18:10 New York (Handel von 09:30 - 16:00) 23:10 London (08:00 - 16:30) 00:10 Frankfurt (09:00 - 20:00) 07:10 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-6,88 |
-16,60 |
-14,34 |
-18,23 |
-5,18 |
-56,93 |
+13,53 |
Volatilität (%) |
33,37 |
35,80 |
34,95 |
38,55 |
43,74 |
36,86 |
35,80 |
Sharpe Ratio |
-3,75 |
-4,30 |
-1,11 |
-0,25 |
0,17 |
-0,30 |
0,17 |
Hoch |
23,06 |
25,38 |
25,38 |
37,25 |
37,25 |
50,24 |
53,29 |
Tief |
22,08 |
22,08 |
21,71 |
19,72 |
10,94 |
10,94 |
10,94 |
Ø-Preis |
22,66 |
23,71 |
23,56 |
26,96 |
22,61 |
28,64 |
32,90 |
Ø-Volumen (in Tsd EUR/Handelstag) |
1 |
0 |
0 |
2 |
3 |
2 |
2 |
Max. Verlustperiode (Handelstage) |
2 |
17 |
32 |
97 |
480 |
1.242 |
1.300 |
Max. Verlustperiode (Kalendertage) |
2 |
23 |
49 |
140 |
692 |
1.798 |
1.879 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0017 |
-0,0002 |
-0,0001 |
5,1653 |
5,8703 |
-5,8113 |
5,1425 |
Alpha |
0,0050 |
-0,0039 |
-0,0006 |
0,0001 |
0,0003 |
-0,0004 |
0,0001 |
Beta |
1,552 |
0,390 |
0,437 |
0,495 |
0,697 |
0,618 |
0,651 |
Korrelation |
0,918 |
0,255 |
0,276 |
0,281 |
0,385 |
0,348 |
0,355 |
Treynor Ratio |
-0,026 |
-0,364 |
-0,271 |
-0,322 |
-0,036 |
-0,918 |
0,217 |
Tracking Error |
2,937 |
16,459 |
9,953 |
30,710 |
31,538 |
52,656 |
63,554 |
Relative Performance |
0,551 |
-0,481 |
1,667 |
4,377 |
-2,570 |
-58,393 |
-80,669 |