19:20 New York (Handel von 09:30 - 16:00) 00:20 London (08:00 - 16:30) 01:20 Frankfurt (09:00 - 20:00) 08:20 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,89 |
-3,13 |
-0,07 |
+446,78 |
+3.104,46 |
|
|
| Volatilität (%) |
20,42 |
18,18 |
17,51 |
126,38 |
105,98 |
|
|
| Sharpe Ratio |
2,14 |
-2,11 |
-0,05 |
1,51 |
1,43 |
|
|
| Hoch |
67,66 |
70,49 |
72,00 |
72,00 |
72,00 |
|
|
| Tief |
66,07 |
66,07 |
66,07 |
12,05 |
2,09 |
|
|
| Ø-Preis |
67,03 |
68,66 |
69,15 |
42,80 |
22,65 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
1 |
1 |
|
|
| Max. Verlustperiode (Handelstage) |
2 |
19 |
37 |
37 |
216 |
|
|
| Max. Verlustperiode (Kalendertage) |
3 |
25 |
58 |
58 |
342 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,0022 |
-6,8154 |
-6,0311 |
-6,0214 |
5,0577 |
|
|
| Alpha |
0,0043 |
-0,0013 |
-0,0005 |
-0,0002 |
7,5126 |
|
|
| Beta |
-0,475 |
0,194 |
0,143 |
0,494 |
0,455 |
|
|
| Korrelation |
-0,204 |
0,217 |
0,241 |
0,659 |
0,546 |
|
|
| Treynor Ratio |
0,0083 |
-0,240 |
-0,166 |
-0,073 |
-0,0063 |
|
|
| Tracking Error |
1,961 |
73,020 |
43,994 |
23,062 |
43,487 |
|
|
| Relative Performance |
1,384 |
-2,980 |
-18,190 |
-10,016 |
-2,699 |
|
|
