19:09 New York (Handel von 09:30 - 16:00) 00:09 London (08:00 - 16:30) 01:09 Frankfurt (09:00 - 20:00) 08:09 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-6,88 |
-16,40 |
-16,35 |
-21,51 |
-37,38 |
-54,57 |
-46,41 |
Volatilität (%) |
37,08 |
41,59 |
37,22 |
34,35 |
42,38 |
35,88 |
34,78 |
Sharpe Ratio |
-9,70 |
-4,63 |
-1,71 |
-0,54 |
-0,19 |
-0,31 |
-0,06 |
Hoch |
2,76 |
3,04 |
3,24 |
3,48 |
4,08 |
5,83 |
7,60 |
Tief |
2,53 |
2,53 |
2,53 |
2,53 |
1,45 |
1,45 |
1,45 |
Ø-Preis |
2,68 |
2,77 |
2,86 |
3,05 |
2,87 |
3,59 |
4,52 |
Ø-Volumen (in Tsd EUR/Handelstag) |
6 |
21 |
23 |
41 |
34 |
28 |
43 |
Max. Verlustperiode (Handelstage) |
4 |
21 |
52 |
99 |
759 |
1.117 |
1.975 |
Max. Verlustperiode (Kalendertage) |
6 |
29 |
75 |
144 |
1.096 |
1.621 |
2.861 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0005 |
0,0004 |
-8,6502 |
5,8852 |
-6,2917 |
-5,8941 |
-5,6047 |
Alpha |
-0,0090 |
0,0022 |
-0,0006 |
0,0002 |
-0,0004 |
-0,0005 |
-0,0004 |
Beta |
0,904 |
1,444 |
1,228 |
1,064 |
1,130 |
1,071 |
1,103 |
Korrelation |
0,740 |
0,868 |
0,754 |
0,680 |
0,645 |
0,620 |
0,621 |
Treynor Ratio |
-0,076 |
-0,119 |
-0,150 |
-0,192 |
-0,346 |
-0,524 |
-0,437 |
Tracking Error |
17,308 |
6,009 |
15,285 |
28,232 |
30,084 |
52,451 |
63,538 |
Relative Performance |
-3,401 |
-1,748 |
-5,924 |
1,292 |
-37,351 |
-55,786 |
-142,692 |