12:57 New York (Handel von 09:30 - 16:00) 17:57 London (08:00 - 16:30) 18:57 Frankfurt (09:00 - 20:00) 01:57 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-7,15 |
-12,23 |
-27,22 |
-42,55 |
-19,51 |
-86,92 |
-93,53 |
| Volatilität (%) |
52,42 |
35,05 |
42,40 |
53,76 |
64,21 |
62,27 |
62,15 |
| Sharpe Ratio |
-71,48 |
-33,26 |
-19,42 |
-4,85 |
1,27 |
-2,33 |
0,03 |
| Hoch |
1,83 |
1,96 |
2,32 |
3,57 |
4,85 |
13,18 |
36,20 |
| Tief |
1,63 |
1,63 |
1,63 |
1,62 |
1,62 |
1,62 |
1,62 |
| Ø-Preis |
1,75 |
1,84 |
1,98 |
2,16 |
2,66 |
4,07 |
9,12 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
18 |
12 |
14 |
19 |
11 |
9 |
30 |
| Max. Verlustperiode (Handelstage) |
2 |
18 |
61 |
251 |
355 |
1.190 |
2.474 |
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
90 |
357 |
505 |
1.816 |
3.586 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,426 |
-0,241 |
-0,156 |
-0,041 |
0,0090 |
-0,022 |
-0,0065 |
| Alpha |
-0,018 |
-0,0059 |
-0,0041 |
-0,0015 |
0,0004 |
-0,0009 |
-0,0003 |
| Beta |
-0,091 |
0,120 |
0,579 |
0,301 |
0,410 |
0,324 |
0,422 |
| Korrelation |
-0,043 |
0,061 |
0,297 |
0,164 |
0,144 |
0,143 |
0,181 |
| Treynor Ratio |
1,000 |
-1,189 |
-0,504 |
-1,480 |
-0,524 |
-2,747 |
-2,159 |
| Tracking Error |
0,041 |
0,025 |
0,026 |
0,036 |
0,042 |
0,041 |
0,040 |
| Relative Performance |
-7,859 |
-6,438 |
-19,226 |
-30,625 |
-47,924 |
-68,524 |
-118,063 |