| 報酬率比較表 |
| |
復華南非幣長期收益基金A不配息(本基金有一定比重得投資於非投資等級之高風險債券) |
同類型平均 |
同類型排名 |
| 年平均報酬率 |
22.93 |
3.45 |
1/155 |
| 年化標準差 |
12.86 |
4.27 |
2/155 |
| b |
2.4292 |
0.6292 |
2/155 |
| SHARPE |
0.4577 |
0.3512 |
37/155 |
| Information Ratio |
0.4661 |
-0.0051 |
11/155 |
| Jensen Index |
1.1684 |
0.0318 |
1/155 |
| Treynor Index |
0.5503 |
-0.5069 |
43/155 |
| 復華南非幣長期收益基金A不配息(本基金有一定比重得投資於非投資等級之高風險債券)-年報酬率比較表 |
| |
2025 |
2024 |
2023 |
2022 |
2021 |
| 年化標準差 |
6.59 |
10.56 |
11.74 |
8.25 |
8.15 |
| b |
-0.46 |
1.01 |
0.76 |
0.80 |
1.20 |
| SHARPE Ratio |
1.0236 |
0.4620 |
0.1324 |
0.0693 |
0.3131 |
| Treynor Index |
-4.2322 |
1.4003 |
0.5930 |
0.2054 |
0.6136 |
| Jensen Ratio |
2.1577 |
1.3984 |
0.1449 |
1.1605 |
0.9421 |
| Informaton Ratio |
0.7640 |
0.3597 |
0.0193 |
0.6975 |
0.5632 |