12:56 New York (Handel von 09:30 - 16:00) 17:56 London (08:00 - 16:30) 18:56 Frankfurt (09:00 - 20:00) 01:56 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,05 |
-9,72 |
-11,61 |
-29,30 |
-46,19 |
-64,12 |
-9,69 |
| Volatilität (%) |
41,59 |
24,04 |
23,96 |
41,04 |
29,19 |
34,16 |
30,72 |
| Sharpe Ratio |
-32,54 |
-44,94 |
-16,59 |
-4,44 |
-3,71 |
-2,79 |
1,58 |
| Hoch |
27,82 |
30,90 |
34,46 |
39,40 |
63,03 |
87,19 |
87,19 |
| Tief |
26,28 |
26,28 |
26,28 |
19,92 |
19,92 |
19,92 |
16,15 |
| Ø-Preis |
27,10 |
28,70 |
31,28 |
29,04 |
44,06 |
51,42 |
46,85 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
1.292 |
1.602 |
2.361 |
2.693 |
3.683 |
5.411 |
4.247 |
| Max. Verlustperiode (Handelstage) |
2 |
19 |
47 |
256 |
614 |
1.163 |
890 |
| Max. Verlustperiode (Kalendertage) |
3 |
28 |
70 |
364 |
877 |
1.673 |
1.293 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,348 |
-0,272 |
-0,101 |
-0,046 |
-0,080 |
-0,033 |
-0,0038 |
| Alpha |
-0,0062 |
-0,0034 |
-0,0014 |
-0,0007 |
-0,0010 |
-0,0006 |
-0,0001 |
| Beta |
1,456 |
0,817 |
0,578 |
1,124 |
0,889 |
0,772 |
0,732 |
| Korrelation |
0,847 |
0,606 |
0,525 |
0,806 |
0,710 |
0,618 |
0,613 |
| Treynor Ratio |
-0,024 |
-0,161 |
-0,259 |
-0,288 |
-0,551 |
-0,863 |
-0,290 |
| Tracking Error |
0,018 |
0,012 |
0,014 |
0,016 |
0,013 |
0,017 |
0,016 |
| Relative Performance |
-2,227 |
-5,337 |
-5,005 |
-18,486 |
-75,448 |
-46,295 |
-48,140 |