19:41 New York (Handel von 09:30 - 16:00) 00:41 London (08:00 - 16:30) 01:41 Frankfurt (09:00 - 20:00) 09:41 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-10,14 |
-2,03 |
+4,33 |
-3,56 |
-62,26 |
-12,94 |
|
Volatilität (%) |
34,57 |
60,15 |
47,01 |
56,28 |
47,02 |
46,61 |
|
Sharpe Ratio |
-15,70 |
-0,18 |
0,56 |
0,18 |
-0,50 |
0,13 |
|
Hoch |
10,55 |
10,75 |
10,75 |
10,75 |
25,10 |
27,75 |
|
Tief |
8,60 |
8,60 |
7,86 |
5,49 |
5,49 |
5,49 |
|
Ø-Preis |
9,08 |
9,36 |
8,95 |
8,16 |
12,03 |
13,73 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
189 |
180 |
127 |
107 |
153 |
214 |
|
Max. Verlustperiode (Handelstage) |
5 |
6 |
22 |
206 |
750 |
781 |
|
Max. Verlustperiode (Kalendertage) |
7 |
8 |
32 |
296 |
1.088 |
1.131 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0081 |
-0,0008 |
0,0004 |
-5,3297 |
-6,8661 |
5,3078 |
|
Alpha |
-0,027 |
-0,0027 |
0,0013 |
-0,0001 |
-0,0011 |
0,0002 |
|
Beta |
-3,195 |
-0,707 |
-0,128 |
0,583 |
0,506 |
0,481 |
|
Korrelation |
-0,745 |
-0,132 |
-0,041 |
0,334 |
0,243 |
0,205 |
|
Treynor Ratio |
0,033 |
0,108 |
-0,202 |
-0,095 |
-1,316 |
-0,296 |
|
Tracking Error |
3,376 |
3,428 |
3,745 |
21,112 |
57,361 |
49,720 |
|
Relative Performance |
-7,974 |
-4,662 |
-0,258 |
-24,166 |
-77,239 |
-55,853 |
|