01:16 New York (Handel von 09:30 - 16:00) 06:16 London (08:00 - 16:30) 07:16 Frankfurt (09:00 - 20:00) 14:16 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+2,45 |
-14,67 |
-25,78 |
-45,30 |
-41,93 |
-63,31 |
-14,36 |
Volatilit?t (%) |
11,25 |
36,59 |
30,13 |
28,29 |
30,66 |
30,76 |
26,69 |
Sharpe Ratio |
8,80 |
-5,19 |
-3,90 |
-2,06 |
-0,50 |
-0,57 |
-0,0018 |
Hoch |
24,85 |
28,96 |
34,32 |
47,60 |
51,54 |
72,76 |
80,07 |
Tief |
23,40 |
23,40 |
23,40 |
23,40 |
23,40 |
23,40 |
23,40 |
Ø-Preis |
24,37 |
26,40 |
29,16 |
35,11 |
39,43 |
47,26 |
48,73 |
Ø-Volumen (in Tsd EUR/Handelstag) |
41.978 |
43.283 |
40.397 |
50.231 |
65.861 |
76.920 |
68.731 |
Max. Verlustperiode (Handelstage) |
2 |
22 |
62 |
250 |
671 |
1.209 |
1.301 |
Max. Verlustperiode (Kalendertage) |
4 |
32 |
88 |
356 |
967 |
1.748 |
1.877 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0015 |
-0,0024 |
-0,0011 |
-0,0001 |
-7,5995 |
-6,5840 |
-5,3207 |
Alpha |
0,0045 |
-0,0076 |
-0,0048 |
-0,0019 |
-0,0008 |
-0,0008 |
-0,0002 |
Beta |
0,035 |
0,522 |
0,506 |
0,664 |
0,837 |
0,892 |
0,830 |
Korrelation |
0,053 |
0,267 |
0,380 |
0,520 |
0,657 |
0,606 |
0,606 |
Treynor Ratio |
-0,053 |
-0,286 |
-0,585 |
-0,714 |
-0,525 |
-0,739 |
-0,197 |
Tracking Error |
3,074 |
3,227 |
4,493 |
30,111 |
30,663 |
49,784 |
63,947 |
Relative Performance |
1,536 |
-19,718 |
-26,688 |
-31,980 |
-59,096 |
-77,947 |
-111,650 |