03:04 New York (Handel von 09:30 - 16:00) 08:04 London (08:00 - 16:30) 09:04 Frankfurt (09:00 - 20:00) 16:04 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-12,11 |
-23,57 |
-10,62 |
-21,27 |
-14,13 |
-60,60 |
+10,73 |
Volatilität (%) |
48,61 |
45,47 |
38,35 |
42,97 |
49,00 |
41,52 |
39,80 |
Sharpe Ratio |
-16,25 |
-6,87 |
-1,01 |
-0,37 |
0,10 |
-0,29 |
0,18 |
Hoch |
22,62 |
25,79 |
25,81 |
37,65 |
37,65 |
50,58 |
52,00 |
Tief |
19,60 |
19,60 |
19,60 |
18,35 |
10,84 |
10,84 |
10,84 |
Ø-Preis |
20,85 |
22,87 |
23,33 |
26,89 |
22,60 |
28,52 |
32,85 |
Ø-Volumen (in Tsd EUR/Handelstag) |
315 |
227 |
264 |
230 |
250 |
236 |
201 |
Max. Verlustperiode (Handelstage) |
4 |
21 |
21 |
101 |
478 |
1.244 |
1.305 |
Max. Verlustperiode (Kalendertage) |
6 |
29 |
29 |
145 |
687 |
1.799 |
1.887 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0031 |
-0,0005 |
0,0001 |
7,1225 |
5,3420 |
-6,0244 |
-5,1963 |
Alpha |
-0,012 |
-0,0017 |
0,0006 |
0,0006 |
0,0001 |
-0,0005 |
-0,0001 |
Beta |
0,989 |
1,460 |
1,065 |
1,454 |
1,479 |
1,365 |
1,393 |
Korrelation |
0,927 |
0,807 |
0,619 |
0,737 |
0,732 |
0,684 |
0,686 |
Treynor Ratio |
-0,081 |
-0,166 |
-0,101 |
-0,155 |
-0,109 |
-0,460 |
0,063 |
Tracking Error |
3,755 |
3,322 |
7,635 |
27,444 |
29,372 |
52,004 |
63,647 |
Relative Performance |
-4,515 |
-8,759 |
1,807 |
-0,776 |
-14,336 |
-62,391 |
-85,745 |