12:14 New York (Handel von 09:30 - 16:00) 17:14 London (08:00 - 16:30) 18:14 Frankfurt (09:00 - 20:00) 01:14 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-6,22 |
-5,22 |
-11,73 |
-15,46 |
-10,31 |
-38,41 |
+112,88 |
Volatilität (%) |
37,79 |
24,36 |
31,91 |
22,88 |
35,58 |
32,17 |
29,50 |
Sharpe Ratio |
-8,51 |
-2,62 |
-1,49 |
-0,69 |
0,02 |
-0,21 |
0,34 |
Hoch |
31,93 |
31,93 |
34,37 |
37,67 |
43,88 |
59,80 |
59,80 |
Tief |
28,71 |
28,30 |
26,24 |
26,24 |
20,76 |
20,76 |
12,49 |
Ø-Preis |
30,40 |
30,61 |
30,58 |
33,48 |
33,16 |
38,62 |
35,78 |
Ø-Volumen (in Tsd EUR/Handelstag) |
6.689 |
6.106 |
7.713 |
7.960 |
11.363 |
14.346 |
13.619 |
Max. Verlustperiode (Handelstage) |
5 |
14 |
62 |
188 |
449 |
1.103 |
1.103 |
Max. Verlustperiode (Kalendertage) |
7 |
20 |
88 |
268 |
644 |
1.592 |
1.592 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0049 |
-0,0001 |
-5,1898 |
-6,0056 |
-5,1682 |
-5,5879 |
5,0603 |
Alpha |
-0,017 |
-0,0007 |
-0,0001 |
-0,0003 |
-0,0001 |
-0,0003 |
7,8697 |
Beta |
1,835 |
0,280 |
0,810 |
0,743 |
0,826 |
0,893 |
0,933 |
Korrelation |
0,711 |
0,289 |
0,768 |
0,616 |
0,500 |
0,521 |
0,553 |
Treynor Ratio |
-0,045 |
-0,177 |
-0,130 |
-0,235 |
-0,159 |
-0,449 |
1,151 |
Tracking Error |
3,557 |
9,557 |
56,401 |
30,168 |
73,744 |
59,080 |
47,580 |
Relative Performance |
-7,534 |
2,226 |
0,799 |
-5,541 |
-25,262 |
-55,032 |
-70,632 |