03:26 New York (Handel von 09:30 - 16:00) 08:26 London (08:00 - 16:30) 09:26 Frankfurt (09:00 - 20:00) 17:26 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-4,73 |
-15,79 |
+79,74 |
+23,44 |
-78,98 |
-62,88 |
-63,11 |
Volatilität (%) |
49,89 |
85,18 |
72,35 |
70,27 |
63,27 |
54,06 |
49,62 |
Sharpe Ratio |
-8,64 |
-2,57 |
3,60 |
0,59 |
-0,56 |
-0,14 |
0,0012 |
Hoch |
12,20 |
15,03 |
15,03 |
15,03 |
58,24 |
66,20 |
66,20 |
Tief |
10,85 |
10,80 |
6,08 |
4,30 |
4,30 |
4,30 |
4,30 |
Ø-Preis |
11,21 |
12,69 |
9,53 |
7,20 |
20,01 |
29,16 |
35,22 |
Ø-Volumen (in Tsd EUR/Handelstag) |
2.544 |
4.199 |
3.233 |
2.056 |
5.077 |
6.603 |
8.643 |
Max. Verlustperiode (Handelstage) |
4 |
13 |
13 |
220 |
701 |
778 |
778 |
Max. Verlustperiode (Kalendertage) |
6 |
19 |
19 |
318 |
1.015 |
1.128 |
1.128 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0020 |
-0,0010 |
0,0008 |
9,1125 |
-7,9659 |
-6,4001 |
-5,4916 |
Alpha |
-0,017 |
-0,0095 |
0,0098 |
0,0009 |
-0,0017 |
-0,0007 |
-0,0004 |
Beta |
0,542 |
1,957 |
0,845 |
0,984 |
1,204 |
1,248 |
1,276 |
Korrelation |
0,192 |
0,250 |
0,173 |
0,447 |
0,434 |
0,463 |
0,543 |
Treynor Ratio |
-0,160 |
-0,100 |
0,876 |
0,192 |
-0,676 |
-0,526 |
-0,516 |
Tracking Error |
8,865 |
9,773 |
12,337 |
22,341 |
56,993 |
48,877 |
73,790 |
Relative Performance |
-7,158 |
-18,302 |
70,075 |
3,741 |
-97,262 |
-107,624 |
-158,169 |