15:49 New York (Handel von 09:30 - 16:00) 20:49 London (08:00 - 16:30) 21:49 Frankfurt (09:00 - 20:00) 04:49 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+1,07 |
+8,43 |
-9,00 |
+82,58 |
+28,05 |
+77,99 |
+471,72 |
Volatilität (%) |
33,25 |
30,42 |
38,48 |
41,76 |
42,44 |
39,21 |
37,41 |
Sharpe Ratio |
-2,64 |
2,49 |
-1,14 |
1,53 |
0,34 |
0,43 |
0,60 |
Hoch |
28,60 |
28,80 |
32,00 |
32,00 |
32,00 |
32,00 |
32,00 |
Tief |
27,20 |
25,90 |
24,50 |
14,70 |
10,55 |
10,55 |
3,52 |
Ø-Preis |
28,00 |
27,68 |
27,95 |
22,59 |
19,78 |
21,17 |
15,75 |
Ø-Volumen (in Tsd EUR/Handelstag) |
132 |
200 |
170 |
144 |
92 |
114 |
94 |
Max. Verlustperiode (Handelstage) |
2 |
7 |
60 |
60 |
635 |
860 |
860 |
Max. Verlustperiode (Kalendertage) |
4 |
13 |
88 |
88 |
918 |
1.252 |
1.252 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0007 |
6,3195 |
-0,0001 |
0,0001 |
5,6722 |
5,9353 |
6,1823 |
Alpha |
-0,0037 |
0,0012 |
-0,0033 |
0,0018 |
0,0004 |
0,0005 |
0,0008 |
Beta |
6,436 |
0,766 |
1,138 |
0,525 |
0,708 |
0,657 |
0,561 |
Korrelation |
0,673 |
0,226 |
0,416 |
0,288 |
0,375 |
0,330 |
0,314 |
Treynor Ratio |
-0,0053 |
0,049 |
-0,116 |
1,448 |
0,323 |
1,090 |
8,121 |
Tracking Error |
5,599 |
88,879 |
47,833 |
30,994 |
58,504 |
50,849 |
63,461 |
Relative Performance |
-1,444 |
0,833 |
-20,403 |
34,048 |
2,603 |
21,831 |
345,608 |