06:57 New York (Handel von 09:30 - 16:00) 11:57 London (08:00 - 16:30) 12:57 Frankfurt (09:00 - 20:00) 19:57 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,31 |
+12,67 |
-27,67 |
-31,64 |
-38,20 |
-77,64 |
-63,37 |
Volatilit?t (%) |
7,56 |
34,38 |
51,60 |
51,52 |
59,64 |
52,10 |
43,31 |
Sharpe Ratio |
-2,22 |
4,06 |
-2,28 |
-0,52 |
-0,0049 |
-0,35 |
-0,06 |
Hoch |
6,14 |
6,15 |
9,21 |
11,36 |
13,95 |
26,90 |
27,07 |
Tief |
5,73 |
5,11 |
4,82 |
4,82 |
3,28 |
3,28 |
3,28 |
Ø-Preis |
5,88 |
5,77 |
6,70 |
8,31 |
8,57 |
12,74 |
16,30 |
Ø-Volumen (in Tsd EUR/Handelstag) |
21.908 |
16.278 |
21.655 |
27.660 |
31.038 |
45.282 |
49.007 |
Max. Verlustperiode (Handelstage) |
3 |
5 |
52 |
186 |
702 |
1.244 |
1.287 |
Max. Verlustperiode (Kalendertage) |
5 |
7 |
74 |
266 |
1.012 |
1.798 |
1.859 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-8,7848 |
6,3680 |
-0,0001 |
6,3182 |
-5,4333 |
-6,4776 |
-6,3630 |
Alpha |
-0,0083 |
0,0010 |
-0,0031 |
0,0005 |
-0,0003 |
-0,0009 |
-0,0007 |
Beta |
6,268 |
1,425 |
1,627 |
1,607 |
1,727 |
1,653 |
1,520 |
Korrelation |
0,952 |
0,780 |
0,812 |
0,697 |
0,631 |
0,600 |
0,607 |
Treynor Ratio |
0,0018 |
0,102 |
-0,168 |
-0,197 |
-0,220 |
-0,476 |
-0,427 |
Tracking Error |
220,539 |
69,945 |
39,968 |
37,928 |
75,283 |
60,029 |
48,449 |
Relative Performance |
2,108 |
6,597 |
-20,960 |
-8,371 |
-49,319 |
-89,562 |
-213,210 |