18:18 New York (Handel von 09:30 - 16:00) 23:18 London (08:00 - 16:30) 00:18 Frankfurt (09:00 - 20:00) 08:18 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+19,21 |
+24,14 |
-22,19 |
-20,00 |
+11,87 |
+44,23 |
|
| Volatilität (%) |
91,12 |
61,42 |
71,08 |
47,65 |
45,31 |
48,35 |
|
| Sharpe Ratio |
9,59 |
3,81 |
-1,38 |
-0,43 |
0,24 |
0,36 |
|
| Hoch |
5,20 |
5,20 |
6,94 |
8,00 |
12,60 |
12,60 |
|
| Tief |
4,30 |
3,90 |
3,90 |
3,90 |
3,90 |
2,62 |
|
| Ø-Preis |
4,68 |
4,34 |
4,90 |
6,55 |
6,78 |
5,73 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
14 |
6 |
11 |
9 |
24 |
20 |
|
| Max. Verlustperiode (Handelstage) |
1 |
15 |
62 |
131 |
387 |
387 |
|
| Max. Verlustperiode (Kalendertage) |
1 |
24 |
91 |
213 |
601 |
617 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,021 |
0,0023 |
-0,0005 |
-0,0001 |
5,6468 |
6,2616 |
|
| Alpha |
0,059 |
0,018 |
-0,0032 |
-0,0007 |
0,0004 |
0,0007 |
|
| Beta |
-6,795 |
-2,337 |
0,393 |
0,405 |
0,432 |
0,251 |
|
| Korrelation |
-0,775 |
-0,301 |
0,078 |
0,140 |
0,136 |
0,104 |
|
| Treynor Ratio |
-0,025 |
-0,095 |
-0,538 |
-0,498 |
0,228 |
1,600 |
|
| Tracking Error |
2,774 |
7,631 |
6,948 |
11,256 |
64,091 |
54,598 |
|
| Relative Performance |
18,157 |
17,969 |
-32,212 |
-33,970 |
-12,647 |
-1,523 |
|