05:38 New York (Handel von 09:30 - 16:00) 10:38 London (08:00 - 16:30) 11:38 Frankfurt (09:00 - 20:00) 19:38 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,21 |
-14,66 |
-27,56 |
-6,32 |
+147,34 |
+245,52 |
+408,10 |
| Volatilität (%) |
36,58 |
34,19 |
61,70 |
52,64 |
53,49 |
46,02 |
40,82 |
| Sharpe Ratio |
-4,12 |
-5,90 |
-1,98 |
0,08 |
0,79 |
0,72 |
0,55 |
| Hoch |
33,00 |
39,60 |
45,00 |
52,00 |
52,00 |
52,00 |
52,00 |
| Tief |
31,80 |
31,80 |
31,80 |
29,40 |
11,80 |
8,09 |
5,39 |
| Ø-Preis |
32,32 |
36,46 |
38,79 |
42,95 |
28,88 |
21,66 |
15,14 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
1 |
1 |
0 |
0 |
| Max. Verlustperiode (Handelstage) |
4 |
15 |
63 |
230 |
230 |
230 |
1.106 |
| Max. Verlustperiode (Kalendertage) |
6 |
21 |
91 |
330 |
330 |
330 |
1.597 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,0011 |
-0,0026 |
-0,0003 |
-5,1558 |
0,0001 |
7,3588 |
6,2674 |
| Alpha |
-0,0041 |
-0,0076 |
-0,0045 |
-0,0001 |
0,0014 |
0,0012 |
0,0008 |
| Beta |
0,266 |
0,270 |
0,579 |
0,550 |
0,619 |
0,562 |
0,410 |
| Korrelation |
0,310 |
0,164 |
0,183 |
0,158 |
0,260 |
0,237 |
0,192 |
| Treynor Ratio |
-0,167 |
-0,656 |
-0,525 |
-0,172 |
2,298 |
4,260 |
9,756 |
| Tracking Error |
3,845 |
2,932 |
13,786 |
37,323 |
25,872 |
52,305 |
63,195 |
| Relative Performance |
0,422 |
-13,333 |
-26,875 |
-20,972 |
107,280 |
210,429 |
264,471 |