16:15 New York (Handel von 09:30 - 16:00) 21:15 London (08:00 - 16:30) 22:15 Frankfurt (09:00 - 20:00) 05:15 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,73 |
+1,90 |
-5,31 |
-13,71 |
-32,28 |
+159,71 |
+286,28 |
Volatilität (%) |
20,61 |
24,94 |
21,18 |
17,35 |
25,08 |
72,63 |
53,84 |
Sharpe Ratio |
-11,40 |
0,49 |
-1,21 |
-0,92 |
-0,48 |
0,38 |
0,30 |
Hoch |
11,00 |
11,00 |
11,70 |
13,80 |
20,20 |
20,20 |
20,20 |
Tief |
10,60 |
10,40 |
10,40 |
10,40 |
10,40 |
3,31 |
2,04 |
Ø-Preis |
10,70 |
10,62 |
10,96 |
12,03 |
14,33 |
11,48 |
7,23 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
4 |
10 |
51 |
169 |
634 |
634 |
634 |
Max. Verlustperiode (Kalendertage) |
6 |
14 |
73 |
241 |
920 |
920 |
920 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0035 |
0,0005 |
-7,5831 |
-7,1496 |
-6,5339 |
0,0001 |
7,4011 |
Alpha |
-0,0098 |
0,0012 |
-0,0011 |
-0,0006 |
-0,0004 |
0,0026 |
0,0015 |
Beta |
-0,243 |
0,402 |
-0,146 |
-0,074 |
0,082 |
-0,279 |
-0,084 |
Korrelation |
-0,241 |
0,351 |
-0,212 |
-0,087 |
0,077 |
-0,035 |
-0,014 |
Treynor Ratio |
0,231 |
-0,026 |
0,562 |
2,220 |
-4,267 |
-5,563 |
-33,503 |
Tracking Error |
2,783 |
2,479 |
42,737 |
27,029 |
27,826 |
51,558 |
62,829 |
Relative Performance |
-2,598 |
4,293 |
1,518 |
-4,835 |
-48,201 |
147,442 |
161,306 |