,262 |
23,531 |
32,365 |
30,506 |
33,454 |
Relative Performance |
-3,770 |
-0,558 |
-5,544 |
48,333 |
142,134 |
-22,262 |
-193,413 |