07:11 New York (Handel von 09:30 - 16:00) 12:11 London (08:00 - 16:30) 13:11 Frankfurt (09:00 - 20:00) 21:11 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-2,59 |
-6,61 |
-7,38 |
+6,60 |
+3,52 |
+31,53 |
+203,36 |
| Volatilität (%) |
41,02 |
25,50 |
22,98 |
20,93 |
31,74 |
27,88 |
24,56 |
| Sharpe Ratio |
0,11 |
-1,94 |
-0,85 |
0,43 |
0,16 |
0,28 |
0,50 |
| Hoch |
59,00 |
63,00 |
63,00 |
64,00 |
73,00 |
73,00 |
73,00 |
| Tief |
55,50 |
55,50 |
55,50 |
50,50 |
42,60 |
35,26 |
16,34 |
| Ø-Preis |
57,00 |
59,75 |
60,33 |
58,89 |
59,41 |
53,23 |
39,80 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
14 |
4 |
5 |
2 |
1 |
1 |
0 |
| Max. Verlustperiode (Handelstage) |
3 |
16 |
16 |
111 |
489 |
489 |
489 |
| Max. Verlustperiode (Kalendertage) |
5 |
22 |
22 |
159 |
705 |
705 |
705 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,0028 |
-0,0005 |
-9,3804 |
5,7435 |
-5,1357 |
5,4561 |
5,6292 |
| Alpha |
0,0059 |
-0,0014 |
-0,0006 |
0,0003 |
-8,4202 |
0,0002 |
0,0004 |
| Beta |
0,815 |
0,418 |
0,382 |
0,311 |
0,610 |
0,530 |
0,408 |
| Korrelation |
0,846 |
0,339 |
0,310 |
0,221 |
0,432 |
0,369 |
0,320 |
| Treynor Ratio |
-0,025 |
-0,147 |
-0,181 |
0,239 |
0,070 |
0,623 |
5,132 |
| Tracking Error |
2,086 |
3,092 |
14,309 |
36,667 |
25,197 |
52,616 |
63,604 |
| Relative Performance |
2,846 |
-1,759 |
-3,349 |
-4,067 |
-30,764 |
4,168 |
74,010 |