09:16 New York (Handel von 09:30 - 16:00) 14:16 London (08:00 - 16:30) 15:16 Frankfurt (09:00 - 20:00) 22:16 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-4,98 |
-6,38 |
-11,19 |
|
|
|
|
Volatilität (%) |
36,69 |
28,15 |
34,20 |
|
|
|
|
Sharpe Ratio |
-4,25 |
-1,83 |
-1,01 |
|
|
|
|
Hoch |
30,24 |
32,59 |
33,84 |
|
|
|
|
Tief |
27,85 |
27,85 |
27,85 |
|
|
|
|
Ø-Preis |
29,49 |
29,92 |
30,88 |
|
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
85.686 |
80.792 |
63.475 |
|
|
|
|
Max. Verlustperiode (Handelstage) |
3 |
10 |
41 |
|
|
|
|
Max. Verlustperiode (Kalendertage) |
5 |
18 |
61 |
|
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0021 |
-0,0001 |
-0,0001 |
|
|
|
|
Alpha |
-0,0071 |
-0,0045 |
-0,0026 |
|
|
|
|
Beta |
0,442 |
0,972 |
0,783 |
|
|
|
|
Korrelation |
0,158 |
0,285 |
0,317 |
|
|
|
|
Treynor Ratio |
-0,102 |
-0,061 |
-0,139 |
|
|
|
|
Tracking Error |
3,338 |
89,565 |
48,527 |
|
|
|
|
Relative Performance |
-3,388 |
-9,053 |
-19,266 |
|
|
|
|