23:31 New York (Handel von 09:30 - 16:00) 04:31 London (08:00 - 16:30) 05:31 Frankfurt (09:00 - 20:00) 13:31 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 |
+2,66 |
+33,98 |
+598,57 |
+4.535,03 |
+36.901,48 |
|
Volatilität (%) |
27,35 |
19,87 |
73,62 |
168,71 |
198,54 |
197,59 |
|
Sharpe Ratio |
-5,22 |
2,36 |
3,19 |
2,65 |
2,97 |
3,17 |
|
Hoch |
82,67 |
83,63 |
83,63 |
83,63 |
83,63 |
83,63 |
|
Tief |
79,50 |
78,71 |
58,77 |
11,57 |
1,74 |
0,22 |
|
Ø-Preis |
81,08 |
81,59 |
78,28 |
48,34 |
34,26 |
24,01 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
6 |
9 |
8 |
7 |
8 |
7 |
|
Max. Verlustperiode (Handelstage) |
4 |
6 |
9 |
20 |
20 |
20 |
|
Max. Verlustperiode (Kalendertage) |
7 |
14 |
21 |
97 |
328 |
328 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-6,5656 |
5,0483 |
5,9859 |
8,8913 |
6,7193 |
7,5386 |
|
Alpha |
-0,0026 |
7,5509 |
0,0003 |
0,0008 |
0,0005 |
0,0007 |
|
Beta |
1,150 |
0,675 |
0,730 |
0,535 |
0,575 |
0,592 |
|
Korrelation |
0,826 |
0,444 |
0,701 |
0,775 |
0,795 |
0,773 |
|
Treynor Ratio |
-0,022 |
-0,024 |
0,033 |
0,331 |
0,248 |
0,743 |
|
Tracking Error |
169,060 |
52,782 |
34,972 |
21,180 |
28,809 |
25,978 |
|
Relative Performance |
-0,768 |
-0,208 |
-0,278 |
1,531 |
3,994 |
-0,411 |
|