00:12 New York (Handel von 09:30 - 16:00) 05:12 London (08:00 - 16:30) 06:12 Frankfurt (09:00 - 20:00) 14:12 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,26 |
+1,44 |
+35,21 |
+595,61 |
+4.622,82 |
+35.305,54 |
+145.846,35 |
Volatilität (%) |
13,79 |
12,35 |
52,75 |
113,62 |
93,08 |
86,33 |
66,91 |
Sharpe Ratio |
-7,34 |
2,16 |
2,43 |
1,63 |
1,33 |
1,30 |
1,04 |
Hoch |
82,83 |
84,29 |
84,29 |
84,29 |
84,29 |
84,29 |
84,29 |
Tief |
79,24 |
78,99 |
58,68 |
10,47 |
1,68 |
0,22 |
0,05 |
Ø-Preis |
81,22 |
81,99 |
77,81 |
46,01 |
19,56 |
12,00 |
6,04 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
4 |
8 |
16 |
67 |
234 |
234 |
499 |
Max. Verlustperiode (Kalendertage) |
6 |
12 |
22 |
93 |
342 |
342 |
718 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0025 |
5,4956 |
7,8412 |
6,4393 |
5,2078 |
5,2538 |
5,2043 |
Alpha |
-0,0026 |
8,1385 |
0,0005 |
0,0003 |
0,0001 |
0,0001 |
0,0002 |
Beta |
0,455 |
0,221 |
0,392 |
0,631 |
0,556 |
0,512 |
0,375 |
Korrelation |
0,825 |
0,205 |
0,476 |
0,745 |
0,658 |
0,595 |
0,428 |
Treynor Ratio |
-0,062 |
-0,082 |
0,091 |
0,284 |
0,296 |
0,700 |
1,870 |
Tracking Error |
1,032 |
6,332 |
19,237 |
23,826 |
57,623 |
49,129 |
73,588 |
Relative Performance |
-1,269 |
-0,575 |
-0,381 |
2,764 |
0,613 |
-6,106 |
-22,129 |