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 (%) |
-2,10 |
-5,49 |
-22,33 |
-8,87 |
+154,94 |
|
|
| Volatilität (%) |
40,01 |
35,93 |
36,59 |
48,69 |
45,23 |
|
|
| Sharpe Ratio |
-118,59 |
-27,81 |
-22,13 |
-0,66 |
6,09 |
|
|
| Hoch |
62,94 |
67,50 |
81,85 |
97,32 |
97,32 |
|
|
| Tief |
58,73 |
57,81 |
57,81 |
57,42 |
20,03 |
|
|
| Ø-Preis |
61,46 |
63,16 |
68,08 |
72,14 |
53,24 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
8 |
201 |
80 |
73 |
67 |
|
|
| Max. Verlustperiode (Handelstage) |
3 |
17 |
58 |
175 |
175 |
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
26 |
85 |
261 |
261 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,219 |
0,0061 |
-0,133 |
0,0026 |
0,055 |
|
|
| Alpha |
-0,0076 |
0,0001 |
-0,0029 |
0,0001 |
0,0017 |
|
|
| Beta |
1,613 |
0,908 |
0,752 |
0,015 |
0,315 |
|
|
| Korrelation |
0,648 |
0,406 |
0,432 |
0,0098 |
0,180 |
|
|
| Treynor Ratio |
-0,025 |
-0,082 |
-0,324 |
-7,056 |
4,855 |
|
|
| Tracking Error |
0,035 |
0,023 |
0,022 |
0,036 |
0,030 |
|
|
| Relative Performance |
-2,810 |
0,305 |
-14,343 |
3,051 |
126,540 |
|
|