09:11 New York (Handel von 09:30 - 16:00) 14:11 London (08:00 - 16:30) 15:11 Frankfurt (09:00 - 20:00) 22:11 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-6,59 |
+11,96 |
+28,50 |
+163,55 |
+69,86 |
+825,72 |
+434,48 |
Volatilität (%) |
40,55 |
67,53 |
67,10 |
57,16 |
59,01 |
56,22 |
50,13 |
Sharpe Ratio |
-4,94 |
3,08 |
2,03 |
1,99 |
0,58 |
1,07 |
0,56 |
Hoch |
27,40 |
28,25 |
28,25 |
28,25 |
28,25 |
28,25 |
28,25 |
Tief |
25,05 |
21,05 |
18,84 |
8,02 |
5,68 |
2,15 |
1,43 |
Ø-Preis |
26,18 |
25,40 |
23,46 |
15,08 |
13,35 |
10,25 |
6,48 |
Ø-Volumen (in Tsd EUR/Handelstag) |
1.198 |
1.829 |
1.705 |
902 |
592 |
529 |
281 |
Max. Verlustperiode (Handelstage) |
4 |
10 |
26 |
68 |
606 |
606 |
1.530 |
Max. Verlustperiode (Kalendertage) |
6 |
18 |
36 |
96 |
876 |
876 |
2.336 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0027 |
0,0001 |
0,0001 |
0,0001 |
6,6375 |
9,0133 |
6,4610 |
Alpha |
-0,013 |
0,0046 |
0,0037 |
0,0026 |
0,0010 |
0,0020 |
0,0009 |
Beta |
2,108 |
1,569 |
1,121 |
1,313 |
1,317 |
1,162 |
0,698 |
Korrelation |
0,687 |
0,182 |
0,227 |
0,515 |
0,495 |
0,410 |
0,294 |
Treynor Ratio |
-0,025 |
0,089 |
0,278 |
1,303 |
0,562 |
7,379 |
6,470 |
Tracking Error |
4,582 |
89,738 |
48,326 |
31,831 |
58,689 |
50,322 |
63,521 |
Relative Performance |
-4,081 |
10,915 |
22,766 |
129,160 |
53,477 |
811,842 |
341,878 |