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 (%) |
-1,83 |
+16,84 |
+14,92 |
-50,08 |
-71,90 |
|
|
| Volatilität (%) |
37,51 |
84,55 |
70,64 |
69,39 |
72,82 |
|
|
| Sharpe Ratio |
-67,00 |
15,02 |
6,22 |
-4,23 |
-1,36 |
|
|
| Hoch |
1,71 |
1,71 |
1,71 |
3,49 |
6,88 |
|
|
| Tief |
1,49 |
1,23 |
1,23 |
1,23 |
1,23 |
|
|
| Ø-Preis |
1,62 |
1,38 |
1,43 |
1,73 |
2,83 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
57 |
23 |
18 |
16 |
13 |
|
|
| Max. Verlustperiode (Handelstage) |
2 |
12 |
49 |
254 |
760 |
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
19 |
72 |
364 |
1.087 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,818 |
0,118 |
0,068 |
-0,037 |
-0,019 |
|
|
| Alpha |
-0,012 |
0,0073 |
0,0033 |
-0,0016 |
-0,0009 |
|
|
| Beta |
1,000 |
-0,722 |
0,064 |
0,460 |
0,616 |
|
|
| Korrelation |
0,870 |
-0,162 |
0,019 |
0,195 |
0,196 |
|
|
| Treynor Ratio |
-0,047 |
-0,191 |
1,864 |
-1,142 |
-1,203 |
|
|
| Tracking Error |
0,014 |
0,062 |
0,049 |
0,045 |
0,046 |
|
|
| Relative Performance |
-3,456 |
21,544 |
21,838 |
-38,619 |
-100,576 |
|
|