10:40 New York (Handel von 09:30 - 16:00) 15:40 London (08:00 - 16:30) 16:40 Frankfurt (09:00 - 20:00) 00:40 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,72 |
+0,14 |
+32,80 |
+557,10 |
+4.497,46 |
|
|
Volatilität (%) |
12,01 |
14,20 |
52,54 |
115,52 |
97,43 |
|
|
Sharpe Ratio |
-11,73 |
0,05 |
2,29 |
1,71 |
1,42 |
|
|
Hoch |
83,10 |
83,92 |
83,92 |
83,92 |
83,92 |
|
|
Tief |
80,71 |
79,10 |
58,88 |
11,55 |
1,68 |
|
|
Ø-Preis |
82,43 |
81,81 |
76,78 |
46,97 |
20,29 |
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
1 |
|
|
Max. Verlustperiode (Handelstage) |
4 |
6 |
14 |
60 |
216 |
|
|
Max. Verlustperiode (Kalendertage) |
4 |
8 |
21 |
91 |
342 |
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0006 |
5,7929 |
0,0001 |
6,4482 |
5,4446 |
|
|
Alpha |
-0,0037 |
0,0001 |
0,0006 |
0,0003 |
0,0002 |
|
|
Beta |
0,599 |
0,059 |
0,042 |
0,445 |
0,403 |
|
|
Korrelation |
0,503 |
0,066 |
0,055 |
0,612 |
0,509 |
|
|
Treynor Ratio |
-0,079 |
-0,315 |
0,359 |
0,238 |
0,330 |
|
|
Tracking Error |
6,434 |
8,561 |
7,075 |
22,577 |
40,262 |
|
|
Relative Performance |
-1,245 |
-1,081 |
0,135 |
1,125 |
4,928 |
|
|