03:06 New York (Handel von 09:30 - 16:00) 08:06 London (08:00 - 16:30) 09:06 Frankfurt (09:00 - 20:00) 17:06 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-5,85 |
+2,68 |
+11,68 |
-63,31 |
-82,00 |
-84,22 |
-87,25 |
| Volatilität (%) |
53,98 |
85,72 |
67,81 |
52,87 |
39,74 |
40,85 |
40,04 |
| Sharpe Ratio |
-6,97 |
0,73 |
0,94 |
-1,75 |
-1,34 |
-0,76 |
-0,36 |
| Hoch |
3,34 |
3,92 |
3,92 |
8,58 |
18,70 |
25,88 |
82,51 |
| Tief |
2,95 |
2,85 |
2,50 |
2,50 |
2,50 |
2,50 |
2,50 |
| Ø-Preis |
3,11 |
3,21 |
3,01 |
5,33 |
10,36 |
13,79 |
30,64 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
60 |
67 |
46 |
28 |
43 |
92 |
567 |
| Max. Verlustperiode (Handelstage) |
4 |
8 |
34 |
231 |
702 |
1.052 |
1.937 |
| Max. Verlustperiode (Kalendertage) |
6 |
10 |
50 |
352 |
1.064 |
1.564 |
2.845 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,0011 |
0,0001 |
5,0056 |
-5,0136 |
-5,0134 |
-5,0104 |
-5,0085 |
| Alpha |
-0,0039 |
0,0007 |
0,0030 |
-0,0037 |
-0,0021 |
-0,0013 |
-0,0007 |
| Beta |
5,393 |
1,446 |
-0,205 |
0,116 |
0,142 |
0,289 |
0,529 |
| Korrelation |
0,393 |
0,129 |
-0,035 |
0,034 |
0,049 |
0,126 |
0,250 |
| Treynor Ratio |
-0,015 |
0,0047 |
-0,471 |
-5,614 |
-5,925 |
-2,986 |
-1,688 |
| Tracking Error |
3,563 |
9,612 |
53.701,421 |
27.302,016 |
15.609,379 |
11.973,803 |
8.388,819 |
| Relative Performance |
-5,060 |
-0,318 |
-0,160 |
-81,258 |
-104,624 |
-119,206 |
-219,236 |