02:57 New York (Handel von 09:30 - 16:00) 07:57 London (08:00 - 16:30) 08:57 Frankfurt (09:00 - 20:00) 16:57 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+2,43 |
-5,18 |
-7,68 |
-11,74 |
-37,63 |
-11,65 |
-57,87 |
Volatilität (%) |
18,16 |
20,97 |
28,43 |
41,02 |
36,42 |
35,03 |
32,58 |
Sharpe Ratio |
6,60 |
-3,65 |
-1,20 |
-0,16 |
-0,31 |
0,04 |
-0,17 |
Hoch |
8,52 |
9,00 |
9,44 |
10,35 |
18,10 |
18,10 |
27,98 |
Tief |
8,20 |
8,20 |
8,20 |
6,94 |
6,94 |
6,94 |
6,94 |
Ø-Preis |
8,28 |
8,43 |
8,74 |
8,38 |
11,64 |
11,96 |
15,73 |
Ø-Volumen (in Tsd EUR/Handelstag) |
26 |
42 |
33 |
36 |
49 |
48 |
101 |
Max. Verlustperiode (Handelstage) |
1 |
19 |
36 |
246 |
711 |
711 |
2.206 |
Max. Verlustperiode (Kalendertage) |
1 |
27 |
52 |
361 |
1.046 |
1.046 |
3.295 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0055 |
-0,0004 |
-0,0004 |
-7,3687 |
-5,8358 |
5,0689 |
-5,3497 |
Alpha |
0,0063 |
-0,0018 |
-0,0018 |
-0,0005 |
-0,0005 |
8,4952 |
-0,0003 |
Beta |
0,294 |
0,125 |
0,216 |
0,322 |
0,345 |
0,253 |
0,296 |
Korrelation |
0,306 |
0,068 |
0,117 |
0,252 |
0,212 |
0,146 |
0,191 |
Treynor Ratio |
0,023 |
-0,436 |
-0,540 |
-0,473 |
-1,150 |
-0,583 |
-2,065 |
Tracking Error |
1,142 |
4,952 |
4,752 |
21,305 |
57,350 |
50,713 |
74,879 |
Relative Performance |
2,226 |
-4,202 |
-15,595 |
-30,337 |
-55,475 |
-56,716 |
-153,472 |