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 (%) |
+1,39 |
-10,30 |
-14,36 |
+14,15 |
+131,92 |
|
|
| Volatilität (%) |
20,92 |
30,82 |
30,61 |
46,37 |
52,65 |
|
|
| Sharpe Ratio |
-31,29 |
-35,12 |
-14,81 |
2,83 |
4,85 |
|
|
| Hoch |
15,62 |
17,39 |
19,64 |
19,64 |
19,64 |
|
|
| Tief |
14,89 |
14,89 |
14,89 |
10,81 |
5,93 |
|
|
| Ø-Preis |
15,28 |
15,97 |
17,53 |
14,38 |
11,09 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
1 |
0 |
0 |
0 |
1 |
|
|
| Max. Verlustperiode (Handelstage) |
2 |
18 |
49 |
123 |
204 |
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
72 |
175 |
288 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,082 |
-0,199 |
-0,099 |
0,038 |
0,043 |
|
|
| Alpha |
-0,0006 |
-0,0036 |
-0,0020 |
0,0011 |
0,0014 |
|
|
| Beta |
0,786 |
0,748 |
0,374 |
0,556 |
0,539 |
|
|
| Korrelation |
0,900 |
0,434 |
0,265 |
0,357 |
0,239 |
|
|
| Treynor Ratio |
-0,021 |
-0,177 |
-0,461 |
0,197 |
2,363 |
|
|
| Tracking Error |
0,0076 |
0,018 |
0,021 |
0,029 |
0,033 |
|
|
| Relative Performance |
-0,401 |
-5,456 |
-7,277 |
24,858 |
101,043 |
|
|