°òª÷ |
²bÈ |
²bȤé´Á |
¦Û¤µ¦~¥H¨Ó³ø¹S²v(%) |
¦~¤Æ ¼Ð·Ç®t(%) |
Sharpe |
Beta |
·s¥úùڥͬì§Þ«ü¼Æ°òª÷(¥x¹ô) | 4.1900 | 2024/09/19 | 1.95 | 35.19 | -0.04 | 1.27 |
|
°òª÷¦WºÙ |
²Ö¿n³ø¹S²v(%) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
·s¥úùڥͬì§Þ«ü¼Æ°òª÷(¥x¹ô) | 3.46 |
-5.42 |
4.23 |
-8.52 |
-2.33 |
-34.94 |
N/A |
|
|
³ø¹S²vÃþ§O |
¤@Ó¤ë(%) |
¤TÓ¤ë(%) |
¤»Ó¤ë(%) |
¤@¦~(%) |
¤G¦~(%) |
¤T¦~(%) |
¤¦~(%) |
³æµ§¥ÓÁʳø¹S²v(09/19) |
3.46 |
-5.42 |
4.23 |
-8.52 |
-2.33 |
-34.94 |
N/A |
©w´Á©wÃB³ø¹S²v(09/19) |
3.46 |
-0.33 |
0.09 |
1.28 |
-1.92 |
-7.88 |
N/A |
|
«ü¼Ð«ü¼Æ |
«í¥Í«ü¼Æ |
ªñ¤@¦~¦U¤ë ³ø¹S²v(%) |
2024 |
2023 |
8 |
7 |
6 |
5 |
4 |
3 |
2 |
1 |
12 |
11 |
10 |
9 |
°òª÷ |
-1.45 |
0.24 |
-3.72 |
-0.69 |
8.25 |
2.83 |
14.08 |
-17.03 |
-5.3 |
0.46 |
-0.92 |
-8.4 |
«ü¼Ð«ü¼Æ |
3.72 |
-2.11 |
-2 |
1.78 |
7.39 |
0.18 |
6.63 |
-9.16 |
0.03 |
-0.41 |
-3.91 |
-3.11 |
®tÃB |
-5.16 |
2.35 |
-1.72 |
-2.48 |
0.86 |
2.65 |
7.45 |
-7.87 |
-5.33 |
0.87 |
3 |
-5.29 |
|