22:46 New York (Handel von 09:30 - 16:00) 03:46 London (08:00 - 16:30) 04:46 Frankfurt (09:00 - 20:00) 11:46 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-3,90 |
-10,84 |
-40,80 |
-17,78 |
+121,92 |
+121,92 |
+121,92 |
Volatilität (%) |
31,34 |
67,29 |
63,01 |
63,04 |
97,33 |
97,33 |
97,33 |
Sharpe Ratio |
-3,88 |
-1,41 |
-3,01 |
0,0073 |
0,69 |
0,69 |
0,69 |
Hoch |
15,40 |
16,80 |
25,00 |
34,60 |
34,60 |
34,60 |
34,60 |
Tief |
14,80 |
13,60 |
13,60 |
13,60 |
6,67 |
6,67 |
6,67 |
Ø-Preis |
15,08 |
15,65 |
18,07 |
22,51 |
17,48 |
17,48 |
17,48 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
4 |
20 |
61 |
180 |
302 |
302 |
302 |
Max. Verlustperiode (Kalendertage) |
6 |
28 |
89 |
258 |
441 |
441 |
441 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0016 |
-0,0026 |
-0,0002 |
5,0096 |
0,0001 |
0,0001 |
0,0001 |
Alpha |
0,0018 |
-0,0054 |
-0,0077 |
5,2599 |
0,0020 |
0,0020 |
0,0020 |
Beta |
-1,108 |
0,126 |
-0,345 |
0,021 |
0,739 |
0,739 |
0,739 |
Korrelation |
-0,976 |
0,040 |
-0,162 |
0,0069 |
0,398 |
0,398 |
0,398 |
Treynor Ratio |
0,030 |
-1,108 |
1,242 |
-9,514 |
1,623 |
1,623 |
1,623 |
Tracking Error |
1,112 |
2,057 |
42,732 |
27,029 |
34,298 |
34,298 |
34,298 |
Relative Performance |
-3,117 |
-15,075 |
-38,494 |
-10,603 |
-2,797 |
-2,797 |
-2,797 |