19:55 New York (Handel von 09:30 - 16:00) 00:55 London (08:00 - 16:30) 01:55 Frankfurt (09:00 - 20:00) 08:55 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,57 |
-11,23 |
-1,91 |
-28,95 |
+17,48 |
|
|
Volatilität (%) |
27,19 |
46,23 |
37,20 |
31,23 |
35,33 |
|
|
Sharpe Ratio |
-3,45 |
-2,71 |
0,04 |
-0,96 |
0,28 |
|
|
Hoch |
37,50 |
42,00 |
42,00 |
55,80 |
56,20 |
|
|
Tief |
36,35 |
36,35 |
34,15 |
34,15 |
19,52 |
|
|
Ø-Preis |
37,10 |
39,93 |
37,91 |
45,75 |
39,05 |
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
1 |
|
|
Max. Verlustperiode (Handelstage) |
3 |
14 |
14 |
199 |
296 |
|
|
Max. Verlustperiode (Kalendertage) |
3 |
20 |
20 |
286 |
422 |
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0006 |
-0,0003 |
0,0001 |
-7,7485 |
6,1605 |
|
|
Alpha |
-0,0047 |
-0,0042 |
0,0011 |
-0,0008 |
0,0003 |
|
|
Beta |
0,523 |
0,225 |
0,453 |
0,352 |
0,565 |
|
|
Korrelation |
0,500 |
0,147 |
0,320 |
0,263 |
0,371 |
|
|
Treynor Ratio |
-0,103 |
-0,629 |
-0,104 |
-0,896 |
0,240 |
|
|
Tracking Error |
7,816 |
13,801 |
15,787 |
28,691 |
29,799 |
|
|
Relative Performance |
-1,373 |
1,811 |
14,434 |
-2,878 |
11,095 |
|
|