°òª÷ |
²bÈ |
²bȤé´Á |
¦Û¤µ¦~¥H¨Ó³ø¹S²v(%) |
¦~¤Æ ¼Ð·Ç®t(%) |
Sharpe |
Beta |
´I¨¹ùڥͰê¥ø³æ¤é¥¿¦V¨â¿°òª÷ | 6.6500 | 2024/09/19 | 18.33 | 57.73 | 0.03 | 0.99 |
|
°òª÷¦WºÙ |
²Ö¿n³ø¹S²v(%) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
´I¨¹ùڥͰê¥ø³æ¤é¥¿¦V¨â¿°òª÷ | 2.62 |
-7.64 |
19.60 |
-6.73 |
-21.86 |
-60.81 |
-74.06 |
|
|
³ø¹S²vÃþ§O |
¤@Ó¤ë(%) |
¤TÓ¤ë(%) |
¤»Ó¤ë(%) |
¤@¦~(%) |
¤G¦~(%) |
¤T¦~(%) |
¤¦~(%) |
³æµ§¥ÓÁʳø¹S²v(09/19) |
2.62 |
-7.64 |
19.6 |
-6.73 |
-21.86 |
-60.81 |
-74.06 |
©w´Á©wÃB³ø¹S²v(09/19) |
2.62 |
-0.74 |
3.47 |
10.58 |
-2.93 |
-17.42 |
-39.12 |
|
«ü¼Ð«ü¼Æ |
ùڥͰê¥øºb±ì«ü¼Æ |
ªñ¤@¦~¦U¤ë ³ø¹S²v(%) |
2024 |
2023 |
8 |
7 |
6 |
5 |
4 |
3 |
2 |
1 |
12 |
11 |
10 |
9 |
°òª÷ |
5.38 |
-5.11 |
-1.19 |
2.28 |
17.68 |
4.67 |
18.36 |
-19.57 |
-5.39 |
-4.81 |
-4.73 |
-9.9 |
«ü¼Ð«ü¼Æ |
6.86 |
-7.8 |
-2.52 |
2.98 |
15.64 |
3.86 |
18.41 |
-19.96 |
-3.75 |
-1.21 |
-9.96 |
-6.52 |
®tÃB |
-1.48 |
2.7 |
1.34 |
-0.71 |
2.04 |
0.81 |
-0.05 |
0.39 |
-1.64 |
-3.6 |
5.23 |
-3.38 |
|