16:34 New York (Handel von 09:30 - 16:00) 21:34 London (08:00 - 16:30) 22:34 Frankfurt (09:00 - 20:00) 06:34 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-0,13 |
-4,53 |
+16,59 |
+3,52 |
-59,73 |
-27,71 |
+115,01 |
Volatilität (%) |
62,45 |
44,38 |
36,51 |
63,71 |
52,24 |
46,91 |
43,95 |
Sharpe Ratio |
0,11 |
-1,13 |
1,85 |
0,34 |
-0,36 |
0,05 |
0,35 |
Hoch |
40,10 |
43,20 |
43,20 |
49,80 |
96,30 |
150,30 |
150,30 |
Tief |
36,35 |
36,35 |
31,00 |
17,73 |
17,73 |
17,73 |
8,05 |
Ø-Preis |
38,47 |
40,21 |
36,38 |
35,73 |
51,31 |
67,76 |
45,04 |
Ø-Volumen (in Tsd EUR/Handelstag) |
264 |
265 |
307 |
508 |
1.073 |
1.439 |
801 |
Max. Verlustperiode (Handelstage) |
4 |
16 |
16 |
190 |
751 |
946 |
946 |
Max. Verlustperiode (Kalendertage) |
4 |
22 |
22 |
270 |
1.089 |
1.372 |
1.372 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0011 |
-0,0001 |
0,0004 |
-5,3832 |
-6,5938 |
-5,3949 |
5,5432 |
Alpha |
-0,0039 |
-0,0007 |
0,0020 |
-0,0001 |
-0,0009 |
-0,0002 |
0,0004 |
Beta |
2,164 |
2,592 |
0,736 |
1,069 |
1,066 |
1,026 |
0,780 |
Korrelation |
0,519 |
0,629 |
0,302 |
0,548 |
0,464 |
0,437 |
0,373 |
Treynor Ratio |
-0,0098 |
-0,025 |
0,181 |
0,014 |
-0,568 |
-0,295 |
1,433 |
Tracking Error |
3,721 |
6,000 |
5,118 |
21,366 |
57,554 |
49,255 |
76,179 |
Relative Performance |
-1,106 |
-3,561 |
10,454 |
-17,092 |
-72,229 |
-70,581 |
19,432 |