01:00 New York (Handel von 09:30 - 16:00) 06:00 London (08:00 - 16:30) 07:00 Frankfurt (09:00 - 20:00) 14:00 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-5,14 |
-21,57 |
-27,30 |
-31,78 |
+96,06 |
+239,77 |
|
Volatilität (%) |
14,92 |
41,77 |
42,89 |
38,57 |
45,21 |
45,01 |
|
Sharpe Ratio |
-25,99 |
-7,06 |
-2,90 |
-0,85 |
0,67 |
0,72 |
|
Hoch |
52,50 |
65,50 |
69,50 |
87,50 |
87,50 |
87,50 |
|
Tief |
49,20 |
49,00 |
49,00 |
49,00 |
24,40 |
13,32 |
|
Ø-Preis |
50,88 |
54,40 |
59,77 |
70,68 |
57,74 |
42,02 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
1 |
0 |
1 |
1 |
|
Max. Verlustperiode (Handelstage) |
4 |
20 |
62 |
204 |
204 |
204 |
|
Max. Verlustperiode (Kalendertage) |
6 |
28 |
90 |
292 |
292 |
292 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0021 |
-0,0013 |
-0,0006 |
-7,3395 |
9,3724 |
7,4916 |
|
Alpha |
-0,014 |
-0,0045 |
-0,0025 |
-0,0006 |
0,0012 |
0,0013 |
|
Beta |
-0,154 |
1,003 |
1,000 |
0,773 |
0,709 |
0,684 |
|
Korrelation |
-0,182 |
0,579 |
0,506 |
0,432 |
0,376 |
0,312 |
|
Treynor Ratio |
0,454 |
-0,253 |
-0,283 |
-0,444 |
1,305 |
3,423 |
|
Tracking Error |
6,909 |
3,461 |
3,880 |
26,795 |
27,774 |
52,513 |
|
Relative Performance |
-0,369 |
-8,039 |
-13,899 |
-12,278 |
95,820 |
235,802 |
|