20:30 New York (Handel von 09:30 - 16:00) 01:30 London (08:00 - 16:30) 02:30 Frankfurt (09:00 - 20:00) 09:30 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+2,65 |
-10,77 |
-15,64 |
-36,96 |
+1.264,71 |
+16,00 |
+157,78 |
| Volatilit?t (%) |
73,73 |
58,84 |
54,86 |
49,14 |
134,20 |
474,25 |
408,94 |
| Sharpe Ratio |
-0,63 |
-2,76 |
-1,31 |
-0,79 |
1,06 |
0,76 |
0,63 |
| Hoch |
11,70 |
13,40 |
14,60 |
19,35 |
71,00 |
71,00 |
71,00 |
| Tief |
10,70 |
10,25 |
10,25 |
10,25 |
0,85 |
0,05 |
0,05 |
| Ø-Preis |
11,12 |
11,82 |
12,82 |
15,27 |
19,85 |
14,41 |
11,29 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
5 |
1 |
1 |
1 |
1 |
1 |
0 |
| Max. Verlustperiode (Handelstage) |
3 |
19 |
38 |
253 |
670 |
670 |
1.375 |
| Max. Verlustperiode (Kalendertage) |
5 |
25 |
57 |
359 |
960 |
960 |
1.980 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,0003 |
-0,0009 |
-0,0001 |
-7,6902 |
0,0002 |
0,0026 |
0,0013 |
| Alpha |
-0,0016 |
-0,0069 |
-0,0025 |
-0,0015 |
0,0077 |
0,141 |
0,084 |
| Beta |
-0,225 |
0,124 |
-0,492 |
0,114 |
-0,153 |
2,874 |
1,368 |
| Korrelation |
-0,056 |
0,029 |
-0,144 |
0,042 |
-0,017 |
0,013 |
0,0081 |
| Treynor Ratio |
0,148 |
-1,334 |
0,425 |
-3,647 |
-79,138 |
-0,0054 |
1,724 |
| Tracking Error |
4,893 |
7,359 |
21,404 |
56,772 |
42,633 |
54,334 |
64,762 |
| Relative Performance |
-1,748 |
-16,574 |
-21,944 |
-50,406 |
1.182,638 |
-25,237 |
144,396 |