19:14 New York (Handel von 09:30 - 16:00) 00:14 London (08:00 - 16:30) 01:14 Frankfurt (09:00 - 20:00) 09:14 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,83 |
+3,19 |
-7,84 |
-51,14 |
+39,20 |
-81,97 |
|
| Volatilität (%) |
12,66 |
36,17 |
51,37 |
48,75 |
47,87 |
53,00 |
|
| Sharpe Ratio |
-12,33 |
3,00 |
-3,38 |
-7,81 |
2,84 |
-2,41 |
|
| Hoch |
4,09 |
4,16 |
4,46 |
8,99 |
8,99 |
23,57 |
|
| Tief |
3,83 |
3,63 |
3,63 |
3,43 |
2,20 |
1,88 |
|
| Ø-Preis |
3,96 |
3,90 |
4,02 |
5,06 |
5,65 |
8,17 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
1.167 |
1.255 |
1.290 |
3.306 |
3.436 |
3.552 |
|
| Max. Verlustperiode (Handelstage) |
1 |
12 |
48 |
250 |
347 |
1.241 |
|
| Max. Verlustperiode (Kalendertage) |
1 |
18 |
69 |
355 |
498 |
1.784 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,479 |
0,055 |
-0,131 |
-0,088 |
-0,0057 |
-0,036 |
|
| Alpha |
0,0073 |
0,0012 |
-0,0035 |
-0,0024 |
-0,0001 |
-0,0010 |
|
| Beta |
0,073 |
0,410 |
1,261 |
0,845 |
1,017 |
1,056 |
|
| Korrelation |
0,143 |
0,205 |
0,596 |
0,489 |
0,572 |
0,584 |
|
| Treynor Ratio |
0,038 |
0,127 |
-0,058 |
-0,626 |
0,321 |
-0,792 |
|
| Tracking Error |
0,015 |
0,022 |
0,027 |
0,027 |
0,025 |
0,027 |
|
| Relative Performance |
1,352 |
-5,263 |
-21,457 |
-48,865 |
-53,624 |
-84,690 |
|