14:57 New York (Handel von 09:30 - 16:00) 19:57 London (08:00 - 16:30) 20:57 Frankfurt (09:00 - 20:00) 04:57 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-4,25 |
-2,81 |
-1,31 |
-39,50 |
|
|
|
| Volatilität (%) |
17,82 |
30,04 |
30,22 |
42,14 |
|
|
|
| Sharpe Ratio |
-103,13 |
-6,70 |
-0,46 |
-7,65 |
|
|
|
| Hoch |
14,11 |
14,11 |
14,11 |
22,47 |
|
|
|
| Tief |
13,73 |
12,78 |
12,17 |
12,17 |
|
|
|
| Ø-Preis |
13,89 |
13,51 |
13,15 |
15,10 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
2 |
13 |
14 |
37 |
|
|
|
| Max. Verlustperiode (Handelstage) |
4 |
15 |
30 |
211 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
6 |
21 |
48 |
363 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,228 |
0,022 |
-0,0086 |
-0,061 |
|
|
|
| Alpha |
-0,0042 |
0,0005 |
-0,0002 |
-0,0019 |
|
|
|
| Beta |
-0,661 |
-0,157 |
0,173 |
0,202 |
|
|
|
| Korrelation |
-0,449 |
-0,081 |
0,151 |
0,156 |
|
|
|
| Treynor Ratio |
0,070 |
0,200 |
-0,094 |
-2,001 |
|
|
|
| Tracking Error |
0,019 |
0,022 |
0,023 |
0,031 |
|
|
|
| Relative Performance |
-4,022 |
-13,308 |
-15,403 |
-30,653 |
|
|
|