°òª÷ |
²bÈ |
²bȤé´Á |
¦Û¤µ¦~¥H¨Ó ³ø¹S²v(%) |
¦~¤Æ ¼Ð·Ç®t(%) |
Sharpe |
Beta |
·s¥úùڥͬì§Þ«ü¼Æ°òª÷(¤H¥Á¹ô) | 3.8600 | 2024/09/16 | -6.54 | 30.13 | -0.14 | 1.21 |
|
°òª÷¦WºÙ |
²Ö¿n³ø¹S²v(%) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
·s¥úùڥͬì§Þ«ü¼Æ°òª÷(¤H¥Á¹ô) | 0.00 |
-7.43 |
-2.53 |
-15.90 |
-8.75 |
-38.34 |
N/A |
|
|
³ø¹S²v(%)(09/16) |
¤@Ó¤ë |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
¦¨¥ß¤é |
³æµ§¥ÓÁÊ(ì¹ô) | 0 | -7.43 | -2.53 | -15.9 | -8.75 | -38.34 | N/A | -61.4 | ©w´Á©wÃB(ì¹ô) | 0 | -4.28 | -4.72 | -5.77 | -8.77 | -14.04 | N/A | -21.08 | ³æµ§¥ÓÁÊ(¥x¹ô) | -0.18 | -6.59 | -0.12 | -13.8 | -8.43 | -35.37 | N/A | -60.37 | ©w´Á©wÃB(¥x¹ô) | -0.18 | -3.98 | -3.98 | -4.23 | -7.12 | -12.45 | N/A | -19.47 |
|
«ü¼Ð«ü¼Æ |
«í¥Í«ü¼Æ |
ªñ¤@¦~¦U¤ë ³ø¹S²v(%) |
2024 |
2023 |
8 |
7 |
6 |
5 |
4 |
3 |
2 |
1 |
12 |
11 |
10 |
9 |
°òª÷ |
-0.51 |
-1.75 |
-3.37 |
-0.24 |
6.39 |
2.09 |
13.31 |
-18.16 |
-3.5 |
1.42 |
-1.17 |
-9.15 |
«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 |
-4.22 |
0.37 |
-1.38 |
-2.02 |
-0.99 |
1.91 |
6.69 |
-9 |
-3.53 |
1.83 |
2.74 |
-6.04 |
|