17:25 New York (Handel von 09:30 - 16:00) 22:25 London (08:00 - 16:30) 23:25 Frankfurt (09:00 - 20:00) 06:25 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,93 |
-15,65 |
-12,83 |
-21,58 |
-16,38 |
-43,07 |
-18,26 |
Volatilität (%) |
20,18 |
41,67 |
33,21 |
36,77 |
41,97 |
36,15 |
34,41 |
Sharpe Ratio |
-2,99 |
-4,27 |
-1,35 |
-0,47 |
0,04 |
-0,17 |
0,06 |
Hoch |
4,39 |
5,06 |
5,18 |
6,26 |
6,26 |
7,90 |
9,96 |
Tief |
4,26 |
4,18 |
4,18 |
4,18 |
2,15 |
2,15 |
2,15 |
Ø-Preis |
4,31 |
4,42 |
4,71 |
5,30 |
4,42 |
5,10 |
6,27 |
Ø-Volumen (in Tsd EUR/Handelstag) |
3 |
15 |
12 |
13 |
9 |
8 |
14 |
Max. Verlustperiode (Handelstage) |
4 |
20 |
54 |
172 |
333 |
1.240 |
2.043 |
Max. Verlustperiode (Kalendertage) |
6 |
28 |
76 |
246 |
482 |
1.792 |
2.948 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0001 |
-5,3803 |
-5,4361 |
5,1918 |
5,1881 |
-5,4501 |
-5,1573 |
Alpha |
0,0007 |
-6,1584 |
-9,7517 |
0,0001 |
0,0001 |
-0,0002 |
-0,0001 |
Beta |
0,257 |
0,869 |
0,800 |
0,842 |
0,841 |
0,794 |
0,784 |
Korrelation |
0,284 |
0,501 |
0,531 |
0,498 |
0,485 |
0,455 |
0,446 |
Treynor Ratio |
-0,115 |
-0,183 |
-0,163 |
-0,261 |
-0,198 |
-0,553 |
-0,237 |
Tracking Error |
6,889 |
3,046 |
10,894 |
28,787 |
31,237 |
53,027 |
63,769 |
Relative Performance |
3,678 |
1,438 |
1,310 |
0,068 |
-13,351 |
-42,069 |
-110,059 |