12:21 New York (Handel von 09:30 - 16:00) 17:21 London (08:00 - 16:30) 18:21 Frankfurt (09:00 - 20:00) 01:21 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-5,74 |
-24,24 |
-27,11 |
-47,09 |
-39,31 |
-84,00 |
-34,45 |
| Volatilität (%) |
37,97 |
45,35 |
34,19 |
37,94 |
38,59 |
55,75 |
46,65 |
| Sharpe Ratio |
-85,86 |
-52,15 |
-25,11 |
-9,59 |
-1,58 |
-2,35 |
1,81 |
| Hoch |
9,85 |
13,04 |
13,49 |
18,73 |
23,94 |
65,10 |
65,10 |
| Tief |
9,19 |
9,19 |
9,19 |
9,19 |
9,19 |
6,52 |
6,52 |
| Ø-Preis |
9,59 |
11,43 |
12,27 |
13,20 |
17,42 |
24,32 |
23,63 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
2 |
1 |
0 |
0 |
1 |
1 |
1 |
| Max. Verlustperiode (Handelstage) |
2 |
15 |
43 |
251 |
539 |
1.235 |
935 |
| Max. Verlustperiode (Kalendertage) |
3 |
21 |
64 |
359 |
770 |
1.777 |
1.344 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-1,885 |
-0,405 |
-0,199 |
-0,091 |
-0,028 |
-0,025 |
-9,8354 |
| Alpha |
-0,018 |
-0,011 |
-0,0047 |
-0,0020 |
-0,0006 |
-0,0008 |
-5,1432 |
| Beta |
1,547 |
1,020 |
0,234 |
0,619 |
0,637 |
0,804 |
0,515 |
| Korrelation |
1,000 |
0,409 |
0,151 |
0,490 |
0,388 |
0,391 |
0,287 |
| Treynor Ratio |
-0,052 |
-0,259 |
-1,251 |
-0,796 |
-0,652 |
-1,070 |
-1,104 |
| Tracking Error |
0,0096 |
0,026 |
0,024 |
0,022 |
0,023 |
0,033 |
0,030 |
| Relative Performance |
-6,719 |
-18,655 |
-19,320 |
-35,317 |
-67,893 |
-65,652 |
-83,737 |