09:48 New York (Handel von 09:30 - 16:00) 14:48 London (08:00 - 16:30) 15:48 Frankfurt (09:00 - 20:00) 22:48 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+4,72 |
+18,48 |
+16,64 |
+137,90 |
+524,50 |
|
|
Volatilität (%) |
74,28 |
48,36 |
59,12 |
58,74 |
61,49 |
|
|
Sharpe Ratio |
3,51 |
4,58 |
1,28 |
1,72 |
1,26 |
|
|
Hoch |
75,52 |
75,52 |
77,50 |
77,50 |
77,50 |
|
|
Tief |
69,44 |
60,75 |
53,45 |
30,74 |
5,94 |
|
|
Ø-Preis |
72,87 |
66,88 |
67,39 |
51,36 |
25,84 |
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
141 |
104 |
136 |
161 |
62 |
|
|
Max. Verlustperiode (Handelstage) |
2 |
8 |
44 |
73 |
285 |
|
|
Max. Verlustperiode (Kalendertage) |
4 |
14 |
66 |
101 |
416 |
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0001 |
0,0004 |
0,0002 |
7,4915 |
9,0275 |
|
|
Alpha |
0,0006 |
0,0055 |
0,0020 |
0,0031 |
0,0030 |
|
|
Beta |
3,077 |
1,473 |
1,340 |
0,622 |
0,584 |
|
|
Korrelation |
0,413 |
0,328 |
0,317 |
0,188 |
0,184 |
|
|
Treynor Ratio |
0,0066 |
0,107 |
0,103 |
2,158 |
8,869 |
|
|
Tracking Error |
6,873 |
14,622 |
10,220 |
124,811 |
73,404 |
|
|
Relative Performance |
2,701 |
13,024 |
11,045 |
88,957 |
492,950 |
|
|