02:51 New York (Handel von 09:30 - 16:00) 07:51 London (08:00 - 16:30) 08:51 Frankfurt (09:00 - 20:00) 16:51 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,18 |
-0,18 |
+4,90 |
+16,41 |
+1,64 |
+129,79 |
+443,41 |
Volatilität (%) |
70,81 |
42,29 |
43,65 |
57,53 |
49,65 |
42,34 |
38,28 |
Sharpe Ratio |
-1,87 |
-0,75 |
0,38 |
0,46 |
0,20 |
0,54 |
0,57 |
Hoch |
55,60 |
57,40 |
57,40 |
60,00 |
88,20 |
88,20 |
88,20 |
Tief |
52,10 |
52,10 |
46,60 |
25,50 |
25,50 |
19,21 |
8,67 |
Ø-Preis |
54,32 |
55,44 |
52,94 |
46,32 |
55,22 |
45,13 |
29,68 |
Ø-Volumen (in Tsd EUR/Handelstag) |
3 |
1 |
1 |
1 |
1 |
1 |
1 |
Max. Verlustperiode (Handelstage) |
4 |
14 |
18 |
84 |
621 |
621 |
674 |
Max. Verlustperiode (Kalendertage) |
6 |
22 |
24 |
121 |
903 |
903 |
969 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0013 |
-9,8412 |
-6,4753 |
9,1992 |
5,7425 |
6,7971 |
6,2022 |
Alpha |
-0,0039 |
-0,0003 |
-0,0001 |
0,0009 |
0,0004 |
0,0009 |
0,0009 |
Beta |
-2,393 |
0,179 |
0,435 |
0,460 |
0,326 |
0,302 |
0,216 |
Korrelation |
-0,544 |
0,059 |
0,212 |
0,254 |
0,146 |
0,142 |
0,116 |
Treynor Ratio |
0,011 |
-0,122 |
-0,0025 |
0,201 |
-0,112 |
4,099 |
20,173 |
Tracking Error |
2,936 |
6,081 |
6,282 |
22,542 |
57,267 |
49,689 |
73,489 |
Relative Performance |
-0,255 |
-5,281 |
-8,969 |
8,552 |
-5,267 |
80,590 |
339,734 |