°òª÷ |
²bÈ |
²bȤé´Á |
¦Û¤µ¦~¥H¨Ó ³ø¹S²v(%) |
¦~¤Æ ¼Ð·Ç®t(%) |
Sharpe |
Beta |
·s¥úùڥͬì§Þ«ü¼Æ°òª÷(¬ü¤¸) | 3.5200 | 2024/09/16 | -6.38 | 30.65 | -0.11 | 1.22 |
|
°òª÷¦WºÙ |
²Ö¿n³ø¹S²v(%) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
·s¥úùڥͬì§Þ«ü¼Æ°òª÷(¬ü¤¸) | 1.15 |
-5.38 |
-1.12 |
-13.94 |
-9.74 |
-44.04 |
N/A |
|
|
³ø¹S²v(%)(09/16) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
¦¨¥ß¤é |
³æµ§¥ÓÁÊ(ì¹ô) | 1.15 | -5.38 | -1.12 | -13.94 | -9.74 | -44.04 | N/A | -64.8 | ©w´Á©wÃB(ì¹ô) | 1.15 | -2.42 | -2.98 | -4.16 | -8.51 | -15.92 | N/A | -23.38 | ³æµ§¥ÓÁÊ(¥x¹ô) | -0.03 | -6.66 | -0.13 | -13.99 | -7.96 | -35.57 | N/A | -60.44 | ©w´Á©wÃB(¥x¹ô) | -0.03 | -3.95 | -3.98 | -4.32 | -7.22 | -12.54 | N/A | -19.55 |
|
«ü¼Ð«ü¼Æ |
«í¥Í«ü¼Æ |
ªñ¤@¦~¦U¤ë ³ø¹S²v(%) |
2024 |
2023 |
8 |
7 |
6 |
5 |
4 |
3 |
2 |
1 |
12 |
11 |
10 |
9 |
°òª÷ |
1.13 |
-0.84 |
-3.77 |
-0.27 |
6.29 |
1.74 |
12.79 |
-18.88 |
-3.09 |
4.02 |
-1.58 |
-9.33 |
«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 |
-2.59 |
1.27 |
-1.78 |
-2.05 |
-1.1 |
1.56 |
6.16 |
-9.72 |
-3.12 |
4.43 |
2.33 |
-6.22 |
|