°òª÷ |
²bÈ |
²bȤé´Á |
¦Û¤µ¦~¥H¨Ó³ø¹S²v(%) |
¦~¤Æ ¼Ð·Ç®t(%) |
Sharpe |
Beta |
·s¥úùڥͬì§Þ«ü¼Æ°òª÷(¤H¥Á¹ô) | 4.0100 | 2024/09/19 | -2.91 | 36.10 | -0.06 | 1.31 |
|
°òª÷¦WºÙ |
²Ö¿n³ø¹S²v(%) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
·s¥úùڥͬì§Þ«ü¼Æ°òª÷(¤H¥Á¹ô) | 2.56 |
-6.74 |
1.78 |
-11.09 |
-3.37 |
-38.12 |
N/A |
|
|
³ø¹S²vÃþ§O |
¤@Ó¤ë(%) |
¤TÓ¤ë(%) |
¤»Ó¤ë(%) |
¤@¦~(%) |
¤G¦~(%) |
¤T¦~(%) |
¤¦~(%) |
³æµ§¥ÓÁʳø¹S²v(09/19) |
2.56 |
-6.74 |
1.78 |
-11.09 |
-3.37 |
-38.12 |
N/A |
©w´Á©wÃB³ø¹S²v(09/19) |
2.56 |
-1.14 |
-1.05 |
-0.77 |
-4.19 |
-10.02 |
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÷ |
-0.51 |
-1.75 |
-3.37 |
-0.24 |
6.39 |
2.09 |
13.31 |
-18.16 |
-3.5 |
1.42 |
-1.17 |
-9.15 |
«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 |
-4.22 |
0.37 |
-1.38 |
-2.02 |
-0.99 |
1.91 |
6.69 |
-9 |
-3.53 |
1.83 |
2.74 |
-6.04 |
|