16:38 New York (Handel von 09:30 - 16:00) 21:38 London (08:00 - 16:30) 22:38 Frankfurt (09:00 - 20:00) 06:38 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-7,65 |
-4,56 |
+5,64 |
+8,87 |
-15,34 |
+32,00 |
+73,32 |
Volatilität (%) |
39,54 |
26,04 |
29,91 |
42,32 |
33,47 |
29,80 |
28,65 |
Sharpe Ratio |
-9,69 |
-1,41 |
1,11 |
0,41 |
-0,04 |
0,28 |
0,27 |
Hoch |
39,55 |
39,60 |
39,60 |
39,60 |
44,00 |
52,30 |
52,30 |
Tief |
35,45 |
35,45 |
32,40 |
22,20 |
22,20 |
22,20 |
14,01 |
Ø-Preis |
36,87 |
38,06 |
36,24 |
31,57 |
34,30 |
34,82 |
27,96 |
Ø-Volumen (in Tsd EUR/Handelstag) |
523 |
482 |
396 |
490 |
718 |
821 |
651 |
Max. Verlustperiode (Handelstage) |
4 |
7 |
15 |
146 |
751 |
789 |
789 |
Max. Verlustperiode (Kalendertage) |
6 |
9 |
27 |
210 |
1.091 |
1.143 |
1.143 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0045 |
-7,5640 |
-5,1960 |
-6,2841 |
-6,2914 |
-5,3238 |
-5,1547 |
Alpha |
-0,016 |
-0,0006 |
-0,0001 |
-0,0005 |
-0,0004 |
-0,0001 |
-8,5334 |
Beta |
0,742 |
0,570 |
0,975 |
0,971 |
0,936 |
0,941 |
0,877 |
Korrelation |
0,449 |
0,401 |
0,519 |
0,660 |
0,590 |
0,574 |
0,529 |
Treynor Ratio |
-0,107 |
-0,084 |
0,057 |
0,091 |
-0,169 |
0,344 |
0,850 |
Tracking Error |
3,471 |
24,477 |
72,204 |
35,780 |
30,055 |
26,165 |
22,830 |
Relative Performance |
-6,194 |
-0,242 |
-1,969 |
-20,908 |
-44,419 |
-44,486 |
-115,408 |