03:52 New York (Handel von 09:30 - 16:00) 08:52 London (08:00 - 16:30) 09:52 Frankfurt (09:00 - 20:00) 16:52 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,66 |
-5,07 |
-23,93 |
-33,46 |
|
|
|
Volatilität (%) |
10,38 |
24,40 |
45,46 |
52,57 |
|
|
|
Sharpe Ratio |
-3,51 |
-1,97 |
-2,24 |
-0,52 |
|
|
|
Hoch |
18,25 |
19,10 |
23,80 |
29,70 |
|
|
|
Tief |
18,00 |
17,60 |
16,05 |
16,05 |
|
|
|
Ø-Preis |
18,13 |
18,30 |
18,43 |
22,62 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
1 |
3 |
4 |
|
|
|
Max. Verlustperiode (Handelstage) |
2 |
18 |
62 |
178 |
|
|
|
Max. Verlustperiode (Kalendertage) |
4 |
26 |
90 |
256 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0015 |
-0,0004 |
-0,0005 |
-7,7163 |
|
|
|
Alpha |
-0,0091 |
-0,0016 |
-0,0020 |
-0,0007 |
|
|
|
Beta |
-0,226 |
0,112 |
-0,053 |
0,549 |
|
|
|
Korrelation |
-0,336 |
0,109 |
-0,035 |
0,228 |
|
|
|
Treynor Ratio |
0,235 |
-0,638 |
2,750 |
-0,681 |
|
|
|
Tracking Error |
6,137 |
4,220 |
4,541 |
27,109 |
|
|
|
Relative Performance |
-1,825 |
8,344 |
-2,148 |
-15,616 |
|
|
|