01:55 New York (Handel von 09:30 - 16:00) 06:55 London (08:00 - 16:30) 07:55 Frankfurt (09:00 - 20:00) 14:55 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-3,79 |
-13,29 |
-2,20 |
-30,43 |
+15,61 |
|
|
Volatilität (%) |
25,81 |
43,76 |
33,82 |
32,05 |
38,37 |
|
|
Sharpe Ratio |
-6,70 |
-3,68 |
-0,11 |
-1,00 |
0,27 |
|
|
Hoch |
37,95 |
42,40 |
42,40 |
56,10 |
57,30 |
|
|
Tief |
35,05 |
35,05 |
33,90 |
33,90 |
19,18 |
|
|
Ø-Preis |
36,37 |
39,26 |
37,54 |
45,29 |
38,80 |
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
|
|
Max. Verlustperiode (Handelstage) |
3 |
16 |
16 |
204 |
299 |
|
|
Max. Verlustperiode (Kalendertage) |
3 |
22 |
22 |
290 |
424 |
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0002 |
0,0002 |
0,0001 |
-5,8356 |
6,3312 |
|
|
Alpha |
0,0014 |
0,0022 |
0,0020 |
-0,0002 |
0,0004 |
|
|
Beta |
1,208 |
0,986 |
0,721 |
0,870 |
0,743 |
|
|
Korrelation |
0,944 |
0,693 |
0,550 |
0,631 |
0,449 |
|
|
Treynor Ratio |
-0,046 |
-0,120 |
-0,066 |
-0,369 |
0,208 |
|
|
Tracking Error |
5,486 |
14,603 |
16,117 |
28,197 |
29,476 |
|
|
Relative Performance |
-0,170 |
3,786 |
15,557 |
-3,469 |
14,001 |
|
|