01:15 New York (Handel von 09:30 - 16:00) 06:15 London (08:00 - 16:30) 07:15 Frankfurt (09:00 - 20:00) 15:15 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,42 |
-0,62 |
-2,42 |
-21,84 |
+110,18 |
|
|
Volatilität (%) |
28,16 |
25,17 |
25,60 |
34,85 |
32,84 |
|
|
Sharpe Ratio |
-4,05 |
0,04 |
-0,26 |
-0,58 |
0,93 |
|
|
Hoch |
16,80 |
17,00 |
17,00 |
23,60 |
23,60 |
|
|
Tief |
15,40 |
15,30 |
14,90 |
14,80 |
7,50 |
|
|
Ø-Preis |
16,14 |
16,07 |
15,81 |
17,81 |
14,96 |
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
247 |
190 |
170 |
124 |
80 |
|
|
Max. Verlustperiode (Handelstage) |
4 |
10 |
51 |
210 |
210 |
|
|
Max. Verlustperiode (Kalendertage) |
6 |
14 |
77 |
301 |
301 |
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0011 |
8,9612 |
-0,0002 |
-0,0001 |
0,0001 |
|
|
Alpha |
-0,0029 |
0,0002 |
-0,0007 |
-0,0011 |
0,0012 |
|
|
Beta |
1,200 |
0,571 |
0,114 |
0,391 |
0,339 |
|
|
Korrelation |
0,845 |
0,252 |
0,068 |
0,367 |
0,240 |
|
|
Treynor Ratio |
-0,022 |
-0,024 |
-0,539 |
-0,648 |
3,190 |
|
|
Tracking Error |
2,554 |
5,148 |
4,271 |
20,926 |
15,900 |
|
|
Relative Performance |
-1,074 |
-0,137 |
-10,105 |
-40,474 |
92,337 |
|
|