年化收益

14.13%

12.97%

12.29%

13.36%

13.06%

12.85%

8.08%

最大回撤

5.77%

6.39%

6.78%

5.03%

9.32%

6.19%

19.10%

年化波动率

7.98%

5.89%

5.74%

4.57%

10.11%

5.51%

11.39%

夏普

1.58

1.98

1.88

2.36

1.14

2.06

0.58

卡玛

2.45

2.31

1.81

4.18

1.41

2.07

0.42