18:52 New York (Handel von 09:30 - 16:00) 23:52 London (08:00 - 16:30) 00:52 Frankfurt (09:00 - 20:00) 07:52 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+7,41 |
+10,83 |
-7,45 |
-3,33 |
-28,99 |
-28,90 |
-10,22 |
Volatilit?t (%) |
31,88 |
25,98 |
34,38 |
30,86 |
49,96 |
41,38 |
32,27 |
Sharpe Ratio |
11,82 |
4,45 |
-0,89 |
-0,06 |
-0,02 |
-0,0084 |
0,06 |
Hoch |
17,30 |
17,30 |
19,30 |
20,60 |
26,39 |
26,39 |
33,90 |
Tief |
15,70 |
15,40 |
14,40 |
14,40 |
7,70 |
7,70 |
7,70 |
Ø-Preis |
16,52 |
16,29 |
16,47 |
18,12 |
16,87 |
19,41 |
22,18 |
Ø-Volumen (in Tsd EUR/Handelstag) |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
1 |
8 |
63 |
76 |
730 |
730 |
1.533 |
Max. Verlustperiode (Kalendertage) |
1 |
12 |
87 |
106 |
1.051 |
1.051 |
2.209 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0009 |
0,0005 |
-0,0003 |
6,2225 |
-6,1390 |
-5,1777 |
-5,0881 |
Alpha |
0,012 |
0,0026 |
-0,0010 |
0,0003 |
-0,0003 |
-0,0001 |
-0,0001 |
Beta |
1,762 |
0,702 |
0,673 |
0,369 |
0,994 |
0,866 |
0,657 |
Korrelation |
0,942 |
0,382 |
0,423 |
0,264 |
0,472 |
0,429 |
0,391 |
Treynor Ratio |
0,038 |
0,126 |
-0,148 |
-0,115 |
-0,320 |
-0,361 |
-0,177 |
Tracking Error |
12,918 |
5,165 |
3,855 |
22,086 |
27,445 |
48,426 |
65,135 |
Relative Performance |
6,669 |
3,429 |
-6,878 |
10,996 |
-49,345 |
-41,909 |
-107,128 |