07:23 New York (Handel von 09:30 - 16:00) 12:23 London (08:00 - 16:30) 13:23 Frankfurt (09:00 - 20:00) 21:23 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-7,72 |
-9,82 |
+11,14 |
+12,47 |
-2,65 |
+110,41 |
|
Volatilität (%) |
24,10 |
40,10 |
44,87 |
61,10 |
50,55 |
44,26 |
|
Sharpe Ratio |
-19,09 |
-2,86 |
1,22 |
0,46 |
0,20 |
0,51 |
|
Hoch |
56,20 |
58,00 |
58,00 |
60,20 |
89,20 |
89,20 |
|
Tief |
51,80 |
50,90 |
46,20 |
24,50 |
24,50 |
18,50 |
|
Ø-Preis |
53,92 |
55,22 |
53,58 |
46,56 |
55,32 |
45,63 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
138 |
197 |
232 |
232 |
183 |
124 |
|
Max. Verlustperiode (Handelstage) |
4 |
15 |
21 |
80 |
631 |
631 |
|
Max. Verlustperiode (Kalendertage) |
6 |
21 |
35 |
115 |
912 |
912 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0024 |
-0,0009 |
0,0001 |
9,6548 |
5,6590 |
5,9612 |
|
Alpha |
-0,016 |
-0,0037 |
0,0008 |
0,0010 |
0,0004 |
0,0007 |
|
Beta |
0,349 |
1,376 |
0,514 |
0,808 |
0,888 |
0,805 |
|
Korrelation |
0,376 |
0,511 |
0,212 |
0,416 |
0,388 |
0,359 |
|
Treynor Ratio |
-0,258 |
-0,081 |
0,195 |
0,140 |
-0,044 |
1,368 |
|
Tracking Error |
6,753 |
4,243 |
6,163 |
21,859 |
57,479 |
74,144 |
|
Relative Performance |
-4,944 |
-7,891 |
-5,819 |
11,121 |
-3,995 |
70,746 |
|