11:37 New York (Handel von 09:30 - 16:00) 16:37 London (08:00 - 16:30) 17:37 Frankfurt (09:00 - 20:00) 00:37 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,47 |
-8,89 |
-34,61 |
-50,78 |
+131,65 |
|
|
| Volatilität (%) |
79,32 |
53,67 |
62,50 |
78,45 |
70,61 |
|
|
| Sharpe Ratio |
-73,97 |
-28,24 |
-20,40 |
-4,02 |
4,44 |
|
|
| Hoch |
29,49 |
33,73 |
48,99 |
75,42 |
100,01 |
|
|
| Tief |
26,50 |
26,31 |
26,31 |
25,75 |
8,79 |
|
|
| Ø-Preis |
28,34 |
30,08 |
35,22 |
44,49 |
32,02 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
199 |
150 |
304 |
641 |
600 |
|
|
| Max. Verlustperiode (Handelstage) |
3 |
17 |
58 |
193 |
275 |
|
|
| Max. Verlustperiode (Kalendertage) |
5 |
26 |
85 |
275 |
391 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,134 |
0,0075 |
-0,121 |
-0,028 |
0,039 |
|
|
| Alpha |
-0,0083 |
0,0003 |
-0,0043 |
-0,0013 |
0,0016 |
|
|
| Beta |
2,761 |
1,532 |
1,540 |
0,692 |
1,014 |
|
|
| Korrelation |
0,668 |
0,455 |
0,525 |
0,265 |
0,337 |
|
|
| Treynor Ratio |
-0,015 |
-0,074 |
-0,240 |
-0,766 |
1,266 |
|
|
| Tracking Error |
0,062 |
0,035 |
0,035 |
0,047 |
0,042 |
|
|
| Relative Performance |
-2,723 |
-3,595 |
-26,978 |
-39,132 |
101,956 |
|
|