10:27 New York (Handel von 09:30 - 16:00) 15:27 London (08:00 - 16:30) 16:27 Frankfurt (09:00 - 20:00) 00:27 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-3,46 |
+0,04 |
+31,84 |
+568,24 |
+4.430,94 |
+36.390,11 |
+145.757,40 |
Volatilität (%) |
9,84 |
14,73 |
51,06 |
111,36 |
92,22 |
85,76 |
66,28 |
Sharpe Ratio |
-18,03 |
-0,02 |
2,19 |
1,60 |
1,32 |
1,31 |
1,04 |
Hoch |
83,21 |
84,29 |
84,29 |
84,29 |
84,29 |
84,29 |
84,29 |
Tief |
79,77 |
77,74 |
58,87 |
10,79 |
1,68 |
0,22 |
0,05 |
Ø-Preis |
81,83 |
81,51 |
76,92 |
45,62 |
19,41 |
11,95 |
6,01 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
4 |
7 |
16 |
73 |
234 |
234 |
498 |
Max. Verlustperiode (Kalendertage) |
4 |
9 |
22 |
104 |
342 |
342 |
718 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0005 |
-6,6523 |
6,1267 |
6,2538 |
5,1795 |
5,3287 |
5,2092 |
Alpha |
-0,0074 |
-0,0002 |
0,0003 |
0,0003 |
0,0001 |
0,0002 |
0,0002 |
Beta |
-0,159 |
0,514 |
0,387 |
0,462 |
0,484 |
0,450 |
0,329 |
Korrelation |
-0,163 |
0,450 |
0,464 |
0,762 |
0,718 |
0,627 |
0,416 |
Treynor Ratio |
0,341 |
-0,038 |
0,020 |
0,271 |
0,241 |
0,933 |
2,104 |
Tracking Error |
14,391 |
13,892 |
22,536 |
25,405 |
57,633 |
49,126 |
73,310 |
Relative Performance |
-1,952 |
-1,155 |
-0,585 |
3,064 |
3,288 |
-0,938 |
-20,702 |