18:23 New York (Handel von 09:30 - 16:00) 23:23 London (08:00 - 16:30) 00:23 Frankfurt (09:00 - 20:00) 07:23 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,55 |
-1,11 |
-4,24 |
-24,44 |
-26,74 |
-36,57 |
|
Volatilität (%) |
34,74 |
41,88 |
30,81 |
22,62 |
32,23 |
26,97 |
|
Sharpe Ratio |
-1,01 |
0,11 |
-0,37 |
-1,15 |
-0,21 |
-0,27 |
|
Hoch |
12,25 |
12,25 |
12,45 |
15,70 |
18,25 |
20,05 |
|
Tief |
11,33 |
10,29 |
10,29 |
10,29 |
5,87 |
5,87 |
|
Ø-Preis |
11,68 |
11,23 |
11,61 |
13,34 |
13,55 |
14,73 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
80 |
186 |
170 |
130 |
91 |
66 |
|
Max. Verlustperiode (Handelstage) |
2 |
13 |
33 |
243 |
570 |
1.237 |
|
Max. Verlustperiode (Kalendertage) |
4 |
21 |
49 |
347 |
817 |
1.789 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0010 |
0,0005 |
-5,8949 |
-8,2944 |
-6,2531 |
-5,5718 |
|
Alpha |
-0,0077 |
0,0025 |
-0,0004 |
-0,0009 |
-0,0004 |
-0,0003 |
|
Beta |
0,701 |
0,352 |
-0,014 |
0,204 |
0,571 |
0,509 |
|
Korrelation |
0,352 |
0,201 |
-0,014 |
0,182 |
0,428 |
0,392 |
|
Treynor Ratio |
-0,030 |
0,074 |
3,855 |
-1,235 |
-0,491 |
-0,739 |
|
Tracking Error |
7,964 |
5,052 |
43,210 |
27,279 |
29,283 |
51,991 |
|
Relative Performance |
-3,369 |
4,378 |
2,375 |
-16,995 |
-41,944 |
-47,857 |
|