21:30 New York (Handel von 09:30 - 16:00) 02:30 London (08:00 - 16:30) 03:30 Frankfurt (09:00 - 20:00) 10:30 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-0,97 |
+8,84 |
+17,52 |
-4,49 |
+117,02 |
+160,60 |
+289,05 |
Volatilit?t (%) |
15,51 |
34,67 |
37,25 |
32,56 |
30,82 |
30,85 |
30,97 |
Sharpe Ratio |
-3,23 |
2,85 |
1,79 |
-0,04 |
0,96 |
0,81 |
0,65 |
Hoch |
131,52 |
132,44 |
132,44 |
154,00 |
154,00 |
154,00 |
154,00 |
Tief |
126,22 |
114,98 |
107,00 |
106,75 |
57,51 |
49,52 |
27,24 |
Ø-Preis |
129,41 |
124,89 |
118,55 |
127,41 |
102,47 |
88,35 |
65,60 |
Ø-Volumen (in Tsd EUR/Handelstag) |
7 |
16 |
11 |
30 |
24 |
20 |
15 |
Max. Verlustperiode (Handelstage) |
5 |
7 |
36 |
239 |
239 |
239 |
310 |
Max. Verlustperiode (Kalendertage) |
7 |
9 |
50 |
340 |
340 |
340 |
841 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0001 |
0,0005 |
0,0004 |
5,8764 |
8,0536 |
6,7183 |
5,8120 |
Alpha |
-0,0008 |
0,0054 |
0,0028 |
0,0002 |
0,0009 |
0,0009 |
0,0006 |
Beta |
-0,645 |
-0,104 |
0,415 |
0,421 |
0,599 |
0,641 |
0,612 |
Korrelation |
-0,586 |
-0,041 |
0,237 |
0,286 |
0,484 |
0,470 |
0,434 |
Treynor Ratio |
0,044 |
-0,764 |
0,374 |
-0,154 |
1,660 |
2,475 |
4,778 |
Tracking Error |
11,306 |
11,504 |
6,635 |
26,507 |
30,146 |
53,818 |
75,106 |
Relative Performance |
-1,651 |
2,696 |
19,177 |
9,169 |
80,460 |
145,766 |
196,654 |