07:13 New York (Handel von 09:30 - 16:00) 12:13 London (08:00 - 16:30) 13:13 Frankfurt (09:00 - 20:00) 21:13 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+1,61 |
+3,17 |
-9,13 |
-41,00 |
-9,66 |
+37,47 |
+97,88 |
Volatilität (%) |
32,09 |
28,85 |
30,34 |
48,16 |
38,39 |
33,78 |
32,50 |
Sharpe Ratio |
4,79 |
1,63 |
-1,10 |
-0,89 |
0,06 |
0,30 |
0,31 |
Hoch |
5,54 |
5,54 |
6,00 |
9,13 |
10,29 |
10,29 |
10,29 |
Tief |
5,20 |
5,03 |
5,03 |
4,17 |
4,17 |
3,70 |
1,71 |
Ø-Preis |
5,39 |
5,26 |
5,47 |
5,71 |
7,16 |
6,48 |
4,85 |
Ø-Volumen (in Tsd EUR/Handelstag) |
1.399 |
1.529 |
1.590 |
1.930 |
2.185 |
1.885 |
1.230 |
Max. Verlustperiode (Handelstage) |
1 |
13 |
60 |
253 |
579 |
579 |
579 |
Max. Verlustperiode (Kalendertage) |
1 |
19 |
90 |
365 |
842 |
842 |
842 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0032 |
0,0001 |
-8,2175 |
-0,0001 |
-5,6726 |
-5,1748 |
5,2907 |
Alpha |
0,0094 |
0,0020 |
-0,0023 |
-0,0028 |
-0,0002 |
-9,6559 |
0,0001 |
Beta |
0,839 |
0,341 |
0,574 |
1,104 |
0,977 |
0,962 |
0,849 |
Korrelation |
0,541 |
0,194 |
0,295 |
0,675 |
0,541 |
0,519 |
0,452 |
Treynor Ratio |
0,0055 |
0,059 |
-0,181 |
-0,385 |
-0,112 |
0,381 |
1,149 |
Tracking Error |
2,951 |
22,679 |
71,459 |
36,365 |
30,772 |
26,623 |
24,018 |
Relative Performance |
3,964 |
4,731 |
-19,816 |
-67,315 |
-33,874 |
-46,283 |
-95,587 |