18:25 New York (Handel von 09:30 - 16:00) 23:25 London (08:00 - 16:30) 00:25 Frankfurt (09:00 - 20:00) 07:25 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+5,58 |
+0,13 |
-2,64 |
-31,98 |
+119,08 |
+119,08 |
|
Volatilität (%) |
36,11 |
33,28 |
29,42 |
26,89 |
312,10 |
312,10 |
|
Sharpe Ratio |
-0,90 |
-2,02 |
-1,12 |
-1,59 |
2,71 |
2,71 |
|
Hoch |
45,46 |
48,61 |
48,80 |
72,08 |
72,08 |
72,08 |
|
Tief |
43,17 |
43,17 |
41,77 |
41,77 |
21,25 |
21,25 |
|
Ø-Preis |
44,65 |
46,39 |
45,96 |
57,25 |
54,07 |
54,07 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
13 |
13 |
17 |
19 |
31 |
31 |
|
Max. Verlustperiode (Handelstage) |
3 |
19 |
56 |
215 |
17 |
17 |
|
Max. Verlustperiode (Kalendertage) |
3 |
27 |
80 |
307 |
24 |
24 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0014 |
-0,0002 |
5,0054 |
-0,0001 |
|
|
|
Alpha |
0,0071 |
-0,0020 |
5,0670 |
-0,0013 |
|
|
|
Beta |
1,491 |
0,427 |
0,638 |
0,632 |
|
|
|
Korrelation |
0,617 |
0,329 |
0,500 |
0,532 |
|
|
|
Treynor Ratio |
-0,017 |
-0,236 |
-0,162 |
-0,609 |
|
|
|
Tracking Error |
4,921 |
12,075 |
12,408 |
16,090 |
|
|
|
Relative Performance |
1,649 |
0,912 |
3,532 |
-21,052 |
|
|
|