02:48 New York (Handel von 09:30 - 16:00) 07:48 London (08:00 - 16:30) 08:48 Frankfurt (09:00 - 20:00) 15:48 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+6,94 |
+18,73 |
+17,23 |
-37,61 |
-54,23 |
-36,85 |
+77,00 |
Volatilit?t (%) |
22,90 |
23,77 |
32,53 |
38,03 |
39,67 |
36,71 |
31,94 |
Sharpe Ratio |
15,54 |
8,16 |
1,87 |
-1,12 |
-0,52 |
-0,13 |
0,27 |
Hoch |
4,25 |
4,25 |
4,26 |
6,90 |
10,04 |
10,29 |
10,29 |
Tief |
3,94 |
3,52 |
3,48 |
3,16 |
3,16 |
3,16 |
2,36 |
Ø-Preis |
4,10 |
3,85 |
3,78 |
4,35 |
5,85 |
6,43 |
5,23 |
Ø-Volumen (in Tsd EUR/Handelstag) |
593 |
545 |
761 |
1.550 |
1.879 |
2.049 |
1.415 |
Max. Verlustperiode (Handelstage) |
1 |
7 |
51 |
256 |
737 |
954 |
954 |
Max. Verlustperiode (Kalendertage) |
1 |
9 |
71 |
364 |
1.062 |
1.378 |
1.378 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0018 |
0,0016 |
0,0008 |
-9,6410 |
-8,7451 |
-5,5634 |
5,2932 |
Alpha |
0,022 |
0,0081 |
0,0029 |
-0,0010 |
-0,0011 |
-0,0003 |
0,0002 |
Beta |
-0,812 |
-0,039 |
1,023 |
1,072 |
0,947 |
0,912 |
0,713 |
Korrelation |
-0,491 |
-0,023 |
0,671 |
0,626 |
0,580 |
0,520 |
0,435 |
Treynor Ratio |
-0,070 |
-4,255 |
0,150 |
-0,360 |
-0,594 |
-0,430 |
1,064 |
Tracking Error |
12,112 |
4,980 |
3,775 |
22,253 |
28,167 |
48,545 |
63,181 |
Relative Performance |
6,162 |
10,600 |
19,305 |
-24,009 |
-74,535 |
-51,150 |
-19,704 |