15:02 New York (Handel von 09:30 - 16:00) 20:02 London (08:00 - 16:30) 21:02 Frankfurt (09:00 - 20:00) 04:02 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-12,82 |
+0,03 |
-7,95 |
+21,45 |
-6,07 |
+36,94 |
+78,83 |
Volatilität (%) |
37,48 |
42,10 |
33,38 |
33,71 |
32,53 |
29,67 |
29,25 |
Sharpe Ratio |
-19,64 |
0,85 |
-0,65 |
0,75 |
0,06 |
0,31 |
0,29 |
Hoch |
38,88 |
40,21 |
40,21 |
40,21 |
41,14 |
51,13 |
51,13 |
Tief |
34,60 |
33,45 |
33,45 |
25,76 |
23,31 |
23,31 |
13,58 |
Ø-Preis |
36,40 |
36,64 |
36,42 |
31,95 |
33,32 |
34,22 |
27,51 |
Ø-Volumen (in Tsd EUR/Handelstag) |
2 |
0 |
0 |
0 |
1 |
1 |
1 |
Max. Verlustperiode (Handelstage) |
4 |
5 |
23 |
83 |
309 |
815 |
815 |
Max. Verlustperiode (Kalendertage) |
6 |
7 |
33 |
115 |
448 |
1.183 |
1.183 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,010 |
-8,4601 |
-7,2052 |
7,2746 |
5,1193 |
5,7092 |
5,5729 |
Alpha |
-0,032 |
-0,0031 |
-0,0011 |
0,0007 |
0,0001 |
0,0004 |
0,0004 |
Beta |
1,495 |
1,733 |
0,165 |
0,242 |
0,233 |
0,219 |
0,128 |
Korrelation |
0,543 |
0,339 |
0,069 |
0,162 |
0,161 |
0,145 |
0,091 |
Treynor Ratio |
-0,086 |
0,0014 |
-0,478 |
0,914 |
-0,257 |
1,734 |
6,312 |
Tracking Error |
3,115 |
88,725 |
47,824 |
31,198 |
58,608 |
50,440 |
63,169 |
Relative Performance |
-11,767 |
-2,864 |
-16,305 |
-19,822 |
-26,546 |
-7,500 |
-29,218 |