17:57 New York (Handel von 09:30 - 16:00) 22:57 London (08:00 - 16:30) 23:57 Frankfurt (09:00 - 20:00) 06:57 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-9,21 |
-24,04 |
-33,55 |
-9,51 |
+94,37 |
+276,36 |
+159,56 |
Volatilität (%) |
70,84 |
47,27 |
41,38 |
45,91 |
54,97 |
46,17 |
42,84 |
Sharpe Ratio |
-8,99 |
-7,01 |
-3,95 |
-0,04 |
0,64 |
0,76 |
0,39 |
Hoch |
23,90 |
27,75 |
32,45 |
33,25 |
33,25 |
33,25 |
33,25 |
Tief |
20,60 |
20,60 |
20,60 |
20,53 |
7,38 |
4,39 |
3,12 |
Ø-Preis |
22,31 |
24,08 |
25,98 |
25,78 |
19,16 |
13,91 |
10,10 |
Ø-Volumen (in Tsd EUR/Handelstag) |
723 |
579 |
714 |
868 |
716 |
476 |
325 |
Max. Verlustperiode (Handelstage) |
2 |
20 |
62 |
110 |
175 |
247 |
1.514 |
Max. Verlustperiode (Kalendertage) |
4 |
28 |
90 |
156 |
250 |
361 |
2.207 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0014 |
0,0002 |
-0,0007 |
7,8866 |
9,8809 |
7,7043 |
5,7621 |
Alpha |
0,0060 |
0,0004 |
-0,0034 |
0,0008 |
0,0014 |
0,0014 |
0,0005 |
Beta |
2,591 |
1,688 |
1,432 |
0,993 |
1,084 |
0,948 |
0,762 |
Korrelation |
0,851 |
0,853 |
0,765 |
0,463 |
0,478 |
0,427 |
0,349 |
Treynor Ratio |
-0,045 |
-0,156 |
-0,250 |
-0,120 |
0,844 |
2,876 |
2,052 |
Tracking Error |
4,165 |
2,443 |
4,758 |
27,298 |
27,872 |
51,464 |
63,600 |
Relative Performance |
-5,018 |
-9,031 |
-21,499 |
10,106 |
94,759 |
274,384 |
64,844 |