01:19 New York (Handel von 09:30 - 16:00) 06:19 London (08:00 - 16:30) 07:19 Frankfurt (09:00 - 20:00) 14:19 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+2,99 |
-7,38 |
-18,82 |
-13,75 |
-4,50 |
+51,54 |
+683,20 |
| Volatilität (%) |
22,86 |
39,84 |
53,62 |
44,07 |
53,96 |
47,22 |
40,42 |
| Sharpe Ratio |
-10,55 |
-4,22 |
-1,81 |
-0,30 |
0,16 |
0,34 |
0,64 |
| Hoch |
26,80 |
30,60 |
35,00 |
36,40 |
40,90 |
40,90 |
40,90 |
| Tief |
25,80 |
25,20 |
25,20 |
25,20 |
14,20 |
14,20 |
3,24 |
| Ø-Preis |
26,16 |
27,03 |
30,37 |
32,13 |
29,83 |
26,75 |
19,29 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Max. Verlustperiode (Handelstage) |
4 |
20 |
35 |
195 |
636 |
636 |
636 |
| Max. Verlustperiode (Kalendertage) |
6 |
28 |
49 |
280 |
914 |
914 |
914 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,0017 |
-0,0014 |
-0,0010 |
-6,8310 |
6,4582 |
6,3228 |
6,6780 |
| Alpha |
-0,011 |
-0,0050 |
-0,0041 |
-0,0005 |
0,0004 |
0,0007 |
0,0011 |
| Beta |
-0,308 |
0,478 |
0,020 |
-0,0092 |
0,097 |
0,066 |
0,082 |
| Korrelation |
-0,407 |
0,315 |
0,0082 |
-0,0045 |
0,044 |
0,029 |
0,039 |
| Treynor Ratio |
0,187 |
-0,383 |
-13,440 |
23,886 |
-1,378 |
5,951 |
76,536 |
| Tracking Error |
6,124 |
3,484 |
4,261 |
26,795 |
27,958 |
53,789 |
64,622 |
| Relative Performance |
-2,279 |
-2,861 |
-14,608 |
-0,257 |
-11,625 |
39,432 |
529,968 |