15:43 New York (Handel von 09:30 - 16:00) 20:43 London (08:00 - 16:30) 21:43 Frankfurt (09:00 - 20:00) 05:43 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-3,41 |
-18,79 |
-1,54 |
+96,15 |
+174,19 |
+964,72 |
+2.003,96 |
Volatilität (%) |
49,74 |
50,21 |
54,92 |
57,81 |
45,88 |
45,05 |
40,54 |
Sharpe Ratio |
-3,33 |
-5,13 |
0,12 |
1,41 |
0,91 |
1,23 |
0,98 |
Hoch |
282,00 |
320,00 |
325,00 |
325,00 |
325,00 |
325,00 |
325,00 |
Tief |
248,00 |
248,00 |
221,00 |
88,60 |
80,40 |
23,00 |
8,50 |
Ø-Preis |
266,83 |
282,48 |
264,16 |
223,16 |
149,28 |
114,43 |
69,63 |
Ø-Volumen (in Tsd EUR/Handelstag) |
1.010 |
1.512 |
1.097 |
714 |
343 |
290 |
167 |
Max. Verlustperiode (Handelstage) |
3 |
19 |
30 |
72 |
313 |
313 |
351 |
Max. Verlustperiode (Kalendertage) |
3 |
25 |
48 |
106 |
454 |
454 |
675 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0029 |
-0,0017 |
-7,3239 |
0,0001 |
7,7533 |
9,0312 |
6,9376 |
Alpha |
-0,012 |
-0,0087 |
-0,0001 |
0,0027 |
0,0016 |
0,0021 |
0,0015 |
Beta |
2,728 |
2,609 |
1,219 |
0,659 |
0,711 |
0,649 |
0,400 |
Korrelation |
0,821 |
0,580 |
0,338 |
0,362 |
0,345 |
0,285 |
0,213 |
Treynor Ratio |
-0,020 |
-0,080 |
5,0000 |
1,429 |
2,442 |
15,456 |
50,021 |
Tracking Error |
4,074 |
5,233 |
4,527 |
20,873 |
57,213 |
52,160 |
78,157 |
Relative Performance |
-4,384 |
-17,822 |
-2,896 |
75,543 |
161,994 |
962,499 |
1.909,590 |