12:45 New York (Handel von 09:30 - 16:00) 17:45 London (08:00 - 16:30) 18:45 Frankfurt (09:00 - 20:00) 01:45 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,24 |
-13,30 |
-48,71 |
-71,90 |
-58,21 |
-85,78 |
-97,18 |
| Volatilität (%) |
52,51 |
55,58 |
57,96 |
58,09 |
48,66 |
55,13 |
76,27 |
| Sharpe Ratio |
3,69 |
-17,64 |
-27,95 |
-12,26 |
-2,42 |
-3,24 |
-0,88 |
| Hoch |
8,81 |
9,50 |
16,57 |
32,15 |
33,48 |
65,71 |
337,75 |
| Tief |
8,00 |
7,96 |
7,96 |
7,96 |
7,96 |
7,96 |
7,96 |
| Ø-Preis |
8,45 |
8,61 |
10,94 |
17,06 |
21,87 |
27,36 |
48,15 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
115 |
71 |
85 |
54 |
53 |
44 |
25 |
| Max. Verlustperiode (Handelstage) |
2 |
20 |
61 |
215 |
329 |
1.093 |
2.036 |
| Max. Verlustperiode (Kalendertage) |
2 |
29 |
90 |
322 |
493 |
1.780 |
3.571 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,104 |
0,017 |
-0,252 |
-0,135 |
-0,048 |
-0,037 |
-0,022 |
| Alpha |
0,0025 |
0,0005 |
-0,0086 |
-0,0040 |
-0,0012 |
-0,0011 |
-0,0006 |
| Beta |
1,961 |
1,975 |
0,967 |
1,114 |
1,132 |
0,996 |
0,598 |
| Korrelation |
0,890 |
0,624 |
0,363 |
0,585 |
0,558 |
0,527 |
0,369 |
| Treynor Ratio |
0,0015 |
-0,066 |
-0,511 |
-0,657 |
-0,522 |
-0,877 |
-1,474 |
| Tracking Error |
0,024 |
0,031 |
0,034 |
0,030 |
0,026 |
0,030 |
0,028 |
| Relative Performance |
1,577 |
-5,299 |
-39,416 |
-59,259 |
-85,556 |
-67,468 |
-114,990 |