08:31 New York (Handel von 09:30 - 16:00) 12:31 London (08:00 - 16:30) 13:31 Frankfurt (09:00 - 20:00) 21:31 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-8,33 |
-8,33 |
-12,00 |
-18,64 |
+71,34 |
+16,03 |
+102,21 |
Volatilit?t (%) |
20,02 |
19,08 |
17,80 |
18,67 |
24,52 |
25,73 |
195,27 |
Sharpe Ratio |
-8,04 |
-1,76 |
-1,51 |
-0,77 |
0,84 |
0,21 |
0,31 |
Hoch |
6,00 |
6,00 |
6,40 |
7,10 |
7,78 |
7,78 |
304,51 |
Tief |
5,85 |
5,80 |
5,80 |
5,80 |
3,21 |
3,21 |
1,98 |
Ø-Preis |
5,94 |
5,95 |
6,13 |
6,44 |
6,13 |
5,77 |
5,01 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
2 |
12 |
44 |
137 |
384 |
384 |
1.787 |
Max. Verlustperiode (Kalendertage) |
2 |
18 |
62 |
192 |
545 |
545 |
2.556 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,015 |
-8,2410 |
-7,0940 |
-5,9673 |
6,3966 |
5,3220 |
0,0001 |
Alpha |
-0,012 |
-0,0012 |
-0,0005 |
-0,0005 |
0,0006 |
0,0002 |
0,030 |
Beta |
0,707 |
-0,451 |
-0,369 |
0,169 |
0,460 |
0,440 |
1,089 |
Korrelation |
0,478 |
-0,546 |
-0,345 |
0,176 |
0,397 |
0,362 |
0,0088 |
Treynor Ratio |
-0,064 |
0,100 |
0,227 |
-0,914 |
1,745 |
0,487 |
1,038 |
Tracking Error |
0,791 |
37,503 |
21,745 |
56,602 |
42,487 |
54,085 |
430,442 |
Relative Performance |
-5,494 |
-2,504 |
-15,506 |
-20,023 |
25,444 |
-4,548 |
22,813 |