12:52 New York (Handel von 09:30 - 16:00) 17:52 London (08:00 - 16:30) 18:52 Frankfurt (09:00 - 20:00) 01:52 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+13,16 |
+13,16 |
|
|
+0,41 |
-29,90 |
|
| Volatilität (%) |
|
|
66,53 |
32,95 |
26,24 |
48,87 |
|
| Sharpe Ratio |
|
0,00 |
-11,73 |
-5,76 |
-1,90 |
-1,68 |
|
| Hoch |
9,99 |
9,99 |
10,99 |
10,99 |
10,99 |
13,24 |
|
| Tief |
4,33 |
4,33 |
4,33 |
4,33 |
4,33 |
4,33 |
|
| Ø-Preis |
4,33 |
4,33 |
4,55 |
4,81 |
4,82 |
5,51 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
|
|
22 |
22 |
193 |
347 |
|
| Max. Verlustperiode (Kalendertage) |
|
|
77 |
77 |
679 |
1.232 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
0,000 |
-0,110 |
-0,028 |
-0,0069 |
-0,012 |
|
| Alpha |
|
0,000 |
-0,0058 |
-0,0010 |
-0,0002 |
-0,0005 |
|
| Beta |
|
0,000 |
-0,490 |
-0,058 |
-0,046 |
0,100 |
|
| Korrelation |
|
|
-0,242 |
-0,081 |
-0,064 |
0,092 |
|
| Treynor Ratio |
|
|
0,278 |
2,339 |
2,881 |
-4,001 |
|
| Tracking Error |
|
0,024 |
0,053 |
0,037 |
0,029 |
0,040 |
|
| Relative Performance |
|
2,943 |
-3,862 |
-0,533 |
-39,991 |
-19,859 |
|