12:48 New York (Handel von 09:30 - 16:00) 17:48 London (08:00 - 16:30) 18:48 Frankfurt (09:00 - 20:00) 01:48 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-4,05 |
-0,27 |
-11,81 |
-7,93 |
|
|
|
Volatilität (%) |
25,20 |
30,91 |
34,26 |
30,11 |
|
|
|
Sharpe Ratio |
-8,16 |
-0,02 |
-1,37 |
-0,18 |
|
|
|
Hoch |
154,95 |
155,80 |
179,35 |
229,40 |
|
|
|
Tief |
145,65 |
137,85 |
137,85 |
137,85 |
|
|
|
Ø-Preis |
150,46 |
147,01 |
157,26 |
179,68 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
11 |
30 |
41 |
31 |
|
|
|
Max. Verlustperiode (Handelstage) |
4 |
5 |
39 |
178 |
|
|
|
Max. Verlustperiode (Kalendertage) |
4 |
7 |
57 |
254 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0037 |
-0,0001 |
-0,0004 |
-5,1695 |
|
|
|
Alpha |
-0,0084 |
-0,0003 |
-0,0023 |
-0,0001 |
|
|
|
Beta |
0,112 |
-0,211 |
0,428 |
0,606 |
|
|
|
Korrelation |
0,087 |
-0,143 |
0,299 |
0,395 |
|
|
|
Treynor Ratio |
-0,540 |
0,124 |
-0,327 |
-0,164 |
|
|
|
Tracking Error |
2,262 |
4,410 |
5,545 |
37,370 |
|
|
|
Relative Performance |
-5,230 |
0,737 |
-13,088 |
-2,358 |
|
|
|