(1764)·s¥úùڥͬì§Þ«ü¼Æ°òª÷(USD) |
¶µ¥Ø(05/16) |
¤»Ó¤ë |
¤@¦~ |
¤T¦~ |
¤¦~ |
¤Q¦~ |
¼Ð·Ç®t | 40.53 | 29.73 | 32.47 | N/A | N/A |
Sharpe | 0.06 | 0.06 | -0.14 | N/A | N/A |
Alpha | -1.34 | 0.65 | -0.33 | N/A | N/A |
Beta | 1.22 | 1.14 | 1.22 | N/A | N/A |
R-squared | 0.95 | 0.82 | 0.83 | N/A | N/A |
»P«ü¼Æ¬ÛÃö«Y¼Æ | 0.9734 | 0.9049 | 0.9127 | N/A | N/A |
Tracking Error | 11.62 | 13.09 | 14.26 | N/A | N/A |
Variance | 136.92 | 73.65 | 87.84 | N/A | N/A |
1. ¤W¹Ïªí¥Ü©Ò¦³¦PÃþ«¬°òª÷³ø¹S²v¤Î¼Ð·Ç®t´²§G¹Ï¡C
2. ¦bX Y¹Ï¤Wµe¥X¦PÃþ«¬°òª÷¤§¥§¡³ø¹S²v»P¥§¡¼Ð·Ç®t¡C
3. ²Ä¤@¶H(¥k¤W¤è)¥Nªí¬Û¹ï°ª·ÀI°ª³ø¹Sªº°òª÷¡A¾A¦X¥i§Ô¨ü¸û°ªªi°Ê«×ªº¿n·¥«¬§ë¸ê¤H¡F²Ä¤G¶H(¥ª¤W¤è)ªº°òª÷¥Nªí¬Û¹ï§C·ÀI°ª³ø¹Sªº°òª÷¡A³Ìȱo§ë¸ê¡F²Ä¤T¶H(¥ª¤U¤è)¥Nªí§C·ÀI§C³ø¹Sªº°òª÷¡A¾A¦X«O¦u§ë¸ê¤H¡F²Ä¥|¶H(¥k¤U¤è)¥Nªí°ª·ÀI§C³ø¹Sªº°òª÷¡C
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|
(1764)·s¥úùڥͬì§Þ«ü¼Æ°òª÷(USD) |
¦PÃþ«¬¥§¡ |
¦PÃþ«¬±Æ¦W |
¦~¥§¡³ø¹S²v |
3.02 |
12.93 |
93/138 |
¦~¤Æ¼Ð·Ç®t |
29.73 |
15.19 |
9/138 |
b |
1.1415 |
0.8028 |
29/138 |
SHARPE |
0.0555 |
0.2762 |
94/138 |
Information Ratio |
-0.0202 |
0.0428 |
75/138 |
Jensen Index |
0.6485 |
0.3232 |
56/138 |
Treynor Index |
0.6573 |
2.1672 |
83/138 |
(1764)·s¥úùڥͬì§Þ«ü¼Æ°òª÷(USD)-¦~³ø¹S²v¤ñ¸ûªí |
|
2023 |
2022 |
2021 |
2020 |
2019 |
¦~¤Æ¼Ð·Ç®t |
32.01 |
48.78 |
20.87 |
N/A |
N/A |
b |
1.29 |
1.28 |
1.09 |
N/A |
N/A |
SHARPE Ratio |
-0.0673 |
-0.1051 |
-0.7017 |
N/A |
N/A |
Treynor Index |
-0.4827 |
-1.1527 |
-3.884 |
N/A |
N/A |
Jensen Ratio |
0.8551 |
-0.2625 |
-2.5766 |
N/A |
N/A |
Informaton Ratio |
-0.1834 |
-0.0267 |
-0.8438 |
N/A |
N/A |
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