11:26 New York (Handel von 09:30 - 16:00) 16:26 London (08:00 - 16:30) 17:26 Frankfurt (09:00 - 20:00) 00:26 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-3,42 |
-7,86 |
-19,58 |
-28,86 |
-43,39 |
|
|
| Volatilität (%) |
72,32 |
50,18 |
44,76 |
40,89 |
39,34 |
|
|
| Sharpe Ratio |
-50,61 |
-18,36 |
-13,00 |
-4,17 |
-1,85 |
|
|
| Hoch |
7,78 |
8,70 |
9,30 |
10,74 |
17,62 |
|
|
| Tief |
6,68 |
6,68 |
6,68 |
6,68 |
6,68 |
|
|
| Ø-Preis |
7,44 |
7,80 |
8,26 |
9,45 |
11,23 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
43 |
36 |
31 |
29 |
92 |
|
|
| Max. Verlustperiode (Handelstage) |
2 |
14 |
56 |
121 |
668 |
|
|
| Max. Verlustperiode (Kalendertage) |
6 |
28 |
90 |
185 |
967 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,096 |
-0,127 |
-0,101 |
-0,033 |
-0,022 |
|
|
| Alpha |
0,0097 |
-0,0055 |
-0,0033 |
-0,0010 |
-0,0006 |
|
|
| Beta |
-1,711 |
-0,516 |
0,081 |
0,158 |
0,261 |
|
|
| Korrelation |
-1,000 |
-0,313 |
0,046 |
0,124 |
0,179 |
|
|
| Treynor Ratio |
0,028 |
0,179 |
-2,600 |
-1,926 |
-1,723 |
|
|
| Tracking Error |
0,101 |
0,043 |
0,032 |
0,031 |
0,027 |
|
|
| Relative Performance |
-5,337 |
-4,018 |
-13,852 |
-26,175 |
-86,302 |
|
|