00:42 New York (Handel von 09:30 - 16:00) 05:42 London (08:00 - 16:30) 06:42 Frankfurt (09:00 - 20:00) 14:42 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+10,64 |
+78,35 |
+39,79 |
-55,27 |
-32,43 |
-91,80 |
-92,93 |
| Volatilität (%) |
50,17 |
69,71 |
77,65 |
66,87 |
57,81 |
62,51 |
48,78 |
| Sharpe Ratio |
64,45 |
57,84 |
12,48 |
-5,45 |
0,36 |
-3,05 |
-0,59 |
| Hoch |
2,15 |
2,15 |
2,15 |
5,18 |
7,73 |
30,61 |
38,20 |
| Tief |
1,85 |
1,17 |
1,12 |
1,12 |
1,12 |
1,12 |
1,12 |
| Ø-Preis |
1,95 |
1,69 |
1,47 |
2,61 |
4,02 |
9,72 |
16,95 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
155.916 |
149.332 |
103.093 |
133.394 |
85.325 |
1.134.203 |
595.238 |
| Max. Verlustperiode (Handelstage) |
1 |
10 |
47 |
241 |
611 |
1.210 |
1.234 |
| Max. Verlustperiode (Kalendertage) |
3 |
14 |
68 |
342 |
873 |
1.736 |
1.770 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,747 |
0,507 |
0,059 |
-0,061 |
-0,027 |
-0,043 |
-0,023 |
| Alpha |
0,031 |
0,024 |
0,0026 |
-0,0020 |
-0,0008 |
-0,0014 |
-0,0006 |
| Beta |
-1,401 |
0,746 |
1,608 |
1,605 |
1,531 |
1,457 |
1,284 |
| Korrelation |
-0,326 |
0,155 |
0,516 |
0,690 |
0,657 |
0,632 |
0,648 |
| Treynor Ratio |
-0,062 |
1,023 |
0,235 |
-0,357 |
-0,225 |
-0,644 |
-0,683 |
| Tracking Error |
0,042 |
0,047 |
0,044 |
0,033 |
0,029 |
0,032 |
0,025 |
| Relative Performance |
9,238 |
66,196 |
24,019 |
-47,453 |
-77,041 |
-89,448 |
-125,228 |