00:22 New York (Handel von 09:30 - 16:00) 05:22 London (08:00 - 16:30) 06:22 Frankfurt (09:00 - 20:00) 13:22 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-4,52 |
-6,92 |
-3,58 |
+92,21 |
|
|
|
Volatilität (%) |
22,26 |
27,73 |
43,77 |
38,20 |
|
|
|
Sharpe Ratio |
0,90 |
-0,90 |
0,29 |
1,94 |
|
|
|
Hoch |
31,10 |
34,80 |
35,80 |
35,80 |
|
|
|
Tief |
30,70 |
30,70 |
26,50 |
14,85 |
|
|
|
Ø-Preis |
30,92 |
32,55 |
31,48 |
23,22 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
|
|
|
Max. Verlustperiode (Handelstage) |
1 |
16 |
54 |
54 |
|
|
|
Max. Verlustperiode (Kalendertage) |
1 |
24 |
81 |
81 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0004 |
-0,0012 |
-6,9230 |
0,0001 |
|
|
|
Alpha |
0,0038 |
-0,0050 |
-0,0001 |
0,0027 |
|
|
|
Beta |
0,801 |
-0,159 |
-0,157 |
-0,255 |
|
|
|
Korrelation |
0,486 |
-0,130 |
-0,079 |
-0,143 |
|
|
|
Treynor Ratio |
-0,053 |
0,629 |
0,190 |
-3,542 |
|
|
|
Tracking Error |
8,602 |
4,274 |
5,274 |
26,858 |
|
|
|
Relative Performance |
2,351 |
7,397 |
11,379 |
112,359 |
|
|
|