12:06 New York (Handel von 09:30 - 16:00) 17:06 London (08:00 - 16:30) 18:06 Frankfurt (09:00 - 20:00) 01:06 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,12 |
+14,93 |
+0,66 |
+9,03 |
|
|
|
| Volatilität (%) |
82,19 |
47,47 |
38,82 |
50,05 |
|
|
|
| Sharpe Ratio |
-3,42 |
21,43 |
0,06 |
2,50 |
|
|
|
| Hoch |
50,83 |
50,83 |
52,25 |
65,30 |
|
|
|
| Tief |
46,61 |
40,78 |
40,78 |
40,02 |
|
|
|
| Ø-Preis |
48,53 |
43,94 |
45,22 |
50,04 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
2 |
35 |
18 |
20 |
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
9 |
53 |
146 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
1 |
14 |
79 |
232 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,058 |
0,026 |
-0,037 |
0,010 |
|
|
|
| Alpha |
0,0045 |
0,0011 |
-0,0013 |
0,0005 |
|
|
|
| Beta |
-3,419 |
-2,127 |
-1,308 |
-1,039 |
|
|
|
| Korrelation |
-0,936 |
-0,778 |
-0,722 |
-0,668 |
|
|
|
| Treynor Ratio |
0,0037 |
-0,059 |
0,013 |
-0,064 |
|
|
|
| Tracking Error |
0,077 |
0,041 |
0,036 |
0,048 |
|
|
|
| Relative Performance |
0,615 |
20,280 |
8,259 |
20,525 |
|
|
|