°òª÷ |
²bÈ |
²bȤé´Á |
¦Û¤µ¦~¥H¨Ó³ø¹S²v(%) |
¦~¤Æ ¼Ð·Ç®t(%) |
Sharpe |
Beta |
´_µØùڥͳæ¤é¥¿¦V¤G¿°òª÷ | 12.9800 | 2024/10/25 | 38.53 | 34.09 | 0.27 | 1.77 |
|
°òª÷¦WºÙ |
²Ö¿n³ø¹S²v(%) |
¤TÓ¤ë |
¤»Ó¤ë |
¤@¦~ |
¤G¦~ |
¤T¦~ |
´_µØùڥͳæ¤é¥¿¦V¤G¿°òª÷ | 32.04 |
36.78 |
31.91 |
51.28 |
-48.63 |
|
|
³ø¹S²vÃþ§O |
¤TÓ¤ë(%) |
¤»Ó¤ë(%) |
¤@¦~(%) |
¤G¦~(%) |
¤T¦~(%) |
³æµ§¥ÓÁʳø¹S²v(10/25) |
32.04 |
36.78 |
31.91 |
51.28 |
-48.63 |
©w´Á©wÃB³ø¹S²v(10/25) |
25.39 |
26.31 |
35.03 |
21.72 |
6.53 |
|
«ü¼Ð«ü¼Æ |
«í¥Í«ü¼Æ |
ªñ¤@¦~¦U¤ë ³ø¹S²v(%) |
2024 |
2023 |
9 |
8 |
7 |
6 |
5 |
4 |
3 |
2 |
1 |
12 |
11 |
10 |
°òª÷ |
37.32 |
6.02 |
-3.31 |
-3.21 |
3.21 |
15.53 |
1.29 |
12.11 |
-18.89 |
-1.37 |
-3.26 |
-3.54 |
«ü¼Ð«ü¼Æ |
17.48 |
3.72 |
-2.11 |
-2 |
1.78 |
7.39 |
0.18 |
6.63 |
-9.16 |
0.03 |
-0.41 |
-3.91 |
®tÃB |
19.84 |
2.31 |
-1.2 |
-1.21 |
1.43 |
8.14 |
1.11 |
5.48 |
-9.73 |
-1.39 |
-2.85 |
0.38 |
|