07:09 New York (Handel von 09:30 - 16:00) 12:09 London (08:00 - 16:30) 13:09 Frankfurt (09:00 - 20:00) 21:09 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,16 |
-0,93 |
+1,67 |
-19,74 |
+9,77 |
+9,54 |
+85,65 |
Volatilität (%) |
28,40 |
24,79 |
31,27 |
47,17 |
31,06 |
28,30 |
59,02 |
Sharpe Ratio |
-2,00 |
-0,49 |
0,30 |
-0,26 |
0,19 |
0,14 |
0,37 |
Hoch |
4,44 |
4,57 |
4,57 |
5,82 |
5,82 |
5,82 |
6,29 |
Tief |
4,27 |
3,94 |
3,80 |
3,62 |
3,62 |
3,20 |
0,20 |
Ø-Preis |
4,34 |
4,37 |
4,14 |
4,53 |
4,57 |
4,23 |
2,94 |
Ø-Volumen (in Tsd EUR/Handelstag) |
14 |
36 |
45 |
50 |
94 |
124 |
80 |
Max. Verlustperiode (Handelstage) |
3 |
10 |
36 |
227 |
227 |
479 |
1.413 |
Max. Verlustperiode (Kalendertage) |
3 |
16 |
50 |
329 |
329 |
696 |
2.073 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0003 |
-0,0001 |
-5,3318 |
-7,3684 |
5,5125 |
5,3519 |
6,1977 |
Alpha |
0,0020 |
-0,0009 |
-7,1891 |
-0,0005 |
0,0003 |
0,0002 |
0,0009 |
Beta |
1,133 |
0,491 |
0,416 |
0,234 |
0,163 |
0,163 |
0,168 |
Korrelation |
0,460 |
0,349 |
0,281 |
0,161 |
0,117 |
0,115 |
0,059 |
Treynor Ratio |
-0,028 |
-0,060 |
-0,0080 |
-0,929 |
0,476 |
0,462 |
4,983 |
Tracking Error |
6,341 |
8,109 |
6,597 |
21,251 |
57,256 |
49,046 |
74,599 |
Relative Performance |
0,706 |
-2,563 |
-5,141 |
-22,405 |
5,681 |
-34,902 |
-9,208 |