11:36 New York (Handel von 09:30 - 16:00) 16:36 London (08:00 - 16:30) 17:36 Frankfurt (09:00 - 20:00) 00:36 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-3,36 |
-11,23 |
-27,71 |
-34,92 |
+25,36 |
|
|
| Volatilität (%) |
37,74 |
29,19 |
32,89 |
41,39 |
41,13 |
|
|
| Sharpe Ratio |
-100,15 |
-43,89 |
-28,08 |
-5,84 |
2,34 |
|
|
| Hoch |
11,66 |
12,98 |
15,69 |
19,04 |
20,21 |
|
|
| Tief |
10,94 |
10,94 |
10,94 |
10,03 |
7,78 |
|
|
| Ø-Preis |
11,45 |
12,01 |
13,53 |
14,49 |
15,05 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
4 |
78 |
32 |
32 |
85 |
|
|
| Max. Verlustperiode (Handelstage) |
3 |
17 |
58 |
181 |
516 |
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
26 |
85 |
261 |
741 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,675 |
-0,208 |
-0,231 |
-0,045 |
0,015 |
|
|
| Alpha |
-0,011 |
-0,0036 |
-0,0040 |
-0,0012 |
0,0004 |
|
|
| Beta |
1,433 |
0,745 |
0,853 |
0,349 |
0,650 |
|
|
| Korrelation |
0,869 |
0,448 |
0,563 |
0,253 |
0,388 |
|
|
| Treynor Ratio |
-0,037 |
-0,178 |
-0,348 |
-1,058 |
0,359 |
|
|
| Tracking Error |
0,016 |
0,017 |
0,017 |
0,028 |
0,024 |
|
|
| Relative Performance |
-4,071 |
-5,438 |
-19,715 |
-22,995 |
0,021 |
|
|
