00:13 New York (Handel von 09:30 - 16:00) 05:13 London (08:00 - 16:30) 06:13 Frankfurt (09:00 - 20:00) 13:13 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-9,60 |
-22,18 |
-28,50 |
-53,03 |
-41,86 |
-76,95 |
-55,59 |
Volatilität (%) |
54,98 |
52,53 |
47,23 |
38,29 |
44,09 |
40,28 |
34,57 |
Sharpe Ratio |
-12,18 |
-5,67 |
-2,78 |
-1,82 |
-0,24 |
-0,58 |
-0,12 |
Hoch |
9,43 |
10,44 |
11,70 |
17,71 |
19,00 |
36,18 |
50,95 |
Tief |
7,77 |
7,77 |
7,77 |
7,77 |
5,72 |
5,72 |
5,72 |
Ø-Preis |
8,65 |
9,33 |
10,07 |
13,42 |
13,01 |
17,12 |
26,44 |
Ø-Volumen (in Tsd EUR/Handelstag) |
12.839 |
9.467 |
11.219 |
14.282 |
17.303 |
24.758 |
25.682 |
Max. Verlustperiode (Handelstage) |
4 |
21 |
53 |
251 |
340 |
1.263 |
1.675 |
Max. Verlustperiode (Kalendertage) |
6 |
29 |
75 |
357 |
496 |
1.825 |
2.420 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0005 |
0,0004 |
-5,3611 |
-8,5605 |
-5,0003 |
-5,0010 |
-5,0008 |
Alpha |
-0,0077 |
0,0035 |
-0,0002 |
-0,0011 |
-0,0004 |
-0,0009 |
-0,0005 |
Beta |
1,708 |
1,602 |
1,414 |
1,259 |
1,202 |
1,138 |
1,140 |
Korrelation |
0,949 |
0,908 |
0,767 |
0,699 |
0,589 |
0,535 |
0,576 |
Treynor Ratio |
-0,062 |
-0,148 |
-0,200 |
-0,437 |
-0,365 |
-0,689 |
-0,505 |
Tracking Error |
14,700 |
7,978 |
54,632 |
32,020 |
114.128,493 |
88.601,963 |
62.601,429 |
Relative Performance |
-5,267 |
-3,959 |
-8,528 |
-24,810 |
-38,195 |
-78,122 |
-194,657 |