19:23 New York (Handel von 09:30 - 16:00) 00:23 London (08:00 - 16:30) 01:23 Frankfurt (09:00 - 20:00) 09:23 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-10,37 |
-12,09 |
-38,97 |
-80,39 |
-92,91 |
-93,75 |
|
Volatilität (%) |
70,39 |
59,95 |
134,45 |
156,76 |
108,53 |
90,23 |
|
Sharpe Ratio |
-10,09 |
-2,70 |
-0,94 |
-0,46 |
-0,36 |
-0,23 |
|
Hoch |
2,56 |
2,73 |
5,89 |
25,92 |
35,00 |
59,56 |
|
Tief |
2,28 |
2,28 |
2,05 |
2,05 |
2,05 |
2,05 |
|
Ø-Preis |
2,38 |
2,50 |
3,07 |
10,14 |
14,30 |
24,67 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
49 |
51 |
120 |
184 |
116 |
143 |
|
Max. Verlustperiode (Handelstage) |
4 |
14 |
40 |
134 |
753 |
928 |
|
Max. Verlustperiode (Kalendertage) |
6 |
20 |
56 |
195 |
1.087 |
1.337 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0093 |
-0,0009 |
-0,0009 |
-0,0001 |
-7,5107 |
-6,6328 |
|
Alpha |
-0,015 |
-0,0043 |
-0,0044 |
-0,0022 |
-0,0014 |
-0,0008 |
|
Beta |
1,880 |
0,752 |
-0,476 |
0,193 |
0,299 |
0,337 |
|
Korrelation |
0,578 |
0,136 |
-0,052 |
0,048 |
0,068 |
0,079 |
|
Treynor Ratio |
-0,024 |
-0,146 |
0,860 |
-4,178 |
-3,177 |
-2,845 |
|
Tracking Error |
1,646 |
4,765 |
5,144 |
21,434 |
57,280 |
49,013 |
|
Relative Performance |
-4,512 |
-8,944 |
-44,661 |
-96,475 |
-109,162 |
-136,825 |
|