01:14 New York (Handel von 09:30 - 16:00) 06:14 London (08:00 - 16:30) 07:14 Frankfurt (09:00 - 20:00) 14:14 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-3,72 |
-17,77 |
-19,76 |
-48,72 |
-22,29 |
-31,37 |
+172,96 |
Volatilität (%) |
32,46 |
34,44 |
41,17 |
43,16 |
49,51 |
43,55 |
36,82 |
Sharpe Ratio |
-2,93 |
-6,07 |
-1,79 |
-1,33 |
0,05 |
0,0071 |
0,41 |
Hoch |
22,52 |
25,98 |
26,42 |
47,28 |
47,28 |
47,28 |
47,28 |
Tief |
20,64 |
20,64 |
20,64 |
20,64 |
10,28 |
10,28 |
6,96 |
Ø-Preis |
22,00 |
23,68 |
23,65 |
36,61 |
30,56 |
31,38 |
25,32 |
Ø-Volumen (in Tsd EUR/Handelstag) |
11 |
4 |
2 |
1 |
12 |
17 |
11 |
Max. Verlustperiode (Handelstage) |
3 |
20 |
63 |
158 |
280 |
822 |
822 |
Max. Verlustperiode (Kalendertage) |
3 |
28 |
91 |
226 |
406 |
1.192 |
1.192 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0007 |
-0,0010 |
-5,0988 |
-9,6080 |
5,1662 |
-5,0590 |
5,7431 |
Alpha |
0,010 |
-0,0061 |
-0,0001 |
-0,0014 |
0,0001 |
-8,4891 |
0,0004 |
Beta |
1,284 |
0,376 |
0,917 |
0,738 |
0,876 |
0,903 |
0,762 |
Korrelation |
0,776 |
0,310 |
0,541 |
0,362 |
0,387 |
0,394 |
0,361 |
Treynor Ratio |
-0,033 |
-0,502 |
-0,220 |
-0,674 |
-0,248 |
-0,382 |
2,319 |
Tracking Error |
15,730 |
6,075 |
56,201 |
30,385 |
74,125 |
59,073 |
48,833 |
Relative Performance |
2,673 |
-2,344 |
-0,089 |
-22,721 |
-18,835 |
-37,406 |
36,907 |