12:34 New York (Handel von 09:30 - 16:00) 17:34 London (08:00 - 16:30) 18:34 Frankfurt (09:00 - 20:00) 01:34 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-2,18 |
-3,36 |
-12,58 |
-18,59 |
+74,46 |
-8,82 |
|
| Volatilität (%) |
7,05 |
12,80 |
14,50 |
20,77 |
23,94 |
24,31 |
|
| Sharpe Ratio |
-250,89 |
-34,61 |
-27,62 |
-6,63 |
5,52 |
0,16 |
|
| Hoch |
2.070,00 |
2.135,00 |
2.345,00 |
2.595,00 |
2.675,00 |
3.145,00 |
|
| Tief |
2.010,00 |
2.010,00 |
2.010,00 |
2.010,00 |
1.150,00 |
950,00 |
|
| Ø-Preis |
2.033,00 |
2.059,29 |
2.144,35 |
2.277,16 |
2.129,86 |
2.099,60 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
21 |
7 |
4 |
|
| Max. Verlustperiode (Handelstage) |
4 |
16 |
56 |
197 |
255 |
1.016 |
|
| Max. Verlustperiode (Kalendertage) |
6 |
23 |
83 |
303 |
387 |
1.505 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,434 |
-0,109 |
-0,149 |
-0,038 |
0,042 |
0,0025 |
|
| Alpha |
-0,0065 |
-0,0013 |
-0,0018 |
-0,0007 |
0,0007 |
9,6213 |
|
| Beta |
0,181 |
0,203 |
0,320 |
0,253 |
0,362 |
0,306 |
|
| Korrelation |
0,616 |
0,314 |
0,490 |
0,348 |
0,344 |
0,344 |
|
| Treynor Ratio |
-0,245 |
-0,276 |
-0,462 |
-0,820 |
1,992 |
-0,361 |
|
| Tracking Error |
0,015 |
0,012 |
0,012 |
0,018 |
0,017 |
0,019 |
|
| Relative Performance |
-3,139 |
2,199 |
-4,807 |
-6,864 |
45,622 |
9,341 |
|