21:14 New York (Handel von 09:30 - 16:00) 02:14 London (08:00 - 16:30) 03:14 Frankfurt (09:00 - 20:00) 10:14 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-11,99 |
-17,59 |
-10,97 |
-15,61 |
|
|
-31,36 |
| Volatilität (%) |
150,95 |
74,10 |
48,47 |
45,21 |
|
|
53,48 |
| Sharpe Ratio |
-58,54 |
-26,00 |
-7,83 |
-1,55 |
|
|
1,34 |
| Hoch |
28,78 |
30,82 |
32,35 |
32,35 |
|
|
54,04 |
| Tief |
23,44 |
23,44 |
23,44 |
16,27 |
|
|
9,22 |
| Ø-Preis |
26,23 |
28,55 |
29,52 |
25,52 |
|
|
25,93 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
0 |
0 |
|
|
1 |
| Max. Verlustperiode (Handelstage) |
3 |
19 |
22 |
208 |
|
|
2.276 |
| Max. Verlustperiode (Kalendertage) |
6 |
31 |
34 |
293 |
|
|
3.300 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,407 |
-0,093 |
-0,065 |
-0,034 |
|
|
|
| Alpha |
-0,045 |
-0,0034 |
-0,0016 |
-0,0008 |
|
|
|
| Beta |
3,644 |
2,416 |
1,792 |
1,000 |
|
|
|
| Korrelation |
1,000 |
0,752 |
0,669 |
0,527 |
|
|
|
| Treynor Ratio |
-0,038 |
-0,076 |
-0,087 |
-0,192 |
|
|
|
| Tracking Error |
0,111 |
0,037 |
0,024 |
0,025 |
|
|
|
| Relative Performance |
-11,259 |
-12,209 |
-11,602 |
-27,064 |
|
|
|