22:30 New York (Handel von 09:30 - 16:00) 03:30 London (08:00 - 16:30) 04:30 Frankfurt (09:00 - 20:00) 12:30 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-4,60 |
-4,38 |
+30,09 |
+94,84 |
+36,66 |
+383,68 |
+1.583,57 |
Volatilität (%) |
17,29 |
35,60 |
36,31 |
45,90 |
45,84 |
43,65 |
41,42 |
Sharpe Ratio |
-13,77 |
-1,45 |
3,08 |
1,63 |
0,41 |
0,89 |
0,85 |
Hoch |
87,80 |
90,00 |
90,00 |
90,00 |
90,00 |
90,00 |
90,00 |
Tief |
80,60 |
78,00 |
62,40 |
33,55 |
32,70 |
13,17 |
3,08 |
Ø-Preis |
84,87 |
84,50 |
78,97 |
59,32 |
53,94 |
46,08 |
28,01 |
Ø-Volumen (in Tsd EUR/Handelstag) |
288 |
332 |
344 |
232 |
268 |
386 |
235 |
Max. Verlustperiode (Handelstage) |
5 |
14 |
31 |
73 |
562 |
764 |
764 |
Max. Verlustperiode (Kalendertage) |
7 |
20 |
43 |
103 |
817 |
1.113 |
1.113 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0007 |
-0,0003 |
0,0008 |
0,0001 |
6,1375 |
7,9252 |
6,8019 |
Alpha |
-0,0049 |
-0,0014 |
0,0032 |
0,0026 |
0,0007 |
0,0014 |
0,0013 |
Beta |
1,296 |
0,370 |
0,600 |
0,533 |
0,669 |
0,585 |
0,440 |
Korrelation |
0,666 |
0,112 |
0,257 |
0,372 |
0,328 |
0,265 |
0,222 |
Treynor Ratio |
-0,037 |
-0,149 |
0,347 |
1,742 |
0,503 |
6,746 |
36,999 |
Tracking Error |
7,344 |
4,566 |
4,177 |
20,907 |
57,141 |
49,242 |
74,360 |
Relative Performance |
-2,153 |
-2,498 |
17,945 |
74,225 |
22,954 |
352,991 |
1.534,873 |