| 報酬率比較表 |
| |
富達永續全球股票收益基金-N類型累積型(台幣)(本基金並無保證收益及配息) |
同類型平均 |
同類型排名 |
| 年平均報酬率 |
-2.60 |
20.53 |
407/445 |
| 年化標準差 |
10.78 |
14.36 |
317/445 |
| b |
0.3875 |
0.7686 |
322/445 |
| SHARPE |
-0.0887 |
0.2928 |
393/445 |
| Information Ratio |
-0.5746 |
-0.0946 |
366/445 |
| Jensen Index |
-0.8149 |
0.3596 |
402/445 |
| Treynor Index |
-0.8654 |
2.8590 |
388/445 |
| 富達永續全球股票收益基金-N類型累積型(台幣)(本基金並無保證收益及配息)-年報酬率比較表 |
| |
2025 |
2024 |
2023 |
2022 |
2021 |
| 年化標準差 |
9.17 |
8.62 |
8.75 |
N/A |
N/A |
| b |
-0.49 |
0.75 |
0.36 |
N/A |
N/A |
| SHARPE Ratio |
0.2642 |
0.5453 |
0.4978 |
N/A |
N/A |
| Treynor Index |
-1.4284 |
1.8016 |
3.4922 |
N/A |
N/A |
| Jensen Ratio |
1.4261 |
0.5336 |
0.7223 |
N/A |
N/A |
| Informaton Ratio |
-0.0860 |
0.1693 |
0.0452 |
N/A |
N/A |