23:36 New York (Handel von 09:30 - 16:00) 04:36 London (08:00 - 16:30) 05:36 Frankfurt (09:00 - 20:00) 13:36 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-6,37 |
-17,08 |
-8,95 |
-55,17 |
+4,75 |
|
|
Volatilität (%) |
33,08 |
35,78 |
39,28 |
40,49 |
44,19 |
|
|
Sharpe Ratio |
-12,13 |
-5,88 |
-0,84 |
-1,86 |
0,21 |
|
|
Hoch |
11,48 |
13,00 |
13,10 |
25,10 |
27,75 |
|
|
Tief |
10,40 |
10,40 |
10,30 |
10,30 |
7,04 |
|
|
Ø-Preis |
10,91 |
11,91 |
11,96 |
18,33 |
16,80 |
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
220 |
130 |
144 |
246 |
280 |
|
|
Max. Verlustperiode (Handelstage) |
4 |
13 |
52 |
237 |
268 |
|
|
Max. Verlustperiode (Kalendertage) |
6 |
17 |
79 |
345 |
388 |
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0013 |
-0,0008 |
-0,0001 |
-7,7146 |
5,4946 |
|
|
Alpha |
-0,015 |
-0,0093 |
-0,0016 |
-0,0026 |
0,0003 |
|
|
Beta |
0,685 |
0,794 |
0,499 |
0,621 |
0,463 |
|
|
Korrelation |
0,117 |
0,352 |
0,238 |
0,244 |
0,162 |
|
|
Treynor Ratio |
-0,122 |
-0,235 |
-0,229 |
-0,908 |
0,063 |
|
|
Tracking Error |
11,321 |
11,736 |
13,156 |
96,904 |
62,709 |
|
|
Relative Performance |
-7,769 |
-20,181 |
-11,786 |
-46,177 |
-16,765 |
|
|