22:46 New York (Handel von 09:30 - 16:00) 03:46 London (08:00 - 16:30) 04:46 Frankfurt (09:00 - 20:00) 11:46 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+2,82 |
-6,86 |
-17,14 |
-28,21 |
+70,13 |
|
|
| Volatilität (%) |
78,99 |
39,43 |
34,63 |
43,31 |
34,75 |
|
|
| Sharpe Ratio |
-1,80 |
-19,89 |
-15,59 |
-3,79 |
4,00 |
|
|
| Hoch |
13,39 |
13,80 |
15,65 |
19,86 |
19,86 |
|
|
| Tief |
11,86 |
11,86 |
11,86 |
11,10 |
7,29 |
|
|
| Ø-Preis |
12,77 |
13,30 |
14,13 |
14,94 |
13,16 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
326 |
159 |
210 |
355 |
287 |
|
|
| Max. Verlustperiode (Handelstage) |
2 |
16 |
58 |
225 |
225 |
|
|
| Max. Verlustperiode (Kalendertage) |
3 |
22 |
85 |
321 |
321 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,050 |
0,057 |
-0,086 |
-0,021 |
0,0037 |
|
|
| Alpha |
-0,0021 |
0,0013 |
-0,0015 |
-0,0005 |
0,0001 |
|
|
| Beta |
4,123 |
1,448 |
1,278 |
1,302 |
1,085 |
|
|
| Korrelation |
0,890 |
0,554 |
0,604 |
0,638 |
0,550 |
|
|
| Treynor Ratio |
0,0020 |
-0,055 |
-0,150 |
-0,227 |
0,550 |
|
|
| Tracking Error |
0,042 |
0,022 |
0,018 |
0,022 |
0,018 |
|
|
| Relative Performance |
1,787 |
-0,441 |
-10,948 |
-17,438 |
-6,006 |
|
|