资产类别:股票
管理类型:指数型
任职期间:2009-10-27至2012-11-24
|
总收益 |
年化收益 |
标准差 |
夏普比率 |
最大回撤 |
最大收益 |
本基金 |
-36.3% |
-13.63% |
6.42% |
-0.65 |
-38.01% |
32.15% |
沪深300 |
-35.78% |
-13.39% |
6.25% |
-0.61 |
-40.99% |
41.23% |
中证100 |
-37.08% |
-13.97% |
6.23% |
-0.65 |
-41.43% |
34.24% |
沪深300全收益 |
-32.88% |
-12.15% |
4.09% |
0.83 |
-38.33% |
41.69% |