°òª÷ |
²bÈ |
²bȤé´Á |
¦Û¤µ¦~¥H¨Ó ³ø¹S²v(%) |
¦~¤Æ ¼Ð·Ç®t(%) |
Sharpe |
Beta |
·s¥úùڥͬì§Þ«ü¼Æ°òª÷(¥x¹ô) | 4.0100 | 2024/09/16 | -2.43 | 28.73 | -0.13 | 1.14 |
|
°òª÷¦WºÙ |
²Ö¿n³ø¹S²v(%) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
·s¥úùڥͬì§Þ«ü¼Æ°òª÷(¥x¹ô) | -0.25 |
-6.74 |
-0.25 |
-13.95 |
-8.24 |
-35.63 |
N/A |
|
|
³ø¹S²v(%)(09/16) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
¦¨¥ß¤é |
³æµ§¥ÓÁÊ(ì¹ô) | -0.25 | -6.74 | -0.25 | -13.95 | -8.24 | -35.63 | N/A | -59.9 | ©w´Á©wÃB(ì¹ô) | -0.25 | -4.06 | -4.03 | -4.32 | -7.24 | -12.56 | N/A | -19.53 | ³æµ§¥ÓÁÊ(¥x¹ô) | -0.25 | -6.74 | -0.25 | -13.95 | -8.24 | -35.63 | N/A | -59.9 | ©w´Á©wÃB(¥x¹ô) | -0.25 | -4.06 | -4.03 | -4.32 | -7.24 | -12.56 | N/A | -19.53 |
|
«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 |
|