°òª÷ |
²bÈ |
²bȤé´Á |
¦Û¤µ¦~¥H¨Ó ³ø¹S²v(%) |
¦~¤Æ ¼Ð·Ç®t(%) |
Sharpe |
Beta |
´_µØùڥͳæ¤é¤Ï¦V¤@¿°òª÷ | 8.4300 | 2024/09/20 | -9.45 | 25.85 | -0.06 | -0.92 |
|
°òª÷¦WºÙ |
²Ö¿n³ø¹S²v(%) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
´_µØùڥͳæ¤é¤Ï¦V¤@¿°òª÷ | -4.75 |
-2.32 |
-12.55 |
-7.26 |
-9.84 |
9.48 |
-2.09 |
|
|
³ø¹S²v(%)(09/20) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
¦¨¥ß¤é |
³æµ§¥ÓÁÊ(ì¹ô) | -4.75 | -2.32 | -12.55 | -7.26 | -9.84 | 9.48 | -2.09 | -43.8 | ©w´Á©wÃB(ì¹ô) | -4.75 | -4.43 | -6.06 | -9.04 | -6.5 | -2.96 | 1 | -5.37 | ³æµ§¥ÓÁÊ(¥x¹ô) | -4.75 | -2.32 | -12.55 | -7.26 | -9.84 | 9.48 | -2.09 | -43.8 | ©w´Á©wÃB(¥x¹ô) | -4.75 | -4.43 | -6.06 | -9.04 | -6.5 | -2.96 | 1 | -5.37 |
|
«ü¼Ð«ü¼Æ |
«í¥Í«ü¼Æ |
ªñ¤@¦~¦U¤ë ³ø¹S²v(%) |
2024 |
2023 |
8 |
7 |
6 |
5 |
4 |
3 |
2 |
1 |
12 |
11 |
10 |
9 |
°òª÷ |
-4.55 |
1.35 |
1.25 |
-2.44 |
-6.73 |
-0.62 |
-5.72 |
10.74 |
-1.38 |
-0.74 |
1.28 |
5.39 |
«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 |
-8.26 |
3.46 |
3.25 |
-4.22 |
-14.11 |
-0.8 |
-12.35 |
19.91 |
-1.4 |
-0.33 |
5.19 |
8.5 |
|