°òª÷ |
²bÈ |
²bȤé´Á |
¦Û¤µ¦~¥H¨Ó ³ø¹S²v(%) |
¦~¤Æ ¼Ð·Ç®t(%) |
Sharpe |
Beta |
´I¨¹ùڥͰê¥ø³æ¤é¥¿¦V¨â¿°òª÷ | 6.8000 | 2024/09/20 | 21.00 | 60.45 | 0.05 | 0.98 |
|
°òª÷¦WºÙ |
²Ö¿n³ø¹S²v(%) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
´I¨¹ùڥͰê¥ø³æ¤é¥¿¦V¨â¿°òª÷ | 6.08 |
-4.23 |
21.00 |
-3.27 |
-21.30 |
-59.93 |
-73.43 |
|
|
³ø¹S²v(%)(09/20) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
¦¨¥ß¤é |
³æµ§¥ÓÁÊ(ì¹ô) | 6.08 | -4.23 | 21 | -3.27 | -21.3 | -59.93 | -73.43 | -66 | ©w´Á©wÃB(ì¹ô) | 6.08 | 2.32 | 5.9 | 12.92 | -0.33 | -15.51 | -37.74 | -52.1 | ³æµ§¥ÓÁÊ(¥x¹ô) | 2.62 | -7.64 | 19.6 | -6.73 | -21.86 | -60.81 | -74.06 | -66.75 | ©w´Á©wÃB(¥x¹ô) | 6.08 | 2.32 | 5.9 | 12.92 | -0.33 | -15.51 | -37.74 | -52.1 |
|
«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 |
|