20:25 New York (Handel von 09:30 - 16:00) 01:25 London (08:00 - 16:30) 02:25 Frankfurt (09:00 - 20:00) 09:25 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
|
|
-35,37 |
-18,46 |
|
|
|
Volatilit?t (%) |
7,01 |
7,53 |
106,30 |
84,77 |
|
|
|
Sharpe Ratio |
-0,26 |
-0,23 |
-1,22 |
0,16 |
|
|
|
Hoch |
16,10 |
16,40 |
24,60 |
49,80 |
|
|
|
Tief |
15,90 |
15,60 |
13,40 |
13,40 |
|
|
|
Ø-Preis |
15,92 |
15,90 |
17,97 |
28,53 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
1 |
4 |
13 |
|
|
|
Max. Verlustperiode (Handelstage) |
1 |
10 |
65 |
187 |
|
|
|
Max. Verlustperiode (Kalendertage) |
1 |
14 |
91 |
267 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
8,0715 |
7,1266 |
-0,0012 |
0,0001 |
|
|
|
Alpha |
0,0003 |
0,0001 |
-0,0045 |
0,0012 |
|
|
|
Beta |
-0,157 |
-0,114 |
0,579 |
1,196 |
|
|
|
Korrelation |
-0,314 |
-0,214 |
0,129 |
0,305 |
|
|
|
Treynor Ratio |
0,127 |
0,231 |
-0,645 |
-0,171 |
|
|
|
Tracking Error |
10,594 |
4,690 |
3,848 |
21,965 |
|
|
|
Relative Performance |
-0,790 |
-7,863 |
-33,711 |
-4,807 |
|
|
|