16:29 New York (Handel von 09:30 - 16:00) 21:29 London (08:00 - 16:30) 22:29 Frankfurt (09:00 - 20:00) 06:29 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,52 |
-8,04 |
+5,10 |
+63,49 |
-2,83 |
+20,59 |
+21,56 |
Volatilität (%) |
28,57 |
24,90 |
20,38 |
50,25 |
37,59 |
33,61 |
32,53 |
Sharpe Ratio |
-5,58 |
-3,79 |
1,01 |
1,16 |
0,11 |
0,22 |
0,16 |
Hoch |
65,20 |
69,40 |
69,60 |
78,40 |
78,40 |
82,30 |
90,10 |
Tief |
61,40 |
61,40 |
57,60 |
36,90 |
31,50 |
31,50 |
31,50 |
Ø-Preis |
63,48 |
65,09 |
62,67 |
60,62 |
49,95 |
54,87 |
61,33 |
Ø-Volumen (in Tsd EUR/Handelstag) |
329 |
351 |
350 |
761 |
364 |
327 |
343 |
Max. Verlustperiode (Handelstage) |
2 |
20 |
20 |
155 |
514 |
940 |
1.954 |
Max. Verlustperiode (Kalendertage) |
2 |
28 |
28 |
223 |
746 |
1.364 |
2.830 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0025 |
-0,0008 |
0,0002 |
0,0001 |
5,3259 |
5,5006 |
5,1620 |
Alpha |
-0,0069 |
-0,0037 |
0,0008 |
0,0024 |
0,0002 |
0,0002 |
0,0001 |
Beta |
-0,345 |
0,084 |
0,082 |
0,150 |
0,252 |
0,344 |
0,489 |
Korrelation |
-0,132 |
0,048 |
0,059 |
0,095 |
0,149 |
0,201 |
0,312 |
Treynor Ratio |
0,131 |
-1,190 |
0,379 |
4,102 |
-0,192 |
0,540 |
0,400 |
Tracking Error |
2,780 |
4,902 |
4,223 |
21,159 |
57,070 |
48,897 |
73,408 |
Relative Performance |
-1,710 |
-8,096 |
0,641 |
54,847 |
-13,625 |
-25,309 |
-71,609 |