11:31 New York (Handel von 09:30 - 16:00) 16:31 London (08:00 - 16:30) 17:31 Frankfurt (09:00 - 20:00) 00:31 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-3,25 |
-6,93 |
-10,84 |
-8,05 |
+23,90 |
-92,76 |
|
| Volatilität (%) |
20,66 |
21,09 |
21,49 |
36,71 |
51,55 |
67,67 |
|
| Sharpe Ratio |
-93,91 |
-34,11 |
-15,65 |
-0,55 |
2,41 |
-2,74 |
|
| Hoch |
1,97 |
2,08 |
2,26 |
2,54 |
2,59 |
29,80 |
|
| Tief |
1,90 |
1,90 |
1,90 |
1,68 |
1,19 |
1,07 |
|
| Ø-Preis |
1,96 |
2,02 |
2,10 |
2,05 |
1,93 |
5,19 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
6 |
9 |
36 |
57 |
76 |
81 |
|
| Max. Verlustperiode (Handelstage) |
1 |
9 |
40 |
224 |
704 |
1.235 |
|
| Max. Verlustperiode (Kalendertage) |
1 |
14 |
62 |
328 |
1.015 |
1.791 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,292 |
-0,230 |
-0,091 |
0,0010 |
0,018 |
-0,027 |
|
| Alpha |
-0,0070 |
-0,0048 |
-0,0018 |
7,7968 |
0,0006 |
-0,0012 |
|
| Beta |
-0,133 |
-0,428 |
-0,035 |
0,233 |
0,478 |
0,658 |
|
| Korrelation |
-0,151 |
-0,361 |
-0,036 |
0,191 |
0,214 |
0,264 |
|
| Treynor Ratio |
0,363 |
0,200 |
3,532 |
-0,414 |
0,469 |
-1,441 |
|
| Tracking Error |
0,024 |
0,021 |
0,020 |
0,027 |
0,033 |
0,042 |
|
| Relative Performance |
-2,950 |
-0,740 |
-2,476 |
4,261 |
-3,997 |
-74,338 |
|