23:32 New York (Handel von 09:30 - 16:00) 04:32 London (08:00 - 16:30) 05:32 Frankfurt (09:00 - 20:00) 12:32 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-10,50 |
-21,60 |
-20,00 |
+12,00 |
|
|
|
Volatilität (%) |
33,74 |
37,71 |
29,98 |
34,24 |
|
|
|
Sharpe Ratio |
-7,77 |
-5,56 |
-2,03 |
0,64 |
|
|
|
Hoch |
4,42 |
5,00 |
5,40 |
5,45 |
|
|
|
Tief |
4,18 |
4,18 |
4,18 |
3,32 |
|
|
|
Ø-Preis |
4,27 |
4,59 |
4,84 |
4,42 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
16 |
8 |
5 |
6 |
|
|
|
Max. Verlustperiode (Handelstage) |
4 |
14 |
53 |
59 |
|
|
|
Max. Verlustperiode (Kalendertage) |
6 |
20 |
75 |
85 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0008 |
-0,0040 |
-0,0008 |
9,2058 |
|
|
|
Alpha |
0,0037 |
-0,011 |
-0,0030 |
0,0011 |
|
|
|
Beta |
1,931 |
0,086 |
0,178 |
0,537 |
|
|
|
Korrelation |
0,773 |
0,049 |
0,120 |
0,333 |
|
|
|
Treynor Ratio |
-0,049 |
-2,732 |
-1,234 |
0,198 |
|
|
|
Tracking Error |
4,705 |
2,601 |
3,672 |
26,798 |
|
|
|
Relative Performance |
-2,916 |
-6,228 |
-7,631 |
32,695 |
|
|
|