06:54 New York (Handel von 09:30 - 16:00) 11:54 London (08:00 - 16:30) 12:54 Frankfurt (09:00 - 20:00) 20:54 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-8,08 |
-10,65 |
+5,68 |
+13,02 |
-4,48 |
+108,09 |
+368,01 |
Volatilität (%) |
44,54 |
42,70 |
45,05 |
62,21 |
51,99 |
44,29 |
38,34 |
Sharpe Ratio |
-5,03 |
-1,75 |
1,11 |
0,53 |
0,22 |
0,52 |
0,55 |
Hoch |
55,70 |
57,30 |
57,30 |
60,00 |
88,20 |
88,20 |
88,20 |
Tief |
53,60 |
52,10 |
46,45 |
25,25 |
25,25 |
19,20 |
8,38 |
Ø-Preis |
54,44 |
55,25 |
53,37 |
46,37 |
55,15 |
45,25 |
29,79 |
Ø-Volumen (in Tsd EUR/Handelstag) |
11 |
4 |
3 |
3 |
3 |
3 |
2 |
Max. Verlustperiode (Handelstage) |
4 |
20 |
20 |
80 |
627 |
627 |
673 |
Max. Verlustperiode (Kalendertage) |
6 |
30 |
30 |
115 |
911 |
911 |
966 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0028 |
-0,0007 |
0,0004 |
0,0001 |
5,8165 |
6,6729 |
6,0280 |
Alpha |
-0,016 |
-0,0033 |
0,0019 |
0,0013 |
0,0005 |
0,0008 |
0,0008 |
Beta |
-1,383 |
-0,722 |
0,086 |
0,691 |
0,614 |
0,533 |
0,503 |
Korrelation |
-0,796 |
-0,250 |
0,035 |
0,348 |
0,261 |
0,237 |
0,267 |
Treynor Ratio |
0,040 |
0,115 |
1,030 |
0,239 |
-0,030 |
2,181 |
7,725 |
Tracking Error |
5,603 |
4,814 |
5,135 |
22,254 |
57,431 |
49,370 |
73,273 |
Relative Performance |
-1,533 |
-5,051 |
-6,983 |
16,316 |
-1,915 |
76,951 |
299,097 |