18:53 New York (Handel von 09:30 - 16:00) 23:53 London (08:00 - 16:30) 00:53 Frankfurt (09:00 - 20:00) 07:53 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,44 |
-11,11 |
-2,83 |
-28,14 |
+18,03 |
|
|
Volatilität (%) |
40,51 |
44,08 |
36,87 |
35,61 |
40,52 |
|
|
Sharpe Ratio |
-5,95 |
-3,46 |
-0,34 |
-0,83 |
0,28 |
|
|
Hoch |
37,55 |
42,00 |
42,00 |
56,00 |
56,50 |
|
|
Tief |
35,40 |
35,40 |
33,95 |
33,95 |
19,38 |
|
|
Ø-Preis |
36,85 |
39,86 |
37,87 |
45,53 |
38,87 |
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
1 |
2 |
2 |
4 |
5 |
|
|
Max. Verlustperiode (Handelstage) |
3 |
14 |
17 |
212 |
224 |
|
|
Max. Verlustperiode (Kalendertage) |
3 |
20 |
25 |
303 |
318 |
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0001 |
-0,0003 |
9,5499 |
-6,6638 |
6,5236 |
|
|
Alpha |
-0,0012 |
-0,0047 |
0,0008 |
-0,0005 |
0,0005 |
|
|
Beta |
0,949 |
0,193 |
0,354 |
0,519 |
0,668 |
|
|
Korrelation |
0,620 |
0,132 |
0,250 |
0,338 |
0,381 |
|
|
Treynor Ratio |
-0,048 |
-0,757 |
-0,140 |
-0,589 |
0,264 |
|
|
Tracking Error |
10,451 |
15,328 |
17,475 |
29,411 |
29,772 |
|
|
Relative Performance |
-0,560 |
1,366 |
14,194 |
-1,861 |
15,169 |
|
|