04:32 New York (Handel von 09:30 - 16:00) 09:32 London (08:00 - 16:30) 10:32 Frankfurt (09:00 - 20:00) 17:32 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,23 |
-2,83 |
+7,62 |
+7,14 |
|
|
|
Volatilität (%) |
61,42 |
50,46 |
47,87 |
48,04 |
|
|
|
Sharpe Ratio |
-0,66 |
-0,38 |
0,86 |
0,35 |
|
|
|
Hoch |
24,70 |
25,20 |
25,20 |
26,50 |
|
|
|
Tief |
22,40 |
22,10 |
21,10 |
20,00 |
|
|
|
Ø-Preis |
23,74 |
23,83 |
23,63 |
23,32 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
6 |
2 |
3 |
2 |
|
|
|
Max. Verlustperiode (Handelstage) |
4 |
19 |
19 |
172 |
|
|
|
Max. Verlustperiode (Kalendertage) |
6 |
27 |
27 |
246 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0018 |
0,0023 |
0,0006 |
8,1049 |
|
|
|
Alpha |
0,011 |
0,0069 |
0,0023 |
0,0008 |
|
|
|
Beta |
-0,124 |
1,177 |
0,428 |
0,224 |
|
|
|
Korrelation |
-0,180 |
0,579 |
0,198 |
0,100 |
|
|
|
Treynor Ratio |
-0,226 |
-0,044 |
0,120 |
0,146 |
|
|
|
Tracking Error |
6,467 |
2,969 |
3,956 |
26,803 |
|
|
|
Relative Performance |
6,284 |
10,253 |
17,681 |
25,006 |
|
|
|