18:14 New York (Handel von 09:30 - 16:00) 23:14 London (08:00 - 16:30) 00:14 Frankfurt (09:00 - 20:00) 07:14 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-0,90 |
-14,37 |
-10,48 |
-48,34 |
-17,45 |
-33,54 |
+193,93 |
Volatilität (%) |
62,29 |
42,72 |
43,42 |
44,02 |
48,31 |
42,85 |
37,22 |
Sharpe Ratio |
-6,29 |
-5,75 |
-1,41 |
-1,47 |
0,03 |
-0,05 |
0,41 |
Hoch |
22,24 |
25,94 |
25,98 |
46,92 |
46,92 |
46,92 |
46,92 |
Tief |
20,62 |
20,62 |
20,62 |
20,62 |
10,50 |
10,50 |
6,97 |
Ø-Preis |
21,29 |
23,29 |
23,44 |
36,45 |
30,50 |
31,31 |
25,31 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
3 |
2 |
1 |
1 |
1 |
1 |
Max. Verlustperiode (Handelstage) |
4 |
20 |
29 |
159 |
278 |
809 |
809 |
Max. Verlustperiode (Kalendertage) |
6 |
28 |
42 |
230 |
404 |
1.171 |
1.171 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-5,9832 |
-0,0011 |
-5,3869 |
-0,0001 |
5,1560 |
-5,0962 |
6,0572 |
Alpha |
-0,0002 |
-0,0093 |
-0,0002 |
-0,0017 |
0,0001 |
-0,0001 |
0,0005 |
Beta |
0,356 |
0,120 |
0,519 |
0,597 |
0,611 |
0,540 |
0,425 |
Korrelation |
0,148 |
0,081 |
0,306 |
0,296 |
0,279 |
0,241 |
0,200 |
Treynor Ratio |
-0,109 |
-1,804 |
-0,291 |
-0,885 |
-0,392 |
-0,742 |
4,140 |
Tracking Error |
22,818 |
8,253 |
55,936 |
30,722 |
74,196 |
59,319 |
48,234 |
Relative Performance |
2,719 |
-0,719 |
5,855 |
-21,641 |
-16,953 |
-38,301 |
42,158 |