04:27 New York (Handel von 09:30 - 16:00) 09:27 London (08:00 - 16:30) 10:27 Frankfurt (09:00 - 20:00) 17:27 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-3,72 |
-11,79 |
-7,85 |
-42,43 |
+171,85 |
+98,54 |
|
Volatilit?t (%) |
12,68 |
59,95 |
64,93 |
71,19 |
62,85 |
57,03 |
|
Sharpe Ratio |
-12,37 |
-2,04 |
-0,12 |
-0,42 |
0,82 |
0,50 |
|
Hoch |
88,30 |
101,50 |
105,25 |
165,70 |
249,00 |
249,00 |
|
Tief |
79,54 |
79,54 |
74,16 |
65,28 |
28,30 |
28,30 |
|
Ø-Preis |
80,72 |
90,03 |
90,33 |
109,50 |
110,96 |
83,69 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
6.314 |
6.456 |
7.307 |
9.773 |
11.514 |
7.195 |
|
Max. Verlustperiode (Handelstage) |
4 |
9 |
54 |
182 |
383 |
610 |
|
Max. Verlustperiode (Kalendertage) |
6 |
13 |
76 |
262 |
546 |
886 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0058 |
-0,0010 |
-9,3453 |
5,4107 |
0,0001 |
8,4158 |
|
Alpha |
-0,0049 |
-0,013 |
-0,0005 |
0,0001 |
0,0018 |
0,0011 |
|
Beta |
0,425 |
1,892 |
1,269 |
1,348 |
0,823 |
0,757 |
|
Korrelation |
0,209 |
0,643 |
0,499 |
0,455 |
0,308 |
0,273 |
|
Treynor Ratio |
-0,087 |
-0,066 |
-0,087 |
-0,315 |
2,108 |
1,314 |
|
Tracking Error |
0,854 |
12,910 |
12,351 |
29,392 |
30,315 |
30,744 |
|
Relative Performance |
-2,385 |
-20,653 |
-7,720 |
-18,665 |
148,201 |
85,832 |
|