23:27 New York (Handel von 09:30 - 16:00) 04:27 London (08:00 - 16:30) 05:27 Frankfurt (09:00 - 20:00) 13:27 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-9,56 |
-8,38 |
+53,17 |
+80,41 |
-38,33 |
-57,52 |
-88,77 |
Volatilität (%) |
85,85 |
62,58 |
64,14 |
91,17 |
67,96 |
57,09 |
49,44 |
Sharpe Ratio |
-5,15 |
-0,80 |
3,14 |
1,07 |
0,09 |
-0,04 |
-0,22 |
Hoch |
7,86 |
8,24 |
8,24 |
8,24 |
11,50 |
19,45 |
82,51 |
Tief |
6,80 |
6,80 |
4,36 |
2,02 |
2,02 |
2,02 |
2,02 |
Ø-Preis |
7,51 |
7,64 |
6,74 |
4,00 |
5,71 |
9,65 |
25,74 |
Ø-Volumen (in Tsd EUR/Handelstag) |
143 |
171 |
235 |
72 |
49 |
56 |
442 |
Max. Verlustperiode (Handelstage) |
3 |
9 |
10 |
115 |
720 |
1.089 |
2.251 |
Max. Verlustperiode (Kalendertage) |
5 |
13 |
16 |
169 |
1.080 |
1.629 |
3.306 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0022 |
-0,0005 |
0,0013 |
0,0002 |
5,0009 |
-5,0011 |
-5,0069 |
Alpha |
-0,016 |
-0,0029 |
0,0074 |
0,0041 |
0,0001 |
-0,0001 |
-0,0006 |
Beta |
5,269 |
2,428 |
0,724 |
0,830 |
0,607 |
0,527 |
0,569 |
Korrelation |
0,743 |
0,537 |
0,161 |
0,282 |
0,195 |
0,179 |
0,234 |
Treynor Ratio |
-0,024 |
-0,039 |
0,726 |
1,238 |
-0,656 |
-1,018 |
-1,594 |
Tracking Error |
7,195 |
5,767 |
5,583 |
21,241 |
15.534,237 |
11.983,574 |
8.400,530 |
Relative Performance |
-9,672 |
-7,468 |
50,064 |
96,033 |
-48,573 |
-97,618 |
-181,938 |