18:40 New York (Handel von 09:30 - 16:00) 23:40 London (08:00 - 16:30) 00:40 Frankfurt (09:00 - 20:00) 07:40 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,68 |
-9,89 |
-40,98 |
-54,98 |
+12,86 |
+55,83 |
-38,63 |
Volatilität (%) |
54,85 |
58,65 |
107,23 |
75,51 |
74,96 |
73,63 |
64,38 |
Sharpe Ratio |
1,68 |
-1,72 |
-1,66 |
-0,73 |
0,41 |
0,49 |
0,20 |
Hoch |
17,23 |
19,76 |
34,59 |
42,60 |
42,60 |
42,60 |
42,60 |
Tief |
16,41 |
16,41 |
16,41 |
16,41 |
6,86 |
6,86 |
6,86 |
Ø-Preis |
16,69 |
17,90 |
25,19 |
30,68 |
22,06 |
20,24 |
22,45 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
3 |
12 |
13 |
13 |
14 |
16 |
Max. Verlustperiode (Handelstage) |
3 |
15 |
45 |
159 |
286 |
395 |
1.944 |
Max. Verlustperiode (Kalendertage) |
5 |
21 |
63 |
229 |
477 |
672 |
3.336 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0010 |
-0,0008 |
-0,0001 |
-9,2191 |
7,6473 |
7,3077 |
5,3811 |
Alpha |
0,0061 |
-0,0035 |
-0,0051 |
-0,0015 |
0,0011 |
0,0014 |
0,0003 |
Beta |
-1,331 |
0,090 |
0,738 |
0,528 |
1,095 |
0,968 |
0,804 |
Korrelation |
-0,949 |
0,038 |
0,168 |
0,160 |
0,375 |
0,296 |
0,267 |
Treynor Ratio |
-0,017 |
-1,275 |
-0,582 |
-1,059 |
0,099 |
0,616 |
-0,505 |
Tracking Error |
6,186 |
4,428 |
47,001 |
36,328 |
42,918 |
60,883 |
71,556 |
Relative Performance |
5,808 |
4,002 |
-30,441 |
-34,184 |
12,651 |
59,963 |
-135,107 |