°òª÷ |
²bÈ |
²bȤé´Á |
¦Û¤µ¦~¥H¨Ó ³ø¹S²v(%) |
¦~¤Æ ¼Ð·Ç®t(%) |
Sharpe |
Beta |
´I¨¹ùڥͰê¥ø³æ¤é¤Ï¦V¤@¿°òª÷ | 14.2900 | 2024/09/20 | -12.17 | 27.28 | -0.06 | 1.02 |
|
°òª÷¦WºÙ |
²Ö¿n³ø¹S²v(%) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
´I¨¹ùڥͰê¥ø³æ¤é¤Ï¦V¤@¿°òª÷ | -3.58 |
-0.56 |
-12.49 |
-7.98 |
-13.18 |
11.47 |
3.85 |
|
|
³ø¹S²v(%)(09/20) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
¦¨¥ß¤é |
³æµ§¥ÓÁÊ(ì¹ô) | -3.58 | -0.56 | -12.49 | -7.98 | -13.18 | 11.47 | 3.85 | -28.55 | ©w´Á©wÃB(ì¹ô) | -3.58 | -3.17 | -5.13 | -9.61 | -8.21 | -4.48 | 3.43 | 0.75 | ³æµ§¥ÓÁÊ(¥x¹ô) | -2.17 | 1.05 | -11.79 | -6.42 | -13.01 | 12.64 | 4.87 | -27.8 | ©w´Á©wÃB(¥x¹ô) | -3.58 | -3.17 | -5.13 | -9.61 | -8.21 | -4.48 | 3.43 | 0.75 |
|
«ü¼Ð«ü¼Æ |
ùڥͰê¥øµuÜ«ü¼Æ |
ªñ¤@¦~¦U¤ë ³ø¹S²v(%) |
2024 |
2023 |
8 |
7 |
6 |
5 |
4 |
3 |
2 |
1 |
12 |
11 |
10 |
9 |
°òª÷ |
-4.73 |
2.56 |
0 |
-2.11 |
-7.22 |
-2.15 |
-8.19 |
11.86 |
0.18 |
-1.16 |
2.05 |
5.5 |
«ü¼Ð«ü¼Æ |
-3.23 |
2.33 |
0.13 |
-1.91 |
-7.23 |
-2.21 |
-8.46 |
10.94 |
1.65 |
0.1 |
5.2 |
2.43 |
®tÃB |
-1.49 |
0.23 |
-0.13 |
-0.2 |
0.01 |
0.05 |
0.27 |
0.92 |
-1.47 |
-1.26 |
-3.15 |
3.08 |
|