19:54 New York (Handel von 09:30 - 16:00) 00:54 London (08:00 - 16:30) 01:54 Frankfurt (09:00 - 20:00) 08:54 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-1,49 |
-5,72 |
-32,24 |
-54,92 |
-63,40 |
-74,73 |
-36,90 |
Volatilit?t (%) |
30,40 |
20,86 |
32,04 |
30,25 |
30,06 |
33,65 |
29,93 |
Sharpe Ratio |
-2,41 |
-3,21 |
-4,88 |
-2,50 |
-1,05 |
-0,72 |
-0,07 |
Hoch |
14,24 |
14,89 |
20,53 |
30,90 |
43,88 |
58,60 |
59,80 |
Tief |
13,26 |
13,26 |
13,26 |
13,26 |
13,26 |
13,26 |
13,26 |
Ø-Preis |
13,73 |
14,26 |
15,79 |
20,64 |
29,96 |
31,90 |
36,20 |
Ø-Volumen (in Tsd EUR/Handelstag) |
20.584 |
9.245 |
8.934 |
6.509 |
8.180 |
11.660 |
13.697 |
Max. Verlustperiode (Handelstage) |
5 |
19 |
62 |
256 |
715 |
1.260 |
1.369 |
Max. Verlustperiode (Kalendertage) |
7 |
25 |
91 |
364 |
1.022 |
1.813 |
1.970 |
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0006 |
-0,0003 |
-0,0008 |
-0,0001 |
-6,6515 |
-6,6144 |
-5,6592 |
Alpha |
-0,0062 |
-0,0022 |
-0,0052 |
-0,0027 |
-0,0012 |
-0,0009 |
-0,0003 |
Beta |
1,602 |
0,776 |
0,919 |
0,807 |
0,839 |
0,860 |
0,918 |
Korrelation |
0,961 |
0,498 |
0,535 |
0,627 |
0,569 |
0,533 |
0,564 |
Treynor Ratio |
-0,022 |
-0,088 |
-0,373 |
-0,705 |
-0,781 |
-0,893 |
-0,437 |
Tracking Error |
9,859 |
8,822 |
6,588 |
20,947 |
74,251 |
58,819 |
47,673 |
Relative Performance |
-2,507 |
-4,631 |
-26,522 |
-45,124 |
-65,438 |
-77,114 |
-132,776 |