13:00 New York (Handel von 09:30 - 16:00) 18:00 London (08:00 - 16:30) 19:00 Frankfurt (09:00 - 20:00) 02:00 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+9,19 |
+17,51 |
-47,57 |
-36,89 |
-75,06 |
|
|
| Volatilität (%) |
15,91 |
58,92 |
193,11 |
107,08 |
81,68 |
|
|
| Sharpe Ratio |
333,04 |
22,61 |
-6,89 |
-0,12 |
-1,55 |
|
|
| Hoch |
259,96 |
259,96 |
546,91 |
546,91 |
1.051,26 |
|
|
| Tief |
238,07 |
215,27 |
215,27 |
215,27 |
215,27 |
|
|
| Ø-Preis |
249,77 |
228,81 |
366,16 |
373,37 |
591,92 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
|
15 |
35 |
142 |
723 |
|
|
| Max. Verlustperiode (Kalendertage) |
|
21 |
51 |
202 |
1.059 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
|
|
|
-0,0045 |
-0,021 |
|
| Alpha |
|
|
|
|
-0,0002 |
-0,0011 |
|
| Beta |
|
|
|
|
0,168 |
0,670 |
|
| Korrelation |
|
|
|
|
0,045 |
0,258 |
|
| Treynor Ratio |
|
|
|
|
-1,990 |
-1,148 |
|
| Tracking Error |
|
|
|
|
0,052 |
0,051 |
|
| Relative Performance |
|
|
|
|
-56,419 |
-71,128 |
|