03:53 New York (Handel von 09:30 - 16:00) 08:53 London (08:00 - 16:30) 09:53 Frankfurt (09:00 - 20:00) 16:53 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-0,83 |
-2,44 |
+8,11 |
+5,73 |
|
|
|
Volatilität (%) |
64,56 |
51,97 |
43,88 |
42,90 |
|
|
|
Sharpe Ratio |
-1,02 |
-0,46 |
0,86 |
0,29 |
|
|
|
Hoch |
24,20 |
25,00 |
25,00 |
26,50 |
|
|
|
Tief |
22,80 |
22,80 |
22,10 |
19,90 |
|
|
|
Ø-Preis |
23,70 |
23,86 |
23,65 |
23,33 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
|
|
|
Max. Verlustperiode (Handelstage) |
4 |
19 |
19 |
128 |
|
|
|
Max. Verlustperiode (Kalendertage) |
6 |
27 |
27 |
182 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0008 |
0,0001 |
0,0005 |
7,1826 |
|
|
|
Alpha |
-0,0053 |
0,0005 |
0,0021 |
0,0006 |
|
|
|
Beta |
-0,792 |
0,203 |
0,332 |
0,030 |
|
|
|
Korrelation |
-0,369 |
0,097 |
0,168 |
0,015 |
|
|
|
Treynor Ratio |
0,041 |
-0,239 |
0,170 |
1,104 |
|
|
|
Tracking Error |
6,342 |
3,882 |
4,035 |
27,113 |
|
|
|
Relative Performance |
0,241 |
10,634 |
18,196 |
25,029 |
|
|
|