05:25 New York (Handel von 09:30 - 16:00) 10:25 London (08:00 - 16:30) 11:25 Frankfurt (09:00 - 20:00) 18:25 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,74 |
-13,38 |
-33,97 |
-10,28 |
+2,61 |
+168,16 |
+2.307,44 |
Volatilität (%) |
25,12 |
42,14 |
47,32 |
44,15 |
42,71 |
40,94 |
36,62 |
Sharpe Ratio |
-5,52 |
-3,95 |
-3,33 |
-0,07 |
0,19 |
0,64 |
0,99 |
Hoch |
61,60 |
69,34 |
94,78 |
116,15 |
116,15 |
116,15 |
116,15 |
Tief |
56,30 |
52,80 |
52,80 |
52,80 |
32,46 |
20,11 |
2,18 |
Ø-Preis |
59,26 |
60,56 |
68,99 |
83,26 |
66,23 |
53,63 |
31,58 |
Ø-Volumen (in Tsd EUR/Handelstag) |
5.634 |
7.723 |
9.294 |
13.218 |
13.837 |
11.234 |
6.387 |
Max. Verlustperiode (Handelstage) |
4 |
19 |
61 |
165 |
284 |
284 |
284 |
Max. Verlustperiode (Kalendertage) |
4 |
25 |
87 |
235 |
410 |
410 |
410 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0001 |
0,0001 |
-9,3960 |
9,0218 |
5,3796 |
6,6308 |
7,1925 |
Alpha |
0,0017 |
0,0008 |
-0,0025 |
0,0013 |
0,0003 |
0,0010 |
0,0011 |
Beta |
0,852 |
0,978 |
1,283 |
1,281 |
1,274 |
1,334 |
1,152 |
Korrelation |
0,806 |
0,651 |
0,670 |
0,605 |
0,638 |
0,608 |
0,542 |
Treynor Ratio |
-0,056 |
-0,154 |
-0,280 |
-0,096 |
-0,0023 |
1,225 |
20,054 |
Tracking Error |
11,809 |
5,984 |
55,799 |
32,159 |
73,936 |
59,294 |
48,126 |
Relative Performance |
1,399 |
1,422 |
-16,799 |
14,746 |
2,387 |
160,879 |
2.168,862 |