10:35 New York (Handel von 09:30 - 16:00) 15:35 London (08:00 - 16:30) 16:35 Frankfurt (09:00 - 20:00) 23:35 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-7,41 |
-17,64 |
-19,96 |
-37,18 |
+16,76 |
-49,10 |
|
| Volatilität (%) |
26,60 |
32,82 |
34,98 |
48,00 |
45,72 |
49,97 |
|
| Sharpe Ratio |
-131,83 |
-48,40 |
-16,16 |
-4,57 |
2,07 |
-0,17 |
|
| Hoch |
107,19 |
122,58 |
131,01 |
177,00 |
201,05 |
299,68 |
|
| Tief |
99,26 |
99,26 |
99,26 |
98,41 |
68,00 |
50,00 |
|
| Ø-Preis |
102,30 |
112,99 |
119,11 |
130,61 |
135,98 |
156,55 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
0 |
0 |
|
| Max. Verlustperiode (Handelstage) |
4 |
15 |
58 |
208 |
361 |
1.080 |
|
| Max. Verlustperiode (Kalendertage) |
6 |
21 |
85 |
297 |
518 |
1.561 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,716 |
-0,376 |
-0,127 |
-0,037 |
0,018 |
-0,0014 |
|
| Alpha |
-0,017 |
-0,0092 |
-0,0035 |
-0,0013 |
0,0006 |
-9,8512 |
|
| Beta |
0,158 |
-0,065 |
-0,171 |
0,166 |
0,100 |
0,041 |
|
| Korrelation |
0,144 |
-0,035 |
-0,105 |
0,103 |
0,050 |
0,023 |
|
| Treynor Ratio |
-0,546 |
2,920 |
1,244 |
-2,326 |
1,578 |
-12,228 |
|
| Tracking Error |
0,024 |
0,025 |
0,027 |
0,034 |
0,032 |
0,035 |
|
| Relative Performance |
-7,345 |
-11,157 |
-11,299 |
-24,734 |
-10,671 |
-30,286 |
|