11:40 New York (Handel von 09:30 - 16:00) 16:40 London (08:00 - 16:30) 17:40 Frankfurt (09:00 - 20:00) 01:40 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-3,40 |
+0,30 |
+31,87 |
+572,01 |
+4.469,37 |
+36.330,91 |
+146.557,20 |
Volatilität (%) |
5,37 |
16,41 |
52,09 |
113,98 |
93,09 |
86,15 |
66,96 |
Sharpe Ratio |
-31,07 |
0,30 |
2,17 |
1,58 |
1,32 |
1,31 |
1,04 |
Hoch |
83,30 |
84,28 |
84,28 |
84,28 |
84,28 |
84,28 |
84,28 |
Tief |
79,19 |
77,41 |
58,56 |
10,60 |
1,67 |
0,22 |
0,05 |
Ø-Preis |
82,03 |
81,60 |
76,95 |
45,62 |
19,41 |
11,95 |
6,01 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
5 |
7 |
16 |
73 |
234 |
234 |
497 |
Max. Verlustperiode (Kalendertage) |
7 |
9 |
22 |
104 |
342 |
342 |
715 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0024 |
-8,8031 |
8,3996 |
6,4545 |
5,2006 |
5,2643 |
5,1535 |
Alpha |
-0,0057 |
-0,0002 |
0,0002 |
0,0003 |
0,0001 |
0,0001 |
0,0001 |
Beta |
0,282 |
0,878 |
0,450 |
0,571 |
0,574 |
0,574 |
0,506 |
Korrelation |
0,528 |
0,692 |
0,524 |
0,744 |
0,712 |
0,666 |
0,554 |
Treynor Ratio |
-0,185 |
-0,017 |
0,022 |
0,234 |
0,223 |
0,732 |
1,391 |
Tracking Error |
2,325 |
6,284 |
7,319 |
22,260 |
57,550 |
50,376 |
73,921 |
Relative Performance |
-1,744 |
-0,730 |
-0,397 |
3,897 |
4,437 |
-0,939 |
-19,485 |