18:55 New York (Handel von 09:30 - 16:00) 23:55 London (08:00 - 16:30) 00:55 Frankfurt (09:00 - 20:00) 07:55 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,37 |
-5,32 |
-14,63 |
-0,29 |
|
|
|
Volatilität (%) |
18,58 |
27,51 |
26,34 |
27,89 |
|
|
|
Sharpe Ratio |
-18,47 |
-4,03 |
-3,07 |
-0,08 |
|
|
|
Hoch |
27,80 |
29,38 |
33,16 |
33,16 |
|
|
|
Tief |
26,30 |
25,82 |
25,82 |
25,82 |
|
|
|
Ø-Preis |
27,16 |
28,03 |
30,19 |
29,86 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
6 |
6 |
6 |
11 |
|
|
|
Max. Verlustperiode (Handelstage) |
4 |
15 |
51 |
73 |
|
|
|
Max. Verlustperiode (Kalendertage) |
6 |
21 |
72 |
103 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0006 |
-6,7095 |
-9,1697 |
6,2526 |
|
|
|
Alpha |
-0,0062 |
-0,0002 |
-0,0023 |
0,0004 |
|
|
|
Beta |
0,579 |
0,514 |
0,256 |
0,368 |
|
|
|
Korrelation |
0,767 |
0,518 |
0,248 |
0,276 |
|
|
|
Treynor Ratio |
-0,128 |
-0,200 |
-0,787 |
-0,165 |
|
|
|
Tracking Error |
11,127 |
12,721 |
56,165 |
29,929 |
|
|
|
Relative Performance |
-1,259 |
6,245 |
-0,951 |
20,944 |
|
|
|