00:00 New York (Handel von 09:30 - 16:00) 05:00 London (08:00 - 16:30) 06:00 Frankfurt (09:00 - 20:00) 13:00 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+8,57 |
+3,40 |
+0,66 |
-18,28 |
|
|
|
Volatilität (%) |
35,37 |
29,55 |
28,05 |
37,32 |
|
|
|
Sharpe Ratio |
10,93 |
0,62 |
-0,12 |
-0,45 |
|
|
|
Hoch |
29,80 |
31,00 |
32,00 |
37,20 |
|
|
|
Tief |
28,00 |
27,40 |
27,40 |
26,20 |
|
|
|
Ø-Preis |
29,28 |
29,53 |
30,03 |
30,61 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
|
|
|
Max. Verlustperiode (Handelstage) |
0 |
14 |
40 |
254 |
|
|
|
Max. Verlustperiode (Kalendertage) |
0 |
20 |
56 |
363 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0006 |
-0,0008 |
-0,0002 |
-7,5174 |
|
|
|
Alpha |
0,0038 |
-0,0032 |
-0,0008 |
-0,0007 |
|
|
|
Beta |
0,038 |
-0,429 |
-0,253 |
-0,112 |
|
|
|
Korrelation |
0,138 |
-0,340 |
-0,196 |
-0,065 |
|
|
|
Treynor Ratio |
-0,167 |
0,047 |
0,183 |
1,946 |
|
|
|
Tracking Error |
6,863 |
4,144 |
4,077 |
27,010 |
|
|
|
Relative Performance |
5,991 |
15,372 |
9,755 |
0,158 |
|
|
|