11:32 New York (Handel von 09:30 - 16:00) 16:32 London (08:00 - 16:30) 17:32 Frankfurt (09:00 - 20:00) 00:32 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-3,95 |
-1,73 |
-22,58 |
-41,97 |
+16,28 |
|
|
| Volatilität (%) |
6,90 |
20,29 |
32,42 |
39,25 |
49,57 |
|
|
| Sharpe Ratio |
-570,10 |
-20,30 |
-22,60 |
-8,34 |
2,10 |
|
|
| Hoch |
6,21 |
6,34 |
8,00 |
10,93 |
12,31 |
|
|
| Tief |
5,89 |
5,89 |
5,89 |
5,89 |
4,67 |
|
|
| Ø-Preis |
6,03 |
6,07 |
6,62 |
7,75 |
8,70 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
16 |
9 |
7 |
15 |
|
|
| Max. Verlustperiode (Handelstage) |
3 |
16 |
56 |
239 |
508 |
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
23 |
83 |
357 |
769 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,436 |
0,0050 |
-0,168 |
-0,075 |
0,012 |
|
|
| Alpha |
-0,010 |
0,0001 |
-0,0030 |
-0,0017 |
0,0004 |
|
|
| Beta |
0,064 |
0,296 |
0,748 |
0,614 |
0,722 |
|
|
| Korrelation |
0,068 |
0,257 |
0,501 |
0,491 |
0,363 |
|
|
| Treynor Ratio |
-0,934 |
-0,126 |
-0,329 |
-0,717 |
0,198 |
|
|
| Tracking Error |
0,023 |
0,015 |
0,018 |
0,023 |
0,030 |
|
|
| Relative Performance |
-4,658 |
4,066 |
-14,592 |
-30,051 |
-12,135 |
|
|
