18:49 New York (Handel von 09:30 - 16:00) 23:49 London (08:00 - 16:30) 00:49 Frankfurt (09:00 - 20:00) 07:49 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-3,47 |
-19,64 |
-15,54 |
+8,43 |
-22,96 |
-14,20 |
-32,24 |
Volatilität (%) |
26,72 |
39,14 |
32,44 |
27,80 |
36,21 |
30,09 |
27,52 |
Sharpe Ratio |
-6,55 |
-6,37 |
-1,93 |
0,38 |
-0,11 |
-0,01 |
-0,07 |
Hoch |
11,91 |
14,57 |
14,57 |
14,89 |
14,92 |
16,87 |
20,42 |
Tief |
11,28 |
11,23 |
11,23 |
9,39 |
5,79 |
5,79 |
5,79 |
Ø-Preis |
11,53 |
12,83 |
13,39 |
12,29 |
11,05 |
12,52 |
14,29 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
Max. Verlustperiode (Handelstage) |
4 |
17 |
26 |
84 |
756 |
1.051 |
2.035 |
Max. Verlustperiode (Kalendertage) |
6 |
23 |
36 |
120 |
1.084 |
1.507 |
2.919 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0011 |
-0,0015 |
-0,0001 |
8,9808 |
-5,2070 |
-5,0232 |
-5,1620 |
Alpha |
-0,0054 |
-0,0052 |
-0,0008 |
0,0008 |
-0,0001 |
-6,6811 |
-0,0002 |
Beta |
0,260 |
1,170 |
0,819 |
0,476 |
0,989 |
0,967 |
0,879 |
Korrelation |
0,147 |
0,745 |
0,586 |
0,385 |
0,662 |
0,655 |
0,631 |
Treynor Ratio |
-0,183 |
-0,184 |
-0,206 |
0,152 |
-0,236 |
-0,161 |
-0,399 |
Tracking Error |
4,782 |
3,487 |
8,553 |
19,194 |
71,538 |
72,315 |
134,237 |
Relative Performance |
-0,535 |
-10,621 |
-3,073 |
24,624 |
-19,797 |
-13,936 |
-83,789 |