04:28 New York (Handel von 09:30 - 16:00) 09:28 London (08:00 - 16:30) 10:28 Frankfurt (09:00 - 20:00) 17:28 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-0,82 |
-1,62 |
+8,48 |
+2,53 |
|
|
|
Volatilität (%) |
63,31 |
44,92 |
37,42 |
45,47 |
|
|
|
Sharpe Ratio |
-1,86 |
-0,60 |
0,89 |
0,21 |
|
|
|
Hoch |
24,60 |
25,50 |
25,50 |
26,30 |
|
|
|
Tief |
23,20 |
22,90 |
22,40 |
20,10 |
|
|
|
Ø-Preis |
24,08 |
24,12 |
23,89 |
23,55 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
1 |
|
|
|
Max. Verlustperiode (Handelstage) |
3 |
18 |
18 |
123 |
|
|
|
Max. Verlustperiode (Kalendertage) |
5 |
26 |
26 |
180 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0005 |
-0,0001 |
0,0003 |
6,9621 |
|
|
|
Alpha |
-0,0037 |
-0,0007 |
0,0017 |
0,0005 |
|
|
|
Beta |
-0,047 |
0,074 |
0,188 |
-0,170 |
|
|
|
Korrelation |
-0,022 |
0,041 |
0,113 |
-0,082 |
|
|
|
Treynor Ratio |
0,773 |
-0,707 |
0,270 |
-0,270 |
|
|
|
Tracking Error |
6,830 |
5,179 |
6,116 |
26,941 |
|
|
|
Relative Performance |
-0,146 |
10,279 |
17,618 |
26,351 |
|
|
|