15:49 New York (Handel von 09:30 - 16:00) 20:49 London (08:00 - 16:30) 21:49 Frankfurt (09:00 - 20:00) 04:49 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,78 |
-16,00 |
-11,76 |
-16,67 |
+24,16 |
|
|
Volatilität (%) |
19,04 |
34,60 |
29,47 |
26,89 |
39,46 |
|
|
Sharpe Ratio |
-6,21 |
-5,65 |
-1,52 |
-0,57 |
0,34 |
|
|
Hoch |
108,00 |
126,00 |
134,00 |
140,00 |
140,00 |
|
|
Tief |
106,00 |
104,00 |
104,00 |
104,00 |
66,00 |
|
|
Ø-Preis |
107,20 |
115,77 |
122,97 |
125,27 |
109,98 |
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
|
|
Max. Verlustperiode (Handelstage) |
2 |
18 |
39 |
92 |
194 |
|
|
Max. Verlustperiode (Kalendertage) |
4 |
24 |
57 |
132 |
278 |
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0013 |
-0,0021 |
-8,4787 |
-6,6673 |
6,2167 |
|
|
Alpha |
-0,0044 |
-0,0063 |
-0,0015 |
-0,0004 |
0,0004 |
|
|
Beta |
0,090 |
0,824 |
0,200 |
0,279 |
0,622 |
|
|
Korrelation |
0,095 |
0,531 |
0,211 |
0,210 |
0,379 |
|
|
Treynor Ratio |
-0,429 |
-0,209 |
-0,647 |
-0,641 |
0,375 |
|
|
Tracking Error |
3,372 |
3,051 |
42,340 |
26,694 |
34,389 |
|
|
Relative Performance |
-0,814 |
-11,860 |
-3,211 |
-6,192 |
10,051 |
|
|