14:11 New York (Handel von 09:30 - 16:00) 19:11 London (08:00 - 16:30) 20:11 Frankfurt (09:00 - 20:00) 04:11 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+2,03 |
-9,95 |
+16,46 |
-18,22 |
-46,67 |
-30,30 |
-68,49 |
Volatilität (%) |
82,19 |
55,77 |
53,29 |
47,07 |
49,01 |
44,56 |
41,50 |
Sharpe Ratio |
2,23 |
-2,11 |
1,45 |
-0,23 |
-0,22 |
0,02 |
-0,12 |
Hoch |
12,30 |
12,46 |
13,78 |
13,86 |
27,65 |
32,05 |
37,59 |
Tief |
10,82 |
10,12 |
9,36 |
8,46 |
8,46 |
8,46 |
8,46 |
Ø-Preis |
11,32 |
11,40 |
11,53 |
10,33 |
15,35 |
16,50 |
17,95 |
Ø-Volumen (in Tsd EUR/Handelstag) |
155 |
148 |
162 |
152 |
563 |
642 |
650 |
Max. Verlustperiode (Handelstage) |
2 |
17 |
40 |
211 |
723 |
797 |
2.491 |
Max. Verlustperiode (Kalendertage) |
2 |
23 |
56 |
307 |
1.049 |
1.155 |
3.594 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0012 |
-0,0008 |
0,0006 |
-8,8754 |
-5,9999 |
-5,3389 |
-5,5707 |
Alpha |
-0,0044 |
-0,0047 |
0,0030 |
-0,0008 |
-0,0006 |
-0,0002 |
-0,0004 |
Beta |
2,421 |
2,546 |
0,189 |
0,574 |
0,781 |
0,778 |
0,873 |
Korrelation |
0,367 |
0,481 |
0,053 |
0,396 |
0,360 |
0,347 |
0,438 |
Treynor Ratio |
0,0024 |
-0,045 |
0,800 |
-0,345 |
-0,619 |
-0,410 |
-0,806 |
Tracking Error |
3,566 |
5,914 |
5,386 |
21,387 |
58,343 |
49,870 |
73,364 |
Relative Performance |
0,629 |
-9,459 |
11,394 |
-35,456 |
-62,633 |
-73,003 |
-164,123 |