23:53 New York (Handel von 09:30 - 16:00) 04:53 London (08:00 - 16:30) 05:53 Frankfurt (09:00 - 20:00) 13:53 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+1,56 |
-3,42 |
+19,94 |
+21,11 |
-51,03 |
-29,14 |
-68,31 |
Volatilität (%) |
50,86 |
41,88 |
60,25 |
71,21 |
56,43 |
46,60 |
39,82 |
Sharpe Ratio |
0,87 |
-1,28 |
1,40 |
0,58 |
-0,18 |
0,04 |
-0,14 |
Hoch |
5,49 |
5,80 |
6,02 |
6,02 |
10,90 |
13,40 |
16,94 |
Tief |
5,03 |
4,81 |
3,81 |
1,69 |
1,69 |
1,69 |
1,69 |
Ø-Preis |
5,25 |
5,28 |
5,28 |
3,78 |
5,10 |
6,89 |
8,04 |
Ø-Volumen (in Tsd EUR/Handelstag) |
3.268 |
3.460 |
4.483 |
3.659 |
5.696 |
12.235 |
24.048 |
Max. Verlustperiode (Handelstage) |
2 |
14 |
35 |
152 |
750 |
787 |
2.523 |
Max. Verlustperiode (Kalendertage) |
2 |
18 |
49 |
220 |
1.088 |
1.141 |
3.642 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0018 |
-0,0001 |
6,6052 |
-6,2784 |
-8,0458 |
-7,0562 |
-7,9984 |
Alpha |
-0,0088 |
-0,0016 |
0,0012 |
-0,0005 |
-0,0010 |
-0,0006 |
-0,0007 |
Beta |
1,738 |
1,133 |
1,612 |
1,718 |
1,450 |
1,321 |
1,234 |
Korrelation |
0,784 |
0,505 |
0,399 |
0,686 |
0,538 |
0,511 |
0,532 |
Treynor Ratio |
-0,0082 |
-0,056 |
0,128 |
0,136 |
-0,361 |
-0,241 |
-0,569 |
Tracking Error |
4,917 |
23,790 |
72,044 |
38,030 |
31,356 |
27,284 |
24,646 |
Relative Performance |
-1,869 |
-3,512 |
11,200 |
-10,909 |
-82,237 |
-111,841 |
-264,206 |