15:18 New York (Handel von 09:30 - 16:00) 20:18 London (08:00 - 16:30) 21:18 Frankfurt (09:00 - 20:00) 05:18 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+2,44 |
+11,06 |
+25,54 |
-9,41 |
-36,71 |
+3,66 |
-47,65 |
Volatilität (%) |
30,57 |
43,95 |
40,78 |
38,96 |
36,55 |
33,65 |
32,34 |
Sharpe Ratio |
5,40 |
3,25 |
2,45 |
-0,10 |
-0,29 |
0,13 |
-0,10 |
Hoch |
9,28 |
9,28 |
9,32 |
10,40 |
18,00 |
18,00 |
27,77 |
Tief |
8,70 |
8,30 |
6,90 |
6,90 |
6,90 |
6,90 |
6,90 |
Ø-Preis |
9,07 |
8,81 |
8,36 |
8,40 |
11,66 |
11,82 |
15,63 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
2 |
10 |
21 |
250 |
697 |
697 |
2.260 |
Max. Verlustperiode (Kalendertage) |
2 |
14 |
35 |
362 |
1.013 |
1.013 |
3.260 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0030 |
0,0012 |
0,0004 |
-6,1102 |
-5,6970 |
5,2774 |
-5,1798 |
Alpha |
0,0060 |
0,0050 |
0,0024 |
-0,0002 |
-0,0004 |
0,0001 |
-0,0001 |
Beta |
-0,890 |
0,711 |
0,713 |
0,383 |
0,395 |
0,349 |
0,244 |
Korrelation |
-0,619 |
0,232 |
0,349 |
0,323 |
0,244 |
0,207 |
0,156 |
Treynor Ratio |
-0,0074 |
0,131 |
0,334 |
-0,293 |
-0,976 |
0,054 |
-2,032 |
Tracking Error |
1,986 |
4,098 |
6,856 |
21,374 |
57,058 |
48,884 |
73,459 |
Relative Performance |
3,023 |
9,210 |
10,833 |
-14,261 |
-40,554 |
-36,501 |
-141,384 |