02:45 New York (Handel von 09:30 - 16:00) 07:45 London (08:00 - 16:30) 08:45 Frankfurt (09:00 - 20:00) 15:45 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+13,34 |
+14,71 |
-26,10 |
-31,11 |
|
|
|
Volatilit?t (%) |
30,79 |
36,75 |
40,49 |
50,11 |
|
|
|
Sharpe Ratio |
20,46 |
3,79 |
-2,96 |
-0,57 |
|
|
|
Hoch |
20,50 |
20,50 |
30,60 |
43,60 |
|
|
|
Tief |
18,07 |
16,66 |
16,66 |
16,66 |
|
|
|
Ø-Preis |
19,67 |
18,41 |
22,41 |
29,82 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
1.070 |
1.582 |
1.717 |
2.401 |
|
|
|
Max. Verlustperiode (Handelstage) |
0 |
10 |
64 |
158 |
|
|
|
Max. Verlustperiode (Kalendertage) |
0 |
14 |
90 |
224 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0094 |
0,0002 |
-0,0006 |
5,8466 |
|
|
|
Alpha |
0,015 |
0,0011 |
-0,0052 |
0,0002 |
|
|
|
Beta |
4,260 |
1,222 |
0,900 |
1,323 |
|
|
|
Korrelation |
0,982 |
0,645 |
0,594 |
0,634 |
|
|
|
Treynor Ratio |
0,017 |
0,104 |
-0,359 |
-0,239 |
|
|
|
Tracking Error |
1,568 |
4,722 |
8,730 |
28,880 |
|
|
|
Relative Performance |
8,486 |
4,637 |
-29,043 |
-7,855 |
|
|
|