12:40 New York (Handel von 09:30 - 16:00) 17:40 London (08:00 - 16:30) 18:40 Frankfurt (09:00 - 20:00) 02:40 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-8,43 |
-34,87 |
-13,46 |
+309,85 |
|
|
|
Volatilität (%) |
58,27 |
60,50 |
64,82 |
74,58 |
|
|
|
Sharpe Ratio |
-2,97 |
-7,86 |
-0,28 |
2,29 |
|
|
|
Hoch |
19,43 |
26,86 |
26,86 |
26,86 |
|
|
|
Tief |
15,97 |
15,97 |
15,97 |
2,55 |
|
|
|
Ø-Preis |
17,37 |
21,55 |
20,53 |
11,86 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
6.475 |
6.584 |
5.054 |
2.276 |
|
|
|
Max. Verlustperiode (Handelstage) |
2 |
18 |
18 |
40 |
|
|
|
Max. Verlustperiode (Kalendertage) |
2 |
26 |
26 |
61 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0012 |
-0,0008 |
-9,4465 |
0,0001 |
|
|
|
Alpha |
-0,0082 |
-0,016 |
-0,0032 |
0,0059 |
|
|
|
Beta |
2,198 |
2,193 |
1,483 |
0,855 |
|
|
|
Korrelation |
0,888 |
0,671 |
0,367 |
0,326 |
|
|
|
Treynor Ratio |
-0,022 |
-0,150 |
-0,069 |
3,889 |
|
|
|
Tracking Error |
6,977 |
19,650 |
73,065 |
46,184 |
|
|
|
Relative Performance |
-3,119 |
-28,643 |
-18,885 |
302,010 |
|
|
|