18:24 New York (Handel von 09:30 - 16:00) 23:24 London (08:00 - 16:30) 00:24 Frankfurt (09:00 - 20:00) 07:24 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-5,56 |
-8,11 |
-9,33 |
-21,39 |
+20,78 |
-27,27 |
|
Volatilität (%) |
42,39 |
30,29 |
36,67 |
24,82 |
31,21 |
31,92 |
|
Sharpe Ratio |
-4,09 |
-2,14 |
-0,64 |
-0,80 |
0,32 |
-0,08 |
|
Hoch |
14,90 |
14,90 |
15,40 |
17,90 |
18,96 |
23,42 |
|
Tief |
13,70 |
13,70 |
13,10 |
13,10 |
9,36 |
9,36 |
|
Ø-Preis |
14,02 |
14,36 |
14,63 |
16,10 |
15,45 |
15,73 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
7 |
3 |
13 |
15 |
305 |
342 |
|
Max. Verlustperiode (Handelstage) |
4 |
17 |
45 |
228 |
598 |
1.194 |
|
Max. Verlustperiode (Kalendertage) |
6 |
25 |
63 |
326 |
859 |
1.727 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0028 |
-0,0009 |
-0,0005 |
-7,8755 |
6,5062 |
-5,1568 |
|
Alpha |
-0,017 |
-0,0033 |
-0,0016 |
-0,0008 |
0,0004 |
-0,0001 |
|
Beta |
-1,283 |
0,074 |
-0,173 |
0,067 |
0,209 |
0,283 |
|
Korrelation |
-0,839 |
0,059 |
-0,104 |
0,058 |
0,158 |
0,182 |
|
Treynor Ratio |
0,054 |
-1,365 |
0,655 |
-3,507 |
0,898 |
-1,056 |
|
Tracking Error |
6,052 |
3,543 |
3,326 |
26,595 |
27,900 |
52,601 |
|
Relative Performance |
-3,415 |
5,371 |
1,205 |
-1,644 |
20,575 |
-29,609 |
|