19:08 New York (Handel von 09:30 - 16:00) 00:08 London (08:00 - 16:30) 01:08 Frankfurt (09:00 - 20:00) 08:08 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-11,31 |
-16,58 |
-8,09 |
-19,34 |
|
|
|
Volatilität (%) |
75,46 |
44,03 |
37,79 |
32,16 |
|
|
|
Sharpe Ratio |
-11,76 |
-5,45 |
-1,01 |
-0,62 |
|
|
|
Hoch |
39,50 |
40,15 |
40,20 |
44,55 |
|
|
|
Tief |
32,25 |
32,25 |
32,25 |
32,25 |
|
|
|
Ø-Preis |
35,53 |
37,47 |
37,06 |
38,54 |
|
|
|
Ø-Volumen (in Tsd EUR/Handelstag) |
223 |
187 |
176 |
257 |
|
|
|
Max. Verlustperiode (Handelstage) |
3 |
20 |
24 |
214 |
|
|
|
Max. Verlustperiode (Kalendertage) |
5 |
28 |
34 |
306 |
|
|
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0008 |
-0,0002 |
6,5643 |
-5,5500 |
|
|
|
Alpha |
-0,031 |
-0,0048 |
0,0002 |
-0,0002 |
|
|
|
Beta |
1,861 |
0,465 |
0,375 |
0,395 |
|
|
|
Korrelation |
0,776 |
0,330 |
0,263 |
0,287 |
|
|
|
Treynor Ratio |
-0,076 |
-0,399 |
-0,234 |
-0,522 |
|
|
|
Tracking Error |
41,343 |
19,626 |
11,700 |
28,736 |
|
|
|
Relative Performance |
-12,147 |
-2,102 |
9,661 |
8,290 |
|
|
|