°òª÷ |
²bÈ |
²bȤé´Á |
¦Û¤µ¦~¥H¨Ó³ø¹S²v(%) |
¦~¤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(%) |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
¤¦~ |
·s¥úùڥͬì§Þ«ü¼Æ°òª÷(¬ü¤¸) | -5.38 |
-1.12 |
-13.94 |
-9.74 |
-44.04 |
N/A |
|
|
³ø¹S²vÃþ§O |
¤TÓ¤ë(%) |
¤»Ó¤ë(%) |
¤@¦~(%) |
¤G¦~(%) |
¤T¦~(%) |
¤¦~(%) |
³æµ§¥ÓÁʳø¹S²v(09/16) |
-5.38 |
-1.12 |
-13.94 |
-9.74 |
-44.04 |
N/A |
©w´Á©wÃB³ø¹S²v(09/16) |
-2.42 |
-2.98 |
-4.16 |
-8.51 |
-15.92 |
N/A |
|
«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 |
|