15:05 New York (Handel von 09:30 - 16:00) 20:05 London (08:00 - 16:30) 21:05 Frankfurt (09:00 - 20:00) 04:05 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+5,45 |
+0,37 |
-13,69 |
-72,21 |
|
|
|
Volatilit?t (%) |
0,00 |
8,76 |
31,04 |
46,06 |
|
|
|
Sharpe Ratio |
|
-7,30 |
-2,47 |
-2,64 |
|
|
|
Hoch |
2,57 |
2,70 |
3,14 |
10,32 |
|
|
|
Tief |
2,57 |
2,57 |
2,57 |
2,57 |
|
|
|
Ø-Preis |
2,57 |
2,60 |
2,76 |
5,68 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
|
|
|
Max. Verlustperiode (Handelstage) |
0 |
20 |
63 |
236 |
|
|
|
Max. Verlustperiode (Kalendertage) |
0 |
28 |
87 |
338 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,000 |
-0,0005 |
-0,0008 |
-0,0002 |
|
|
|
Alpha |
0,000 |
-0,0024 |
-0,0029 |
-0,0048 |
|
|
|
Beta |
0,000 |
-0,011 |
0,172 |
0,059 |
|
|
|
Korrelation |
|
-0,018 |
0,123 |
0,028 |
|
|
|
Treynor Ratio |
|
6,274 |
-1,174 |
-12,799 |
|
|
|
Tracking Error |
11,989 |
4,940 |
3,636 |
22,215 |
|
|
|
Relative Performance |
-0,790 |
-12,053 |
-16,498 |
-59,987 |
|
|
|