21:00 New York (Handel von 09:30 - 16:00) 02:00 London (08:00 - 16:30) 03:00 Frankfurt (09:00 - 20:00) 10:00 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+4,50 |
+8,50 |
-2,25 |
-11,20 |
-0,38 |
-16,00 |
|
Volatilit?t (%) |
39,86 |
31,58 |
30,77 |
23,30 |
35,26 |
32,02 |
|
Sharpe Ratio |
5,55 |
3,01 |
-0,20 |
-0,47 |
0,12 |
-0,03 |
|
Hoch |
16,39 |
16,39 |
17,27 |
19,25 |
19,34 |
20,51 |
|
Tief |
15,56 |
14,55 |
13,70 |
13,70 |
7,60 |
7,60 |
|
Ø-Preis |
15,99 |
15,45 |
15,59 |
17,15 |
15,43 |
16,17 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
4 |
10 |
11 |
12 |
21 |
18 |
|
Max. Verlustperiode (Handelstage) |
2 |
11 |
63 |
97 |
311 |
1.061 |
|
Max. Verlustperiode (Kalendertage) |
2 |
15 |
87 |
139 |
522 |
1.821 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0004 |
0,0006 |
-6,6943 |
-5,8291 |
-5,0446 |
-5,4595 |
|
Alpha |
0,0045 |
0,0040 |
-0,0001 |
-0,0002 |
-6,3836 |
-0,0001 |
|
Beta |
2,279 |
0,456 |
0,551 |
0,319 |
0,718 |
0,676 |
|
Korrelation |
0,783 |
0,204 |
0,383 |
0,301 |
0,514 |
0,484 |
|
Treynor Ratio |
0,0068 |
0,209 |
-0,077 |
-0,414 |
-0,0046 |
-0,266 |
|
Tracking Error |
11,408 |
6,403 |
4,274 |
24,593 |
31,022 |
25,964 |
|
Relative Performance |
2,752 |
4,291 |
-0,599 |
2,450 |
-19,211 |
-30,832 |
|