15:13 New York (Handel von 09:30 - 16:00) 20:13 London (08:00 - 16:30) 21:13 Frankfurt (09:00 - 20:00) 04:13 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-6,09 |
+14,29 |
+0,93 |
+80,00 |
+44,87 |
+36,05 |
-99,78 |
Volatilit?t (%) |
95,01 |
80,16 |
63,56 |
59,98 |
49,94 |
44,03 |
192,32 |
Sharpe Ratio |
-0,83 |
3,12 |
0,61 |
1,30 |
0,48 |
0,33 |
-0,09 |
Hoch |
11,50 |
11,50 |
12,70 |
12,70 |
12,70 |
12,70 |
4.923,27 |
Tief |
10,40 |
9,45 |
9,40 |
5,55 |
3,94 |
3,94 |
3,94 |
Ø-Preis |
10,90 |
10,37 |
10,68 |
8,88 |
7,10 |
7,85 |
443,19 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
1 |
1 |
2 |
1 |
1 |
1 |
Max. Verlustperiode (Handelstage) |
4 |
4 |
45 |
45 |
541 |
1.045 |
2.524 |
Max. Verlustperiode (Kalendertage) |
4 |
4 |
63 |
63 |
777 |
1.512 |
3.647 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0042 |
0,0010 |
6,5787 |
0,0006 |
7,1226 |
6,4095 |
-6,2722 |
Alpha |
-0,017 |
0,0042 |
0,0001 |
0,0033 |
0,0007 |
0,0004 |
-0,0005 |
Beta |
3,646 |
2,003 |
1,244 |
0,429 |
0,769 |
0,763 |
0,591 |
Korrelation |
0,921 |
0,379 |
0,341 |
0,144 |
0,320 |
0,329 |
0,240 |
Treynor Ratio |
-0,010 |
0,088 |
0,029 |
2,013 |
0,644 |
0,529 |
-1,723 |
Tracking Error |
4,068 |
4,402 |
6,179 |
5,990 |
32,100 |
29,162 |
36,538 |
Relative Performance |
-2,793 |
13,012 |
-2,412 |
86,297 |
11,679 |
-2,164 |
-319,618 |