01:07 New York (Handel von 09:30 - 16:00) 06:07 London (08:00 - 16:30) 07:07 Frankfurt (09:00 - 20:00) 14:07 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-3,29 |
-10,18 |
-7,35 |
-29,40 |
-16,45 |
-62,04 |
|
Volatilit?t (%) |
24,55 |
23,56 |
23,55 |
36,34 |
45,98 |
43,34 |
|
Sharpe Ratio |
-15,25 |
-6,45 |
-1,65 |
-0,88 |
0,04 |
-0,29 |
|
Hoch |
7,30 |
8,00 |
8,30 |
11,00 |
14,28 |
27,75 |
|
Tief |
6,76 |
6,76 |
6,76 |
6,76 |
5,49 |
5,49 |
|
Ø-Preis |
7,13 |
7,53 |
7,86 |
9,09 |
9,03 |
12,32 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
33 |
27 |
35 |
77 |
98 |
168 |
|
Max. Verlustperiode (Handelstage) |
3 |
17 |
30 |
246 |
723 |
1.146 |
|
Max. Verlustperiode (Kalendertage) |
5 |
25 |
42 |
350 |
1.042 |
1.653 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0012 |
-0,0020 |
-0,0005 |
-0,0001 |
5,1022 |
-6,0017 |
|
Alpha |
-0,0097 |
-0,0072 |
-0,0016 |
-0,0012 |
7,8075 |
-0,0005 |
|
Beta |
2,115 |
0,747 |
0,368 |
0,376 |
0,488 |
0,514 |
|
Korrelation |
0,933 |
0,534 |
0,352 |
0,231 |
0,255 |
0,247 |
|
Treynor Ratio |
-0,025 |
-0,169 |
-0,343 |
-0,959 |
-0,378 |
-1,241 |
|
Tracking Error |
8,094 |
3,622 |
3,199 |
22,074 |
27,466 |
48,272 |
|
Relative Performance |
-3,568 |
-17,401 |
-9,709 |
-20,590 |
-33,614 |
-75,775 |
|