09:51 New York (Handel von 09:30 - 16:00) 14:51 London (08:00 - 16:30) 15:51 Frankfurt (09:00 - 20:00) 22:51 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,73 |
-4,06 |
+10,11 |
+164,46 |
-26,64 |
+16,02 |
+48,28 |
Volatilität (%) |
22,76 |
47,67 |
42,68 |
46,33 |
45,24 |
38,97 |
41,56 |
Sharpe Ratio |
-2,61 |
-0,77 |
1,16 |
2,29 |
-0,04 |
0,23 |
0,26 |
Hoch |
13,78 |
13,78 |
13,78 |
13,78 |
17,41 |
20,08 |
20,08 |
Tief |
12,46 |
11,58 |
10,76 |
4,13 |
3,17 |
3,17 |
3,15 |
Ø-Preis |
12,81 |
12,62 |
12,20 |
8,26 |
9,66 |
11,56 |
10,22 |
Ø-Volumen (in Tsd EUR/Handelstag) |
1.474 |
1.708 |
1.752 |
1.555 |
1.650 |
1.703 |
1.838 |
Max. Verlustperiode (Handelstage) |
2 |
18 |
21 |
43 |
748 |
813 |
813 |
Max. Verlustperiode (Kalendertage) |
2 |
28 |
31 |
63 |
1.088 |
1.183 |
1.183 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0010 |
-0,0001 |
8,5867 |
0,0001 |
-6,4720 |
-5,6437 |
-5,9220 |
Alpha |
-0,0023 |
-0,0012 |
0,0015 |
0,0025 |
-0,0005 |
-0,0002 |
-0,0002 |
Beta |
0,039 |
-0,170 |
1,069 |
1,020 |
1,103 |
1,141 |
1,443 |
Korrelation |
0,017 |
-0,051 |
0,430 |
0,457 |
0,522 |
0,537 |
0,601 |
Treynor Ratio |
-0,754 |
0,311 |
0,084 |
1,613 |
-0,254 |
0,131 |
0,329 |
Tracking Error |
2,342 |
14,222 |
41,220 |
41,236 |
32,219 |
27,237 |
23,775 |
Relative Performance |
-0,761 |
-5,304 |
7,921 |
110,149 |
-55,417 |
-61,524 |
-154,970 |