15:11 New York (Handel von 09:30 - 16:00) 20:11 London (08:00 - 16:30) 21:11 Frankfurt (09:00 - 20:00) 04:11 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-2,40 |
-7,77 |
-15,18 |
-30,15 |
+25,00 |
+11,33 |
+2.315,25 |
Volatilität (%) |
7,72 |
27,79 |
40,04 |
33,36 |
40,95 |
40,65 |
96,70 |
Sharpe Ratio |
-11,47 |
-2,98 |
-1,45 |
-0,92 |
0,35 |
0,21 |
0,47 |
Hoch |
14,85 |
15,80 |
16,90 |
21,00 |
21,00 |
21,00 |
21,00 |
Tief |
14,40 |
14,40 |
14,00 |
14,00 |
6,40 |
6,40 |
0,59 |
Ø-Preis |
14,50 |
14,95 |
14,96 |
17,01 |
13,41 |
12,74 |
11,42 |
Ø-Volumen (in Tsd EUR/Handelstag) |
16 |
17 |
29 |
52 |
50 |
49 |
42 |
Max. Verlustperiode (Handelstage) |
4 |
21 |
60 |
236 |
236 |
906 |
906 |
Max. Verlustperiode (Kalendertage) |
6 |
33 |
88 |
337 |
337 |
1.377 |
1.377 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0015 |
-0,0006 |
-9,1566 |
-8,7516 |
6,6351 |
5,6132 |
7,7540 |
Alpha |
-0,0052 |
-0,0033 |
-0,0018 |
-0,0010 |
0,0005 |
0,0003 |
0,0014 |
Beta |
0,269 |
0,454 |
0,569 |
0,565 |
0,595 |
0,580 |
7,634 |
Korrelation |
0,773 |
0,363 |
0,442 |
0,344 |
0,351 |
0,294 |
0,759 |
Treynor Ratio |
-0,125 |
-0,194 |
-0,286 |
-0,556 |
0,408 |
0,181 |
3,063 |
Tracking Error |
3,491 |
5,340 |
43,372 |
27,034 |
28,419 |
52,283 |
50,377 |
Relative Performance |
-3,954 |
-6,952 |
-8,591 |
-21,609 |
10,408 |
-0,176 |
2.241,272 |