10:00 New York (Handel von 09:30 - 16:00) 15:00 London (08:00 - 16:30) 16:00 Frankfurt (09:00 - 20:00) 23:00 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,83 |
+2,56 |
+17,07 |
+166,08 |
+10,09 |
+192,68 |
|
Volatilität (%) |
25,70 |
39,92 |
39,56 |
45,40 |
41,69 |
44,07 |
|
Sharpe Ratio |
-9,15 |
0,67 |
1,67 |
2,30 |
0,23 |
0,80 |
|
Hoch |
124,50 |
124,50 |
124,50 |
124,50 |
124,50 |
133,00 |
|
Tief |
119,00 |
106,00 |
100,50 |
45,10 |
36,10 |
36,10 |
|
Ø-Preis |
120,10 |
115,36 |
114,17 |
84,12 |
80,04 |
83,01 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
9 |
11 |
9 |
5 |
3 |
2 |
|
Max. Verlustperiode (Handelstage) |
4 |
12 |
33 |
45 |
665 |
805 |
|
Max. Verlustperiode (Kalendertage) |
6 |
20 |
49 |
64 |
978 |
1.182 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0096 |
8,7219 |
0,0001 |
0,0001 |
5,6364 |
7,7101 |
|
Alpha |
-0,0098 |
0,0032 |
0,0028 |
0,0038 |
0,0004 |
0,0015 |
|
Beta |
1,944 |
-0,876 |
-0,042 |
0,280 |
0,241 |
0,237 |
|
Korrelation |
0,269 |
-0,189 |
-0,014 |
0,138 |
0,128 |
0,114 |
|
Treynor Ratio |
-0,029 |
0,0033 |
-3,362 |
5,785 |
0,298 |
7,932 |
|
Tracking Error |
1,023 |
86,387 |
47,489 |
31,383 |
58,809 |
53,700 |
|
Relative Performance |
-3,783 |
-3,084 |
5,453 |
115,770 |
-13,938 |
130,725 |
|