10:43 New York (Handel von 09:30 - 16:00) 15:43 London (08:00 - 16:30) 16:43 Frankfurt (09:00 - 20:00) 23:43 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,52 |
-3,29 |
-12,98 |
-19,07 |
+57,85 |
-13,96 |
|
| Volatilität (%) |
8,97 |
9,98 |
15,69 |
18,50 |
21,26 |
148,27 |
|
| Sharpe Ratio |
-111,22 |
-42,09 |
-25,83 |
-7,74 |
5,08 |
2,53 |
|
| Hoch |
1.940,00 |
2.010,00 |
2.240,00 |
2.415,00 |
2.480,00 |
19.250,00 |
|
| Tief |
1.910,00 |
1.910,00 |
1.910,00 |
1.885,00 |
1.200,00 |
1.050,00 |
|
| Ø-Preis |
1.920,00 |
1.945,95 |
2.027,42 |
2.139,69 |
2.041,57 |
2.065,91 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
20 |
7 |
4 |
|
| Max. Verlustperiode (Handelstage) |
2 |
18 |
59 |
197 |
254 |
1.104 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
86 |
303 |
386 |
1.637 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,158 |
-0,098 |
-0,142 |
-0,043 |
0,036 |
0,025 |
|
| Alpha |
-0,0019 |
-0,0010 |
-0,0019 |
-0,0007 |
0,0006 |
0,0066 |
|
| Beta |
0,329 |
0,227 |
0,311 |
0,281 |
0,348 |
0,765 |
|
| Korrelation |
0,879 |
0,428 |
0,431 |
0,434 |
0,374 |
0,051 |
|
| Treynor Ratio |
-0,077 |
-0,233 |
-0,482 |
-0,748 |
1,605 |
-0,209 |
|
| Tracking Error |
0,012 |
0,011 |
0,013 |
0,017 |
0,016 |
0,259 |
|
| Relative Performance |
-1,233 |
2,505 |
-4,993 |
-7,144 |
29,447 |
4,427 |
|