21:52 New York (Handel von 09:30 - 16:00) 02:52 London (08:00 - 16:30) 03:52 Frankfurt (09:00 - 20:00) 10:52 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-4,31 |
-10,04 |
+1,71 |
+9,74 |
|
|
|
Volatilität (%) |
17,72 |
16,68 |
28,98 |
23,56 |
|
|
|
Sharpe Ratio |
-0,50 |
-5,04 |
0,91 |
0,60 |
|
|
|
Hoch |
31,86 |
33,34 |
33,59 |
33,59 |
|
|
|
Tief |
29,30 |
29,30 |
27,38 |
25,70 |
|
|
|
Ø-Preis |
31,33 |
32,16 |
31,22 |
29,75 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
4.683 |
4.356 |
5.544 |
4.365 |
|
|
|
Max. Verlustperiode (Handelstage) |
2 |
19 |
38 |
72 |
|
|
|
Max. Verlustperiode (Kalendertage) |
2 |
29 |
56 |
100 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0044 |
-0,0005 |
7,0172 |
7,6404 |
|
|
|
Alpha |
-0,016 |
-0,0049 |
0,0011 |
0,0008 |
|
|
|
Beta |
0,202 |
0,091 |
0,361 |
0,474 |
|
|
|
Korrelation |
0,185 |
0,108 |
0,349 |
0,378 |
|
|
|
Treynor Ratio |
-0,378 |
-1,322 |
-0,027 |
0,259 |
|
|
|
Tracking Error |
3,622 |
9,176 |
57,005 |
30,157 |
|
|
|
Relative Performance |
-8,876 |
-4,377 |
14,368 |
24,234 |
|
|
|