23:12 New York (Handel von 09:30 - 16:00) 04:12 London (08:00 - 16:30) 05:12 Frankfurt (09:00 - 20:00) 12:12 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+1,76 |
-6,99 |
-16,83 |
+12,34 |
-14,29 |
-52,37 |
|
Volatilität (%) |
9,25 |
36,88 |
31,80 |
31,12 |
46,48 |
44,23 |
|
Sharpe Ratio |
7,72 |
-2,42 |
-2,32 |
0,44 |
0,08 |
-0,17 |
|
Hoch |
17,20 |
19,20 |
21,20 |
22,40 |
22,40 |
39,69 |
|
Tief |
16,90 |
16,50 |
16,50 |
14,80 |
7,65 |
7,65 |
|
Ø-Preis |
17,08 |
17,49 |
18,97 |
19,38 |
16,45 |
19,17 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
|
Max. Verlustperiode (Handelstage) |
0 |
18 |
53 |
168 |
534 |
1.199 |
|
Max. Verlustperiode (Kalendertage) |
0 |
26 |
75 |
242 |
772 |
1.736 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0012 |
0,0005 |
-0,0004 |
8,8590 |
5,4141 |
-5,5275 |
|
Alpha |
0,0072 |
0,0017 |
-0,0017 |
0,0010 |
0,0001 |
-0,0003 |
|
Beta |
0,612 |
0,694 |
0,565 |
0,510 |
0,920 |
0,803 |
|
Korrelation |
0,906 |
0,440 |
0,386 |
0,353 |
0,475 |
0,388 |
|
Treynor Ratio |
-0,033 |
-0,146 |
-0,345 |
0,193 |
-0,193 |
-0,676 |
|
Tracking Error |
6,080 |
3,349 |
4,080 |
26,746 |
27,696 |
52,125 |
|
Relative Performance |
4,631 |
7,264 |
-5,106 |
31,893 |
-14,448 |
-52,438 |
|