12:23 New York (Handel von 09:30 - 16:00) 17:23 London (08:00 - 16:30) 18:23 Frankfurt (09:00 - 20:00) 01:23 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-3,24 |
+8,80 |
+23,99 |
+18,80 |
-44,56 |
|
|
| Volatilität (%) |
54,33 |
39,68 |
43,95 |
59,40 |
50,39 |
|
|
| Sharpe Ratio |
-29,26 |
15,99 |
13,42 |
3,56 |
-0,87 |
|
|
| Hoch |
36,25 |
36,25 |
36,25 |
54,53 |
69,50 |
|
|
| Tief |
33,51 |
30,63 |
25,73 |
25,73 |
25,73 |
|
|
| Ø-Preis |
34,85 |
33,30 |
30,42 |
34,05 |
36,93 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
3.008 |
3.746 |
2.639 |
3.547 |
2.717 |
|
|
| Max. Verlustperiode (Handelstage) |
4 |
4 |
20 |
179 |
734 |
|
|
| Max. Verlustperiode (Kalendertage) |
6 |
6 |
28 |
255 |
1.049 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,015 |
-0,026 |
0,039 |
0,014 |
0,014 |
|
|
| Alpha |
-0,0009 |
-0,0009 |
0,0016 |
0,0008 |
0,0006 |
|
|
| Beta |
-2,268 |
-2,048 |
-1,950 |
-1,944 |
-2,032 |
|
|
| Korrelation |
-0,988 |
-0,907 |
-0,950 |
-0,962 |
-0,941 |
|
|
| Treynor Ratio |
0,019 |
-0,038 |
-0,119 |
-0,092 |
0,226 |
|
|
| Tracking Error |
0,057 |
0,037 |
0,041 |
0,056 |
0,046 |
|
|
| Relative Performance |
-2,993 |
15,673 |
33,207 |
31,903 |
-72,428 |
|
|