08:57 New York (Handel von 09:30 - 16:00) 13:57 London (08:00 - 16:30) 14:57 Frankfurt (09:00 - 20:00) 21:57 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,95 |
+9,36 |
-13,63 |
-25,55 |
-0,99 |
-46,24 |
|
Volatilit?t (%) |
37,10 |
47,20 |
43,34 |
43,98 |
56,63 |
56,79 |
|
Sharpe Ratio |
9,97 |
3,51 |
-0,69 |
-0,38 |
0,27 |
0,05 |
|
Hoch |
7,95 |
8,04 |
8,90 |
10,80 |
11,70 |
15,75 |
|
Tief |
7,30 |
6,64 |
6,51 |
6,51 |
4,56 |
4,56 |
|
Ø-Preis |
7,72 |
7,58 |
7,77 |
8,47 |
7,91 |
9,56 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
|
Max. Verlustperiode (Handelstage) |
1 |
11 |
64 |
235 |
322 |
1.224 |
|
Max. Verlustperiode (Kalendertage) |
1 |
15 |
90 |
335 |
475 |
1.791 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0009 |
0,0004 |
-0,0001 |
-6,5319 |
6,7088 |
5,1642 |
|
Alpha |
0,012 |
0,0023 |
-0,0009 |
-0,0003 |
0,0005 |
0,0001 |
|
Beta |
0,784 |
1,239 |
0,909 |
0,533 |
0,592 |
0,538 |
|
Korrelation |
0,128 |
0,353 |
0,446 |
0,268 |
0,255 |
0,199 |
|
Treynor Ratio |
0,052 |
0,104 |
-0,124 |
-0,446 |
0,034 |
-0,847 |
|
Tracking Error |
13,704 |
5,458 |
9,462 |
22,515 |
27,746 |
48,724 |
|
Relative Performance |
4,550 |
6,797 |
-7,299 |
-9,127 |
-16,262 |
-57,495 |
|