12:35 New York (Handel von 09:30 - 16:00) 17:35 London (08:00 - 16:30) 18:35 Frankfurt (09:00 - 20:00) 01:35 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-2,42 |
-3,19 |
-13,07 |
-19,22 |
+76,34 |
-8,56 |
|
| Volatilität (%) |
7,65 |
13,07 |
15,15 |
21,14 |
24,43 |
25,12 |
|
| Sharpe Ratio |
-238,66 |
-32,24 |
-27,19 |
-6,70 |
5,54 |
0,23 |
|
| Hoch |
2.034,00 |
2.095,00 |
2.312,00 |
2.565,00 |
2.655,00 |
2.835,00 |
|
| Tief |
1.971,00 |
1.971,00 |
1.971,00 |
1.971,00 |
1.115,00 |
915,00 |
|
| Ø-Preis |
1.995,30 |
2.021,79 |
2.107,95 |
2.246,50 |
2.102,42 |
2.065,43 |
|
| 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 |
-0,451 |
-0,095 |
-0,151 |
-0,039 |
0,042 |
0,0030 |
|
| Alpha |
-0,0068 |
-0,0011 |
-0,0019 |
-0,0007 |
0,0007 |
0,0001 |
|
| Beta |
0,177 |
0,206 |
0,328 |
0,258 |
0,367 |
0,313 |
|
| Korrelation |
0,556 |
0,310 |
0,479 |
0,348 |
0,342 |
0,340 |
|
| Treynor Ratio |
-0,259 |
-0,259 |
-0,463 |
-0,827 |
2,016 |
-0,342 |
|
| Tracking Error |
0,015 |
0,012 |
0,012 |
0,018 |
0,017 |
0,019 |
|
| Relative Performance |
-3,281 |
2,463 |
-5,213 |
-7,422 |
47,667 |
9,687 |
|