18:46 New York (Handel von 09:30 - 16:00) 23:46 London (08:00 - 16:30) 00:46 Frankfurt (09:00 - 20:00) 07:46 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-0,42 |
-11,56 |
-22,05 |
-19,34 |
-29,17 |
-49,19 |
|
Volatilität (%) |
48,73 |
49,65 |
49,70 |
42,23 |
61,74 |
54,72 |
|
Sharpe Ratio |
-5,12 |
-3,65 |
-2,15 |
-0,42 |
0,03 |
-0,10 |
|
Hoch |
40,50 |
45,60 |
56,40 |
56,40 |
64,71 |
83,09 |
|
Tief |
38,20 |
37,20 |
37,20 |
37,20 |
19,47 |
19,47 |
|
Ø-Preis |
39,22 |
40,27 |
44,84 |
47,55 |
45,25 |
49,62 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
2 |
11 |
18 |
19 |
22 |
17 |
|
Max. Verlustperiode (Handelstage) |
4 |
21 |
52 |
137 |
613 |
977 |
|
Max. Verlustperiode (Kalendertage) |
6 |
29 |
75 |
195 |
971 |
1.818 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0022 |
0,0001 |
-7,3133 |
5,8359 |
5,1185 |
-5,4338 |
|
Alpha |
0,016 |
0,0049 |
-0,0007 |
0,0003 |
8,6548 |
-0,0003 |
|
Beta |
0,925 |
1,501 |
1,246 |
0,861 |
1,285 |
1,163 |
|
Korrelation |
0,890 |
0,720 |
0,565 |
0,441 |
0,557 |
0,510 |
|
Treynor Ratio |
0,033 |
-0,089 |
-0,163 |
-0,226 |
-0,243 |
-0,452 |
|
Tracking Error |
7,158 |
51,366 |
29,409 |
31,806 |
30,833 |
63,617 |
|
Relative Performance |
6,520 |
2,107 |
-7,780 |
2,285 |
-29,378 |
-52,248 |
|