| 報酬率比較表 |
| |
復華全球短期收益基金(美元)(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 |
3.02 |
2.18 |
170/423 |
| 年化標準差 |
2.05 |
4.59 |
368/423 |
| b |
0.5027 |
0.8271 |
321/423 |
| SHARPE |
0.2495 |
0.1612 |
92/423 |
| Information Ratio |
0.1023 |
0.0193 |
168/423 |
| Jensen Index |
0.0378 |
-0.1066 |
114/423 |
| Treynor Index |
0.2801 |
0.8069 |
114/423 |
| 復華全球短期收益基金(美元)(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 |
1.17 |
3.55 |
5.15 |
N/A |
N/A |
| b |
0.30 |
0.57 |
0.61 |
N/A |
N/A |
| SHARPE Ratio |
0.9349 |
-0.0121 |
0.2224 |
N/A |
N/A |
| Treynor Index |
1.0556 |
-0.0217 |
0.5422 |
N/A |
N/A |
| Jensen Ratio |
0.1799 |
-0.0183 |
0.0858 |
N/A |
N/A |
| Informaton Ratio |
0.0325 |
-0.3947 |
-0.1048 |
N/A |
N/A |