12 lines
692 B
Plaintext
12 lines
692 B
Plaintext
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股票代码,年化收益率,年化波动率,夏普比率,最大回撤,下行波动率,索提诺比率,VaR_95,CVaR_95
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000001.SZ,-5.46,15.45,-0.48,-17.83,11.47,-0.65,-1.43,-2.26
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000002.SZ,-39.4,30.44,-1.36,-41.07,20.21,-2.05,-3.1,-4.28
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000063.SZ,-3.01,45.96,-0.11,-33.8,30.75,-0.16,-4.16,-6.61
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000100.SZ,-1.43,27.83,-0.12,-22.85,18.29,-0.19,-2.28,-3.41
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000157.SZ,43.27,28.56,1.45,-18.95,19.67,2.1,-2.19,-3.63
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000166.SZ,-3.09,20.74,-0.25,-15.18,17.73,-0.29,-1.89,-3.18
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000301.SZ,47.78,30.03,1.52,-22.19,20.73,2.21,-2.48,-3.97
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000333.SZ,9.82,20.73,0.38,-14.42,17.18,0.45,-1.61,-3.28
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000338.SZ,99.18,34.46,2.82,-17.99,19.18,5.07,-2.5,-3.82
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000408.SZ,164.22,37.19,4.36,-13.81,26.59,6.1,-3.33,-5.2
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