| 報酬率比較表 |
| |
富達永續全球股票收益基金-N類型累積型(美元)(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 |
1.28 |
20.53 |
364/445 |
| 年化標準差 |
12.03 |
14.36 |
267/445 |
| b |
0.7858 |
0.7686 |
206/445 |
| SHARPE |
0.0175 |
0.2928 |
364/445 |
| Information Ratio |
-0.4547 |
-0.0904 |
347/445 |
| Jensen Index |
-1.0317 |
0.3596 |
422/445 |
| Treynor Index |
0.0779 |
1.5345 |
358/445 |
| 富達永續全球股票收益基金-N類型累積型(美元)(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 |
7.52 |
9.70 |
11.16 |
N/A |
N/A |
| b |
-0.01 |
0.92 |
0.63 |
N/A |
N/A |
| SHARPE Ratio |
0.4896 |
0.2916 |
0.3922 |
N/A |
N/A |
| Treynor Index |
-104.5506 |
0.8895 |
1.9920 |
N/A |
N/A |
| Jensen Ratio |
1.0785 |
-0.1868 |
0.3216 |
N/A |
N/A |
| Informaton Ratio |
-0.0060 |
-0.1395 |
0.0719 |
N/A |
N/A |