04:37 New York (Handel von 09:30 - 16:00) 09:37 London (08:00 - 16:30) 10:37 Frankfurt (09:00 - 20:00) 18:37 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
|
-8,78 |
+45,95 |
+58,82 |
+8,00 |
+42,41 |
+64,73 |
| Volatilität (%) |
0,00 |
63,07 |
61,90 |
47,70 |
51,09 |
50,98 |
43,47 |
| Sharpe Ratio |
|
-1,66 |
2,67 |
1,70 |
0,29 |
0,41 |
0,30 |
| Hoch |
2,70 |
3,00 |
3,00 |
3,00 |
3,00 |
3,00 |
3,00 |
| Tief |
2,52 |
2,52 |
1,85 |
1,70 |
1,62 |
1,62 |
1,17 |
| Ø-Preis |
2,70 |
2,68 |
2,15 |
1,91 |
2,08 |
2,17 |
1,86 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
1 |
0 |
1 |
1 |
1 |
0 |
| Max. Verlustperiode (Handelstage) |
0 |
16 |
37 |
62 |
281 |
574 |
1.158 |
| Max. Verlustperiode (Kalendertage) |
0 |
23 |
52 |
126 |
684 |
1.323 |
1.671 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,000 |
-0,0015 |
0,0005 |
0,0003 |
8,3492 |
6,9494 |
5,9243 |
| Alpha |
0,000 |
-0,0044 |
0,0069 |
0,0035 |
0,0005 |
0,0008 |
0,0006 |
| Beta |
0,000 |
-0,692 |
-0,369 |
-0,067 |
0,144 |
0,218 |
0,123 |
| Korrelation |
|
-0,161 |
-0,091 |
-0,022 |
0,084 |
0,103 |
0,059 |
| Treynor Ratio |
|
0,156 |
-1,191 |
-8,493 |
0,418 |
1,854 |
5,450 |
| Tracking Error |
3,558 |
2,849 |
14,198 |
10,044 |
16,327 |
42,237 |
61,281 |
| Relative Performance |
1,759 |
-7,816 |
45,554 |
46,355 |
-39,779 |
7,257 |
-73,568 |