20:36 New York (Handel von 09:30 - 16:00) 01:36 London (08:00 - 16:30) 02:36 Frankfurt (09:00 - 20:00) 09:36 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+2,69 |
-28,72 |
-14,77 |
-33,39 |
+99,75 |
|
|
Volatilität (%) |
69,03 |
107,68 |
78,86 |
61,81 |
70,29 |
|
|
Sharpe Ratio |
-1,04 |
-4,19 |
-0,73 |
-0,44 |
0,63 |
|
|
Hoch |
7,75 |
11,89 |
11,89 |
13,70 |
15,80 |
|
|
Tief |
6,95 |
6,95 |
6,95 |
6,95 |
2,08 |
|
|
Ø-Preis |
7,48 |
10,01 |
9,95 |
10,65 |
8,07 |
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
1 |
|
|
Max. Verlustperiode (Handelstage) |
4 |
17 |
17 |
228 |
293 |
|
|
Max. Verlustperiode (Kalendertage) |
6 |
25 |
25 |
326 |
420 |
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0017 |
-0,0011 |
-6,8575 |
-7,9881 |
9,7317 |
|
|
Alpha |
-0,0057 |
-0,016 |
-0,0008 |
-0,0008 |
0,0016 |
|
|
Beta |
1,454 |
1,316 |
0,494 |
0,923 |
0,975 |
|
|
Korrelation |
0,484 |
0,296 |
0,205 |
0,307 |
0,328 |
|
|
Treynor Ratio |
-0,0054 |
-0,251 |
-0,311 |
-0,419 |
0,936 |
|
|
Tracking Error |
3,406 |
13,908 |
44,451 |
27,311 |
32,880 |
|
|
Relative Performance |
-1,369 |
-31,199 |
-7,662 |
-28,825 |
77,338 |
|
|