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 (%) |
-11,04 |
-33,66 |
-28,15 |
-72,80 |
+45,07 |
|
|
| Volatilität (%) |
30,70 |
48,48 |
51,21 |
66,61 |
72,28 |
|
|
| Sharpe Ratio |
-257,47 |
-76,53 |
-16,95 |
-10,64 |
3,37 |
|
|
| Hoch |
14,49 |
19,71 |
20,07 |
53,21 |
91,75 |
|
|
| Tief |
12,19 |
12,19 |
12,19 |
12,19 |
6,89 |
|
|
| Ø-Preis |
13,69 |
16,57 |
17,86 |
23,46 |
24,04 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
68 |
29 |
16 |
37 |
46 |
|
|
| Max. Verlustperiode (Handelstage) |
3 |
17 |
21 |
240 |
302 |
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
26 |
30 |
355 |
443 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-1,095 |
-0,616 |
-0,144 |
-0,099 |
0,030 |
|
|
| Alpha |
-0,030 |
-0,020 |
-0,0053 |
-0,0042 |
0,0014 |
|
|
| Beta |
0,916 |
-0,153 |
-0,316 |
0,455 |
0,354 |
|
|
| Korrelation |
0,503 |
-0,058 |
-0,134 |
0,203 |
0,120 |
|
|
| Treynor Ratio |
-0,142 |
2,330 |
0,956 |
-1,643 |
1,217 |
|
|
| Tracking Error |
0,028 |
0,033 |
0,037 |
0,043 |
0,047 |
|
|
| Relative Performance |
-11,754 |
-27,865 |
-20,164 |
-60,879 |
17,727 |
|
|
