12:17 New York (Handel von 09:30 - 16:00) 17:17 London (08:00 - 16:30) 18:17 Frankfurt (09:00 - 20:00) 01:17 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-10,83 |
-10,83 |
-17,74 |
-32,44 |
+146,40 |
|
|
| Volatilität (%) |
|
|
118,67 |
126,75 |
78,75 |
|
|
| Sharpe Ratio |
|
|
-92,69 |
-38,68 |
12,25 |
|
|
| Hoch |
11,91 |
11,91 |
13,45 |
15,72 |
18,68 |
|
|
| Tief |
10,62 |
10,62 |
10,62 |
10,62 |
4,31 |
|
|
| Ø-Preis |
11,27 |
11,27 |
12,22 |
12,80 |
7,54 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
1 |
2 |
12 |
37 |
|
|
| Max. Verlustperiode (Kalendertage) |
31 |
31 |
61 |
367 |
487 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
|
-1,630 |
-0,329 |
0,118 |
|
|
| Alpha |
|
|
-0,088 |
-0,026 |
0,0072 |
|
|
| Beta |
|
|
1,755 |
0,555 |
0,358 |
|
|
| Korrelation |
|
|
0,876 |
0,530 |
0,185 |
|
|
| Treynor Ratio |
|
|
-0,112 |
-0,621 |
4,032 |
|
|
| Tracking Error |
|
|
0,054 |
0,079 |
0,061 |
|
|
| Relative Performance |
|
|
-22,418 |
-22,418 |
108,938 |
|
|
