19:47 New York (Handel von 09:30 - 16:00) 00:47 London (08:00 - 16:30) 01:47 Frankfurt (09:00 - 20:00) 08:47 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-11,28 |
-19,18 |
+9,26 |
-47,79 |
+32,57 |
|
|
Volatilit?t (%) |
34,95 |
65,62 |
72,30 |
84,26 |
102,39 |
|
|
Sharpe Ratio |
-11,24 |
-2,42 |
1,10 |
-0,31 |
0,59 |
|
|
Hoch |
1,33 |
1,48 |
1,61 |
2,44 |
7,45 |
|
|
Tief |
1,25 |
1,25 |
1,08 |
1,05 |
0,60 |
|
|
Ø-Preis |
1,30 |
1,37 |
1,31 |
1,61 |
1,47 |
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
|
|
Max. Verlustperiode (Handelstage) |
4 |
14 |
40 |
236 |
370 |
|
|
Max. Verlustperiode (Kalendertage) |
6 |
20 |
56 |
344 |
537 |
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0089 |
-0,0039 |
0,0004 |
-8,3819 |
0,0001 |
|
|
Alpha |
-0,025 |
-0,010 |
0,0014 |
-0,0007 |
0,0024 |
|
|
Beta |
-0,259 |
0,563 |
0,031 |
0,520 |
0,373 |
|
|
Korrelation |
-0,099 |
0,153 |
0,0092 |
0,139 |
0,083 |
|
|
Treynor Ratio |
0,461 |
-0,376 |
0,199 |
-0,901 |
0,820 |
|
|
Tracking Error |
2,835 |
2,687 |
3,296 |
21,466 |
27,800 |
|
|
Relative Performance |
-10,204 |
-25,946 |
3,532 |
-31,432 |
15,405 |
|
|