23:26 New York (Handel von 09:30 - 16:00) 04:26 London (08:00 - 16:30) 05:26 Frankfurt (09:00 - 20:00) 12:26 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,46 |
-5,24 |
+7,43 |
-36,73 |
-34,74 |
+22,25 |
|
| Volatilität (%) |
41,52 |
32,25 |
69,24 |
70,54 |
54,05 |
51,47 |
|
| Sharpe Ratio |
-0,59 |
-2,26 |
0,66 |
-0,35 |
-0,05 |
0,30 |
|
| Hoch |
4,44 |
4,64 |
5,35 |
8,02 |
12,60 |
12,60 |
|
| Tief |
4,20 |
4,18 |
3,76 |
3,76 |
3,76 |
2,62 |
|
| Ø-Preis |
4,34 |
4,42 |
4,38 |
5,14 |
6,78 |
5,91 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
6 |
5 |
10 |
15 |
24 |
21 |
|
| Max. Verlustperiode (Handelstage) |
1 |
15 |
29 |
138 |
570 |
570 |
|
| Max. Verlustperiode (Kalendertage) |
3 |
21 |
41 |
200 |
874 |
874 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,0003 |
-7,9285 |
9,1495 |
-0,0001 |
-5,2174 |
6,1279 |
|
| Alpha |
-0,0043 |
-0,0020 |
0,0017 |
-0,0013 |
-0,0001 |
0,0006 |
|
| Beta |
1,008 |
-0,189 |
0,216 |
0,568 |
0,571 |
0,428 |
|
| Korrelation |
0,414 |
-0,125 |
0,087 |
0,255 |
0,233 |
0,188 |
|
| Treynor Ratio |
-0,015 |
0,384 |
0,326 |
-0,694 |
-0,644 |
0,473 |
|
| Tracking Error |
15,276 |
69,190 |
40,236 |
21,570 |
58,596 |
53,102 |
|
| Relative Performance |
-1,801 |
-7,719 |
-10,617 |
-48,314 |
-42,501 |
3,742 |
|