| 報酬率比較表 |
| |
街口標普高盛布蘭特原油ER單日正向2倍指數期貨基金 |
同類型平均 |
同類型排名 |
| 年平均報酬率 |
100.82 |
25.98 |
2/13 |
| 年化標準差 |
129.80 |
34.17 |
1/13 |
| b |
1.5721 |
0.3042 |
2/13 |
| SHARPE |
0.2766 |
0.1140 |
5/13 |
| Information Ratio |
0.2402 |
-0.2025 |
4/13 |
| Jensen Index |
0.9420 |
0.5519 |
5/13 |
| Treynor Index |
6.6314 |
0.6973 |
2/13 |
| 街口標普高盛布蘭特原油ER單日正向2倍指數期貨基金-年報酬率比較表 |
| |
2025 |
2024 |
2023 |
2022 |
2021 |
| 年化標準差 |
49.44 |
33.76 |
49.38 |
55.51 |
65.02 |
| b |
1.96 |
1.34 |
1.91 |
1.36 |
2.07 |
| SHARPE Ratio |
-0.1342 |
0.1003 |
-0.0682 |
0.2806 |
0.4895 |
| Treynor Index |
-0.9765 |
0.7283 |
-0.5099 |
3.3178 |
4.4393 |
| Jensen Ratio |
0.9670 |
1.3374 |
-0.2096 |
3.1158 |
1.2730 |
| Informaton Ratio |
-0.2162 |
0.0562 |
-0.0596 |
0.2834 |
0.4964 |