11:43 New York (Handel von 09:30 - 16:00) 16:43 London (08:00 - 16:30) 17:43 Frankfurt (09:00 - 20:00) 00:43 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
|
-2,89 |
-5,10 |
-27,69 |
|
|
|
| Volatilität (%) |
2,24 |
7,02 |
17,80 |
27,05 |
|
|
|
| Sharpe Ratio |
-705,43 |
-85,69 |
-12,87 |
-9,14 |
|
|
|
| Hoch |
7,06 |
7,39 |
7,77 |
10,30 |
|
|
|
| Tief |
7,05 |
7,05 |
7,05 |
6,55 |
|
|
|
| Ø-Preis |
7,05 |
7,16 |
7,35 |
8,12 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
8 |
7 |
24 |
37 |
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
11 |
42 |
166 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
21 |
76 |
300 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,021 |
-0,133 |
-0,046 |
-0,056 |
|
|
|
| Alpha |
-0,0002 |
-0,0012 |
-0,0008 |
-0,0014 |
|
|
|
| Beta |
0,170 |
0,220 |
0,143 |
0,156 |
|
|
|
| Korrelation |
1,000 |
0,476 |
0,185 |
0,199 |
|
|
|
| Treynor Ratio |
-0,118 |
-0,223 |
-0,496 |
-1,903 |
|
|
|
| Tracking Error |
0,0098 |
0,0088 |
0,017 |
0,025 |
|
|
|
| Relative Performance |
-0,232 |
3,353 |
3,328 |
-15,348 |
|
|
|
