18:38 New York (Handel von 09:30 - 16:00) 23:38 London (08:00 - 16:30) 00:38 Frankfurt (09:00 - 20:00) 07:38 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-4,06 |
-9,33 |
-17,01 |
-2,65 |
|
|
|
Volatilität (%) |
29,07 |
32,20 |
28,12 |
28,78 |
|
|
|
Sharpe Ratio |
-9,35 |
-3,61 |
-2,70 |
-0,02 |
|
|
|
Hoch |
27,72 |
29,56 |
33,18 |
33,18 |
|
|
|
Tief |
26,40 |
26,22 |
26,22 |
26,22 |
|
|
|
Ø-Preis |
27,14 |
28,14 |
30,22 |
29,92 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
4 |
2 |
3 |
6 |
|
|
|
Max. Verlustperiode (Handelstage) |
3 |
15 |
56 |
70 |
|
|
|
Max. Verlustperiode (Kalendertage) |
3 |
21 |
83 |
99 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0001 |
-0,0001 |
-8,7710 |
6,7517 |
|
|
|
Alpha |
-0,0008 |
-0,0012 |
-0,0022 |
0,0005 |
|
|
|
Beta |
0,889 |
0,356 |
0,221 |
0,493 |
|
|
|
Korrelation |
0,805 |
0,310 |
0,198 |
0,358 |
|
|
|
Treynor Ratio |
-0,068 |
-0,284 |
-0,862 |
-0,109 |
|
|
|
Tracking Error |
9,568 |
10,974 |
58,578 |
31,144 |
|
|
|
Relative Performance |
0,072 |
6,412 |
0,157 |
21,666 |
|
|
|