| 報酬率比較表 |
| |
合庫2032目標日期多重資產收益基金-A不配息(澳幣) |
同類型平均 |
同類型排名 |
| 年平均報酬率 |
5.89 |
11.92 |
521/741 |
| 年化標準差 |
7.56 |
9.46 |
544/741 |
| b |
0.3036 |
0.5776 |
616/741 |
| SHARPE |
0.1823 |
0.2787 |
515/741 |
| Information Ratio |
-0.2070 |
-0.0359 |
468/741 |
| Jensen Index |
-0.0244 |
0.0924 |
411/741 |
| Treynor Index |
1.5424 |
1.5703 |
331/741 |
| 合庫2032目標日期多重資產收益基金-A不配息(澳幣)-年報酬率比較表 |
| |
2025 |
2024 |
2023 |
2022 |
2021 |
| 年化標準差 |
7.44 |
8.77 |
6.54 |
N/A |
N/A |
| b |
0.52 |
0.05 |
0.25 |
N/A |
N/A |
| SHARPE Ratio |
0.2159 |
0.5058 |
0.4446 |
N/A |
N/A |
| Treynor Index |
0.8916 |
23.8344 |
3.3398 |
N/A |
N/A |
| Jensen Ratio |
-0.3082 |
1.2219 |
0.4663 |
N/A |
N/A |
| Informaton Ratio |
-0.2163 |
0.2300 |
0.0043 |
N/A |
N/A |