02:22 New York (Handel von 09:30 - 16:00) 07:22 London (08:00 - 16:30) 08:22 Frankfurt (09:00 - 20:00) 15:22 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-5,98 |
-16,42 |
-14,13 |
-17,39 |
-5,71 |
-56,61 |
+10,31 |
Volatilität (%) |
51,12 |
49,36 |
44,08 |
44,64 |
50,06 |
41,94 |
39,70 |
Sharpe Ratio |
-8,29 |
-4,80 |
-1,43 |
-0,30 |
0,16 |
-0,25 |
0,17 |
Hoch |
23,00 |
25,72 |
25,72 |
37,50 |
37,50 |
50,38 |
53,49 |
Tief |
20,50 |
20,50 |
20,50 |
18,53 |
10,86 |
10,86 |
10,86 |
Ø-Preis |
22,01 |
23,40 |
23,49 |
26,96 |
22,61 |
28,60 |
32,87 |
Ø-Volumen (in Tsd EUR/Handelstag) |
13 |
10 |
24 |
23 |
35 |
38 |
62 |
Max. Verlustperiode (Handelstage) |
3 |
19 |
30 |
99 |
476 |
1.239 |
1.304 |
Max. Verlustperiode (Kalendertage) |
3 |
25 |
46 |
141 |
685 |
1.789 |
1.883 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0091 |
-0,0003 |
-8,0055 |
6,5136 |
5,6516 |
-5,6352 |
-5,1228 |
Alpha |
-0,014 |
-0,0024 |
-0,0003 |
0,0005 |
0,0002 |
-0,0005 |
-0,0001 |
Beta |
1,736 |
1,219 |
0,955 |
1,307 |
1,360 |
1,233 |
1,279 |
Korrelation |
0,734 |
0,584 |
0,464 |
0,633 |
0,656 |
0,609 |
0,630 |
Treynor Ratio |
-0,070 |
-0,167 |
-0,174 |
-0,163 |
-0,077 |
-0,486 |
0,049 |
Tracking Error |
1,509 |
7,447 |
10,712 |
30,218 |
30,540 |
73,808 |
73,187 |
Relative Performance |
-7,278 |
-7,018 |
-2,856 |
-1,195 |
-9,932 |
-60,925 |
-86,855 |