21:05 New York (Handel von 09:30 - 16:00) 02:05 London (08:00 - 16:30) 03:05 Frankfurt (09:00 - 20:00) 10:05 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-21,28 |
-26,00 |
-24,49 |
-40,80 |
|
|
|
Volatilität (%) |
131,16 |
76,15 |
55,21 |
87,69 |
|
|
|
Sharpe Ratio |
-10,77 |
-5,22 |
-1,92 |
-0,17 |
|
|
|
Hoch |
4,70 |
5,00 |
5,10 |
7,00 |
|
|
|
Tief |
3,52 |
3,52 |
3,52 |
3,52 |
|
|
|
Ø-Preis |
4,06 |
4,61 |
4,60 |
5,01 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
3 |
1 |
4 |
7 |
|
|
|
Max. Verlustperiode (Handelstage) |
4 |
15 |
27 |
127 |
|
|
|
Max. Verlustperiode (Kalendertage) |
4 |
22 |
42 |
184 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,013 |
-0,0022 |
-0,0001 |
6,2417 |
|
|
|
Alpha |
-0,027 |
-0,012 |
-0,0026 |
0,0003 |
|
|
|
Beta |
-0,266 |
-0,350 |
0,231 |
0,709 |
|
|
|
Korrelation |
-0,043 |
-0,110 |
0,133 |
0,166 |
|
|
|
Treynor Ratio |
0,547 |
0,685 |
-0,900 |
-0,447 |
|
|
|
Tracking Error |
2,174 |
5,431 |
43,610 |
26,978 |
|
|
|
Relative Performance |
-15,730 |
-20,592 |
-10,214 |
-20,427 |
|
|
|