°òª÷Ãþ«¬ | °ê¤ºªÑ²¼¶}©ñ«¬¤@¯ëªÑ²¼«¬ |
---|---|
§ë¸ê°Ï°ì | ¥xÆW |
p»ù¹ô§O | ¥x¹ô |
°òª÷³W¼Ò(»õ) | 3.79(2024/03/31) |
¸g²z¤H | ±i¥¿¤¤ |
°òª÷ | ²bÈ | ²bȤé´Á | ¦Û¦¨¥ß¤é°_ ³ø¹S²v(%) |
¦Û¤µ¦~¥H¨Ó ³ø¹S²v(%) |
¦~¤Æ ¼Ð·Ç®t(%) |
Sharpe | Beta |
---|---|---|---|---|---|---|---|
²Ä¤@ª÷¥xÆW®Ö¤ß¾Ô²¤«Ø³]°òª÷A¤£°t®§(¥x¹ô)(¥»°òª÷°t®§¨Ó·½¥i¯à¬°¥»ª÷) | 14.31 | 2024/04/26 | 43.10 | 5.53 | 21.99 | 0.53 | 1.05 |
ӪѦWºÙ | ¤ñ¨Ò |
---|---|
¤¤¿³¹q | 1.48% |
¤¤ÂE | 1% |
·s¥ú¿û | 2.03% |
¤W»È | 1.76% |
ªøºa¿û | 2.9% |
Áp¹q | 1.53% |
¥x¹F¹q | 3.31% |
µØ³q | 1.83% |
ÂE®ü | 2.14% |
¥x¿n¹q | 4.18% |
ª÷¹³¹q | 1.98% |
·ç¬R | 1.73% |
¼s¹F | 2.73% |
«Ø·Ç | 1.35% |
¨Ê¤¸¹q¤l | 1.2% |
Ápµo¬ì | 3.45% |
¸q¶© | 1.07% |
©_èb | 3.04% |
Ápµú | 2.49% |
°·¹© | 1.06% |
½n³Ð | 1.83% |
ÂùÂE | 1.28% |
ºë§÷ | 1.08% |
¨Ê¹© | 1.53% |
°·µ¦ | 1.33% |
¤é¤ë¥ú§ë±± | 1.69% |
¤Ñà± | 1.84% |
²»ºÓ | 1.48% |
¤¤¬ü´¹ | 1.68% |
·s´¶ | 1.02% |
©ôª¿ | 1.67% |
¥xïú | 2% |
±ÒùÖ | 2.21% |
¾ìº~ | 1.08% |
Àô²y´¹ | 1.2% |
½n¿o | 1.64% |
´I¥@¹F | 1.64% |
¸sÁp | 2.34% |
°ª¤O | 2.19% |
ªþµù¡G | |
---|---|
µù1: | °òª÷ÁZ®Äpºâ¬Ò¦³¦Ò¼{°t®§¡A°òª÷°t®§²v¤£¥Nªí°òª÷³ø¹S²v¡A¥B¹L¥h°t®§²v¤£¥Nªí¥¼¨Ó°t®§²v¡C©Ò¦³°òª÷ÁZ®Ä¡A§¡¬°¹L¥hÁZ®Ä¡A¤£¥Nªí¥¼¨Ó¤§ÁZ®Äªí²{¡A¥ç¤£«OÃÒ°òª÷¤§³Ì§C§ë¸ê¦¬¯q¡C |
µù2: | °òª÷²bÈ¥i¯à¦]¥«³õ¦]¯À¦Ó¤W¤Uªi°Ê¡A°òª÷²bȶȨѰѦҡA¹ê»Ú¥H°òª÷¤½¥q¤½§i¤§²bȬ°·Ç¡F³¡¥÷°òª÷±ÄÂùy³ø»ù¡A¹ê»Ú¥æ©ö¥H°òª÷¤½¥q©Ò¤½§iªº¶R¦^»ù¢A½æ¥X»ù¬°pºâ°ò¦¡C |
µù3: | ¤Wz¾P°â¶O¥Î¶È¨Ñ°Ñ¦Ò¡A¹ê»Ú¶O²v¥H¦U¾P°â¾÷ºc¬°¥D¡C |
µù4: | ¤Wzµu½u¥æ©ö³W©w¸ê®Æ¶È¨Ñ°Ñ¦Ò¡A¹ê»Ú³W©wÀ³¥H°òª÷¤½¶}»¡©ú®Ñ¬°¥D¡C |
µù5: | ¹Ò¤º°òª÷¸g¦æ¬F°|ª÷¿ÄºÊ·þºÞ²z©eû·|®Öã¦b°ê¤º¶Ò¶°¤Î¾P°â¡A±©¤£ªí¥Üµ´µL·ÀI¡C°òª÷¸g²z¤½¥q¥H©¹¤§¸g²zÁZ®Ä¤£«OÃÒ°òª÷¤§³Ì§C§ë¸ê¦¬¯q¡F°òª÷¸g²z¤½¥q°£ºÉµ½¨}ºÞ²z¤H¤§ª`·N¸q°È¥~¡A¤£t³d¥»°òª÷¤§¬ÕÁ«¡A¥ç¤£«OÃҳ̧C¤§¦¬¯q¡A§ë¸ê¤H¥ÓÁÊ«eÀ³¸Ô¾\°òª÷¤½¶}»¡©ú®Ñ¡C |
µù6: | ¨Ìª÷ºÞ·|³W©w°òª÷§ë¸ê¤j³°ÃҨ饫³õ¤§¦³»ùÃҨ餣±o¶W¹L¥»°òª÷¸ê²£²bȤ§10%¡A·í¸Ó°òª÷§ë¸ê¦a°Ï¥]§t¤¤°ê¤j³°¤Î»´ä¡A°òª÷²bÈ¥i¯à¦]¬°¤j³°¦a°Ï¤§ªk¥O¡B¬Fªv©Î¸gÀÙÀô¹Ò§ïÅܦӨü¤£¦Pµ{«×¤§¼vÅT¡C |
µù7: | ¤Wz¸ê®Æ¥u¨Ñ°Ñ¦Ò¥Î³~¡A¹Å¹ê¸ê°T¦Û·íºÉ¤O´£¨Ñ¥¿½T°T®§¡A¦ý¦p¦³¿ùº|©Î²¨©¿¡A¥»¤½¥q©ÎÃö«Y¥ø·~»P¨ä¥ô¦ó¸³¨Æ©Î¥ô¦ó¨ü¹µ¤H¡A®¤¤£t¥ô¦óªk«ß³d¥ô¡C |