03:12 New York (Handel von 09:30 - 16:00) 08:12 London (08:00 - 16:30) 09:12 Frankfurt (09:00 - 20:00) 16:12 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,90 |
+0,65 |
-13,27 |
-33,62 |
-28,94 |
-64,12 |
+18,91 |
Volatilit?t (%) |
17,14 |
26,99 |
33,57 |
27,74 |
32,89 |
29,73 |
26,76 |
Sharpe Ratio |
-20,06 |
-1,21 |
-1,94 |
-1,51 |
-0,28 |
-0,63 |
0,11 |
Hoch |
23,85 |
24,40 |
29,00 |
36,00 |
41,30 |
66,20 |
66,20 |
Tief |
21,65 |
21,65 |
20,90 |
20,90 |
20,75 |
20,75 |
18,69 |
Ø-Preis |
23,21 |
23,45 |
24,54 |
30,02 |
31,84 |
39,69 |
39,31 |
Ø-Volumen (in Tsd EUR/Handelstag) |
716 |
396 |
390 |
462 |
540 |
765 |
1.056 |
Max. Verlustperiode (Handelstage) |
3 |
15 |
55 |
196 |
676 |
1.154 |
1.154 |
Max. Verlustperiode (Kalendertage) |
5 |
21 |
77 |
280 |
976 |
1.665 |
1.665 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0031 |
-0,0004 |
-0,0003 |
-7,9883 |
-7,1473 |
-7,8448 |
-5,9631 |
Alpha |
-0,0077 |
-0,0018 |
-0,0022 |
-0,0008 |
-0,0006 |
-0,0008 |
-0,0002 |
Beta |
1,806 |
0,508 |
0,944 |
0,721 |
0,928 |
0,949 |
1,010 |
Korrelation |
0,276 |
0,338 |
0,709 |
0,617 |
0,663 |
0,654 |
0,663 |
Treynor Ratio |
-0,022 |
-0,027 |
-0,179 |
-0,493 |
-0,334 |
-0,696 |
0,162 |
Tracking Error |
2,467 |
4,931 |
8,477 |
27,714 |
29,370 |
28,857 |
24,854 |
Relative Performance |
-2,612 |
-9,422 |
-13,572 |
-11,726 |
-56,320 |
-79,582 |
-144,669 |