17:46 New York (Handel von 09:30 - 16:00) 22:46 London (08:00 - 16:30) 23:46 Frankfurt (09:00 - 20:00) 06:46 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,76 |
+15,39 |
+1,04 |
+8,86 |
+192,33 |
+53,73 |
|
Volatilit?t (%) |
49,17 |
44,04 |
48,83 |
44,87 |
43,16 |
40,34 |
|
Sharpe Ratio |
-4,11 |
4,10 |
0,24 |
0,35 |
1,02 |
0,37 |
|
Hoch |
2.929,00 |
3.037,00 |
3.037,00 |
3.341,00 |
3.341,00 |
3.341,00 |
|
Tief |
2.670,00 |
2.283,00 |
2.122,00 |
2.122,00 |
670,20 |
670,20 |
|
Ø-Preis |
2.794,60 |
2.642,52 |
2.553,42 |
2.696,00 |
1.903,80 |
1.654,28 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
763 |
987 |
657 |
603 |
297 |
202 |
|
Max. Verlustperiode (Handelstage) |
2 |
6 |
42 |
149 |
186 |
780 |
|
Max. Verlustperiode (Kalendertage) |
2 |
8 |
58 |
211 |
298 |
1.213 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0005 |
0,0006 |
0,0002 |
0,0001 |
0,0001 |
6,0159 |
|
Alpha |
-0,0085 |
0,0042 |
0,0008 |
0,0011 |
0,0015 |
0,0005 |
|
Beta |
0,323 |
0,875 |
1,254 |
0,877 |
0,905 |
0,911 |
|
Korrelation |
0,107 |
0,282 |
0,556 |
0,431 |
0,514 |
0,481 |
|
Treynor Ratio |
-0,163 |
0,146 |
-0,012 |
0,072 |
2,087 |
0,559 |
|
Tracking Error |
17,340 |
6,616 |
4,938 |
22,462 |
26,938 |
49,603 |
|
Relative Performance |
-4,051 |
7,558 |
2,176 |
21,957 |
169,941 |
39,645 |
|