01:32 New York (Handel von 09:30 - 16:00) 06:32 London (08:00 - 16:30) 07:32 Frankfurt (09:00 - 20:00) 14:32 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 |
-11,33 |
-0,55 |
-28,43 |
+19,60 |
|
|
Volatilität (%) |
27,36 |
38,99 |
34,95 |
33,16 |
39,78 |
|
|
Sharpe Ratio |
-7,84 |
-4,15 |
-0,16 |
-0,95 |
0,28 |
|
|
Hoch |
37,55 |
42,00 |
42,00 |
55,80 |
56,20 |
|
|
Tief |
35,35 |
35,35 |
33,95 |
33,95 |
19,18 |
|
|
Ø-Preis |
36,72 |
39,76 |
37,88 |
45,50 |
38,85 |
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
|
|
Max. Verlustperiode (Handelstage) |
4 |
15 |
15 |
202 |
296 |
|
|
Max. Verlustperiode (Kalendertage) |
4 |
21 |
21 |
289 |
423 |
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0020 |
-0,0006 |
-5,8490 |
-7,9006 |
6,5114 |
|
|
Alpha |
-0,016 |
-0,0090 |
-0,0001 |
-0,0008 |
0,0005 |
|
|
Beta |
-0,070 |
-0,173 |
0,132 |
0,289 |
0,496 |
|
|
Korrelation |
-0,092 |
-0,137 |
0,100 |
0,204 |
0,290 |
|
|
Treynor Ratio |
1,122 |
0,979 |
-0,509 |
-1,096 |
0,307 |
|
|
Tracking Error |
7,774 |
13,896 |
15,961 |
29,223 |
29,832 |
|
|
Relative Performance |
-2,515 |
-1,287 |
13,565 |
-3,054 |
13,814 |
|
|