°òª÷ |
²bÈ |
²bȤé´Á |
¦Û¤µ¦~¥H¨Ó³ø¹S²v(%) |
¦~¤Æ ¼Ð·Ç®t(%) |
Sharpe |
Beta |
´I¨¹ùڥͰê¥ø³æ¤é¤Ï¦V¤@¿°òª÷ | 14.4400 | 2024/09/19 | -11.25 | 25.75 | -0.05 | 1.02 |
|
°òª÷¦WºÙ |
²Ö¿n³ø¹S²v(%) |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
´I¨¹ùڥͰê¥ø³æ¤é¤Ï¦V¤@¿°òª÷ | 1.05 |
-11.79 |
-6.42 |
-13.01 |
12.64 |
4.87 |
|
|
³ø¹S²vÃþ§O |
¤TÓ¤ë(%) |
¤»Ó¤ë(%) |
¤@¦~(%) |
¤G¦~(%) |
¤T¦~(%) |
¤¦~(%) |
³æµ§¥ÓÁʳø¹S²v(09/19) |
1.05 |
-11.79 |
-6.42 |
-13.01 |
12.64 |
4.87 |
©w´Á©wÃB³ø¹S²v(09/19) |
-1.83 |
-4.06 |
-8.73 |
-7.04 |
-3.58 |
4.41 |
|
«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 |
|