13:20 New York (Handel von 09:30 - 16:00) 18:20 London (08:00 - 16:30) 19:20 Frankfurt (09:00 - 20:00) 02:20 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-16,33 |
-17,01 |
-22,96 |
-42,58 |
-53,80 |
-72,14 |
-64,46 |
Volatilität (%) |
99,83 |
58,11 |
49,87 |
43,27 |
53,34 |
49,71 |
40,43 |
Sharpe Ratio |
-8,90 |
-3,72 |
-1,93 |
-1,10 |
-0,25 |
-0,30 |
-0,10 |
Hoch |
3,25 |
3,40 |
3,69 |
5,20 |
6,14 |
13,40 |
13,40 |
Tief |
2,55 |
2,55 |
2,55 |
2,55 |
1,69 |
1,69 |
1,69 |
Ø-Preis |
2,96 |
3,12 |
3,31 |
3,81 |
4,19 |
5,67 |
7,16 |
Ø-Volumen (in Tsd EUR/Handelstag) |
2.822 |
1.702 |
1.953 |
2.771 |
3.276 |
6.857 |
18.241 |
Max. Verlustperiode (Handelstage) |
3 |
15 |
41 |
245 |
710 |
1.100 |
1.100 |
Max. Verlustperiode (Kalendertage) |
3 |
21 |
59 |
347 |
1.023 |
1.589 |
1.589 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0026 |
-0,0007 |
-0,0002 |
-8,1868 |
-7,5878 |
-7,6545 |
-7,4987 |
Alpha |
-0,033 |
-0,0041 |
-0,0026 |
-0,0010 |
-0,0009 |
-0,0008 |
-0,0006 |
Beta |
4,735 |
1,134 |
1,224 |
1,176 |
1,499 |
1,336 |
1,253 |
Korrelation |
0,832 |
0,521 |
0,719 |
0,585 |
0,635 |
0,530 |
0,533 |
Treynor Ratio |
-0,039 |
-0,161 |
-0,205 |
-0,379 |
-0,365 |
-0,555 |
-0,528 |
Tracking Error |
12,739 |
5,926 |
15,901 |
32,435 |
34,371 |
31,183 |
26,004 |
Relative Performance |
-16,266 |
-9,004 |
-16,359 |
-25,270 |
-70,251 |
-93,429 |
-235,875 |