18:03 New York (Handel von 09:30 - 16:00) 23:03 London (08:00 - 16:30) 00:03 Frankfurt (09:00 - 20:00) 08:03 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+5,26 |
-4,64 |
-15,29 |
-12,12 |
|
|
|
Volatilität (%) |
149,32 |
97,43 |
58,53 |
39,41 |
|
|
|
Sharpe Ratio |
2,17 |
-0,28 |
-0,94 |
-0,21 |
|
|
|
Hoch |
4,15 |
4,20 |
4,73 |
4,98 |
|
|
|
Tief |
3,61 |
3,61 |
3,61 |
3,61 |
|
|
|
Ø-Preis |
3,82 |
3,86 |
4,12 |
4,39 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
8 |
2 |
1 |
1 |
|
|
|
Max. Verlustperiode (Handelstage) |
3 |
13 |
59 |
153 |
|
|
|
Max. Verlustperiode (Kalendertage) |
5 |
17 |
84 |
218 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,039 |
-0,0009 |
-0,0002 |
-8,1971 |
|
|
|
Alpha |
-0,027 |
-0,0060 |
-0,0008 |
-0,0004 |
|
|
|
Beta |
-7,286 |
-5,336 |
-1,066 |
0,120 |
|
|
|
Korrelation |
-0,990 |
-0,559 |
-0,229 |
0,044 |
|
|
|
Treynor Ratio |
0,015 |
0,017 |
0,150 |
-1,340 |
|
|
|
Tracking Error |
0,688 |
6,576 |
4,679 |
12,345 |
|
|
|
Relative Performance |
-9,191 |
-5,507 |
-19,337 |
-33,715 |
|
|
|