14:25 New York (Handel von 09:30 - 16:00) 19:25 London (08:00 - 16:30) 20:25 Frankfurt (09:00 - 20:00) 04:25 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,08 |
-12,71 |
+26,95 |
-51,90 |
+5,81 |
-33,99 |
|
| Volatilität (%) |
47,17 |
40,03 |
73,19 |
88,06 |
83,29 |
82,63 |
|
| Sharpe Ratio |
0,24 |
-3,91 |
1,68 |
-0,60 |
0,42 |
0,24 |
|
| Hoch |
20,00 |
22,10 |
25,40 |
43,65 |
51,92 |
51,92 |
|
| Tief |
19,28 |
18,64 |
15,20 |
13,33 |
13,33 |
10,35 |
|
| Ø-Preis |
19,42 |
20,21 |
18,93 |
19,66 |
29,47 |
27,12 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
1 |
6 |
10 |
11 |
11 |
11 |
|
| Max. Verlustperiode (Handelstage) |
1 |
21 |
26 |
230 |
323 |
349 |
|
| Max. Verlustperiode (Kalendertage) |
1 |
30 |
38 |
353 |
569 |
927 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,0005 |
-0,0010 |
0,0003 |
-8,7159 |
8,8383 |
5,9031 |
|
| Alpha |
0,0009 |
-0,0058 |
0,0049 |
-0,0015 |
0,0012 |
0,0006 |
|
| Beta |
0,343 |
0,272 |
0,347 |
-0,469 |
0,345 |
0,463 |
|
| Korrelation |
0,297 |
0,139 |
0,091 |
-0,094 |
0,111 |
0,133 |
|
| Treynor Ratio |
-0,056 |
-0,541 |
0,719 |
1,149 |
0,111 |
-0,777 |
|
| Tracking Error |
1,808 |
5,577 |
18,113 |
39,298 |
31,244 |
71,958 |
|
| Relative Performance |
0,588 |
-9,962 |
28,046 |
-65,494 |
-34,403 |
-65,014 |
|