11:27 New York (Handel von 09:30 - 16:00) 16:27 London (08:00 - 16:30) 17:27 Frankfurt (09:00 - 20:00) 00:27 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,22 |
-16,31 |
-38,32 |
-71,82 |
-82,13 |
-90,31 |
|
| Volatilität (%) |
90,51 |
74,51 |
68,68 |
95,65 |
69,60 |
66,44 |
|
| Sharpe Ratio |
6,01 |
-16,94 |
-16,39 |
-5,27 |
-2,96 |
-2,33 |
|
| Hoch |
1,90 |
2,19 |
3,25 |
7,34 |
19,75 |
19,75 |
|
| Tief |
1,72 |
1,71 |
1,71 |
1,17 |
1,17 |
1,17 |
|
| Ø-Preis |
1,82 |
1,96 |
2,24 |
3,54 |
9,17 |
10,09 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
8 |
18 |
38 |
43 |
153 |
112 |
|
| Max. Verlustperiode (Handelstage) |
2 |
19 |
61 |
254 |
636 |
636 |
|
| Max. Verlustperiode (Kalendertage) |
3 |
28 |
90 |
363 |
912 |
912 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,060 |
-0,028 |
-0,143 |
-0,049 |
-0,035 |
-0,022 |
|
| Alpha |
0,0034 |
-0,0013 |
-0,0063 |
-0,0029 |
-0,0015 |
-0,0010 |
|
| Beta |
2,702 |
1,970 |
0,304 |
0,583 |
0,570 |
0,371 |
|
| Korrelation |
0,702 |
0,466 |
0,097 |
0,181 |
0,192 |
0,154 |
|
| Treynor Ratio |
0,0028 |
-0,086 |
-1,296 |
-1,260 |
-1,472 |
-2,487 |
|
| Tracking Error |
0,056 |
0,044 |
0,044 |
0,059 |
0,043 |
0,043 |
|
| Relative Performance |
2,050 |
-9,233 |
-29,383 |
-59,461 |
-110,266 |
-71,768 |
|