18:37 New York (Handel von 09:30 - 16:00) 23:37 London (08:00 - 16:30) 00:37 Frankfurt (09:00 - 20:00) 07:37 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-11,83 |
-17,41 |
-34,17 |
+32,63 |
+24,21 |
+52,83 |
+195,28 |
Volatilität (%) |
32,17 |
51,42 |
43,90 |
54,26 |
108,53 |
86,73 |
64,07 |
Sharpe Ratio |
-28,92 |
-4,76 |
-3,90 |
0,71 |
0,67 |
0,58 |
0,54 |
Hoch |
35,95 |
38,30 |
50,30 |
59,80 |
89,60 |
89,60 |
89,60 |
Tief |
29,15 |
29,15 |
29,15 |
21,00 |
15,65 |
15,65 |
9,57 |
Ø-Preis |
32,65 |
34,91 |
38,62 |
34,97 |
33,82 |
30,89 |
23,17 |
Ø-Volumen (in Tsd EUR/Handelstag) |
652 |
399 |
566 |
987 |
935 |
653 |
397 |
Max. Verlustperiode (Handelstage) |
4 |
19 |
62 |
129 |
394 |
394 |
758 |
Max. Verlustperiode (Kalendertage) |
6 |
27 |
90 |
183 |
567 |
567 |
1.098 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0024 |
0,0001 |
-0,0004 |
0,0001 |
0,0001 |
7,5332 |
6,2544 |
Alpha |
-0,017 |
0,0006 |
-0,0036 |
0,0024 |
0,0018 |
0,0013 |
0,0008 |
Beta |
0,360 |
1,350 |
1,211 |
0,990 |
0,868 |
0,851 |
0,709 |
Korrelation |
0,216 |
0,642 |
0,615 |
0,396 |
0,305 |
0,308 |
0,311 |
Treynor Ratio |
-0,253 |
-0,144 |
-0,276 |
0,293 |
0,256 |
0,560 |
2,727 |
Tracking Error |
6,979 |
10,092 |
9,029 |
27,857 |
28,241 |
51,684 |
63,072 |
Relative Performance |
-5,641 |
-3,935 |
-20,896 |
50,705 |
24,000 |
48,028 |
98,804 |