21:15 New York (Handel von 09:30 - 16:00) 02:15 London (08:00 - 16:30) 03:15 Frankfurt (09:00 - 20:00) 10:15 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-5,17 |
-5,98 |
+46,67 |
-37,50 |
+57,14 |
-49,54 |
+131,58 |
Volatilität (%) |
41,99 |
21,62 |
69,29 |
50,21 |
84,59 |
115,08 |
110,44 |
Sharpe Ratio |
-7,99 |
-3,46 |
2,41 |
-0,70 |
0,57 |
0,43 |
0,60 |
Hoch |
1,16 |
1,19 |
1,30 |
1,89 |
2,56 |
3,00 |
4,00 |
Tief |
1,10 |
1,10 |
0,75 |
0,75 |
0,58 |
0,58 |
0,36 |
Ø-Preis |
1,11 |
1,15 |
0,97 |
1,37 |
1,35 |
1,43 |
1,21 |
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
2 |
1 |
0 |
0 |
0 |
0 |
Max. Verlustperiode (Handelstage) |
4 |
11 |
22 |
172 |
332 |
1.075 |
1.309 |
Max. Verlustperiode (Kalendertage) |
6 |
15 |
32 |
249 |
477 |
1.574 |
1.939 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,000 |
-0,0004 |
0,0018 |
-0,0001 |
0,0001 |
8,9873 |
9,4355 |
Alpha |
0,000 |
-0,0012 |
0,0069 |
-0,0014 |
0,0021 |
0,0021 |
0,0028 |
Beta |
0,000 |
0,177 |
-0,247 |
-0,119 |
-0,246 |
-0,224 |
-0,068 |
Korrelation |
|
0,206 |
-0,074 |
-0,051 |
-0,069 |
-0,040 |
-0,012 |
Treynor Ratio |
|
-0,406 |
-1,806 |
3,329 |
-2,241 |
2,300 |
-19,080 |
Tracking Error |
6,273 |
2,998 |
3,722 |
26,788 |
27,740 |
52,829 |
63,673 |
Relative Performance |
1,480 |
8,307 |
57,205 |
-17,757 |
56,936 |
-51,203 |
35,100 |