08:59 New York (Handel von 09:30 - 16:00) 13:59 London (08:00 - 16:30) 14:59 Frankfurt (09:00 - 20:00) 21:59 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-19,05 |
-39,64 |
-60,77 |
-55,65 |
|
|
|
| Volatilität (%) |
133,19 |
84,78 |
76,31 |
92,31 |
|
|
|
| Sharpe Ratio |
-4,18 |
-5,61 |
-4,16 |
-0,33 |
|
|
|
| Hoch |
2,68 |
3,76 |
5,20 |
7,00 |
|
|
|
| Tief |
2,24 |
2,24 |
2,24 |
2,24 |
|
|
|
| Ø-Preis |
2,49 |
2,94 |
3,85 |
4,76 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
1 |
3 |
2 |
6 |
|
|
|
| Max. Verlustperiode (Handelstage) |
2 |
17 |
63 |
163 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
23 |
91 |
233 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,0020 |
-0,0035 |
-0,0025 |
-7,7106 |
|
|
|
| Alpha |
-0,014 |
-0,011 |
-0,011 |
-0,0007 |
|
|
|
| Beta |
3,053 |
1,386 |
0,482 |
0,580 |
|
|
|
| Korrelation |
0,430 |
0,395 |
0,138 |
0,136 |
|
|
|
| Treynor Ratio |
-0,054 |
-0,258 |
-1,213 |
-0,919 |
|
|
|
| Tracking Error |
6,962 |
3,084 |
4,523 |
26,674 |
|
|
|
| Relative Performance |
-11,675 |
-22,337 |
-44,760 |
-33,176 |
|
|
|
