13:12 New York (Handel von 09:30 - 16:00) 18:12 London (08:00 - 16:30) 19:12 Frankfurt (09:00 - 20:00) 02:12 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,94 |
-14,96 |
-28,68 |
-42,95 |
-91,06 |
-93,33 |
-93,66 |
| Volatilität (%) |
23,79 |
62,66 |
42,22 |
87,77 |
77,45 |
64,58 |
36,77 |
| Sharpe Ratio |
-83,96 |
-22,58 |
-21,54 |
-1,28 |
-4,43 |
-3,49 |
-0,90 |
| Hoch |
1,62 |
1,92 |
2,35 |
5,50 |
23,00 |
26,77 |
31,00 |
| Tief |
1,55 |
1,55 |
1,55 |
1,55 |
1,55 |
1,55 |
1,55 |
| Ø-Preis |
1,56 |
1,74 |
1,91 |
2,57 |
12,06 |
14,83 |
19,94 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
8 |
15 |
16 |
113 |
87 |
53 |
3 |
| Max. Verlustperiode (Handelstage) |
4 |
10 |
60 |
216 |
437 |
850 |
2.407 |
| Max. Verlustperiode (Kalendertage) |
6 |
14 |
87 |
308 |
626 |
1.267 |
3.538 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,327 |
-0,144 |
-0,178 |
-0,011 |
-0,043 |
-0,031 |
-0,016 |
| Alpha |
-0,0076 |
-0,0057 |
-0,0051 |
-0,0007 |
-0,0021 |
-0,0014 |
-0,0006 |
| Beta |
0,086 |
0,737 |
0,162 |
-0,021 |
0,094 |
-0,065 |
-0,010 |
| Korrelation |
0,088 |
0,211 |
0,084 |
-0,0068 |
0,029 |
-0,028 |
-0,0055 |
| Treynor Ratio |
-0,580 |
-0,243 |
-1,936 |
21,760 |
-9,859 |
14,579 |
91,877 |
| Tracking Error |
0,023 |
0,039 |
0,029 |
0,060 |
0,050 |
0,044 |
0,035 |
| Relative Performance |
-3,712 |
-10,085 |
-21,463 |
-31,640 |
-119,569 |
-75,016 |
-122,021 |