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 (%) |
+0,04 |
-18,21 |
-31,60 |
-52,94 |
+56,41 |
|
|
| Volatilität (%) |
38,32 |
49,85 |
52,77 |
68,98 |
70,73 |
|
|
| Sharpe Ratio |
-25,46 |
-40,09 |
-19,14 |
-5,98 |
3,80 |
|
|
| Hoch |
23,12 |
29,58 |
34,67 |
50,75 |
72,66 |
|
|
| Tief |
22,20 |
22,20 |
22,20 |
21,33 |
11,39 |
|
|
| Ø-Preis |
22,70 |
25,51 |
28,93 |
32,37 |
34,08 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
8 |
9 |
14 |
|
|
| Max. Verlustperiode (Handelstage) |
1 |
14 |
46 |
175 |
283 |
|
|
| Max. Verlustperiode (Kalendertage) |
3 |
23 |
71 |
301 |
463 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,021 |
-0,251 |
-0,150 |
-0,055 |
0,028 |
|
|
| Alpha |
-0,0005 |
-0,0073 |
-0,0044 |
-0,0022 |
0,0011 |
|
|
| Beta |
0,974 |
1,074 |
1,082 |
0,943 |
1,013 |
|
|
| Korrelation |
0,691 |
0,424 |
0,460 |
0,446 |
0,400 |
|
|
| Treynor Ratio |
-0,020 |
-0,188 |
-0,311 |
-0,583 |
0,566 |
|
|
| Tracking Error |
0,022 |
0,029 |
0,030 |
0,039 |
0,041 |
|
|
| Relative Performance |
-0,188 |
-11,966 |
-23,174 |
-40,592 |
26,589 |
|
|
