02:43 New York (Handel von 09:30 - 16:00) 07:43 London (08:00 - 16:30) 08:43 Frankfurt (09:00 - 20:00) 16:43 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,34 |
-8,02 |
-4,96 |
+40,10 |
-64,25 |
-59,56 |
-69,45 |
| Volatilität (%) |
1,31 |
17,06 |
10,28 |
8,72 |
9,59 |
8,65 |
8,32 |
| Sharpe Ratio |
-470,12 |
-32,36 |
-11,98 |
16,18 |
-15,57 |
-9,91 |
-9,13 |
| Hoch |
1,46 |
1,59 |
1,59 |
1,62 |
4,08 |
5,39 |
5,39 |
| Tief |
1,46 |
1,46 |
1,46 |
1,00 |
0,63 |
0,63 |
0,63 |
| Ø-Preis |
1,46 |
1,53 |
1,54 |
1,34 |
1,22 |
2,36 |
2,65 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
6 |
20 |
26 |
116 |
1.091 |
1.133 |
1.705 |
| Max. Verlustperiode (Kalendertage) |
6 |
20 |
26 |
116 |
1.094 |
1.136 |
2.402 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,000 |
0,000 |
-0,0086 |
0,063 |
-0,024 |
-0,040 |
-0,018 |
| Alpha |
0,000 |
0,000 |
-0,0001 |
0,0012 |
-0,0004 |
-0,0007 |
-0,0003 |
| Beta |
0,000 |
0,000 |
-0,0008 |
0,048 |
0,0073 |
0,0014 |
0,0079 |
| Korrelation |
|
|
-0,022 |
0,140 |
0,018 |
0,0038 |
0,025 |
| Treynor Ratio |
|
|
34,951 |
6,670 |
-40,439 |
-452,913 |
-74,346 |
| Tracking Error |
0,0088 |
0,0099 |
0,016 |
0,018 |
0,017 |
0,018 |
0,017 |
| Relative Performance |
-1,399 |
-12,157 |
-16,653 |
41,608 |
-71,943 |
-59,369 |
-96,061 |