Calmar回報回撤比
長期回報相對最大跌幅如何?
- 最新值
- 1.05 倍
- 期間平均
- 1.46 倍
- 期間最高
- 4.96 倍
- 期間最低
- 0.32 倍
Calmar回報回撤比
Calmar(倍) (折線圖)
有效樣本數(筆)
有效樣本數(筆) (柱狀圖)
事件明細與資料日期
Calmar(倍) 與 有效樣本數(筆) (表格)
示例資料列
| 交易日/觀察期 | Calmar(倍) | 有效樣本數(筆) | 資料日期(示例) |
|---|---|---|---|
| 2025-10-16 | 2.32 | 20 | 2025-10-16 |
| 2025-11-03 | 0.73 | 4 | 2025-11-03 |
| 2025-11-17 | 0.71 | 74 | 2025-11-17 |
| 2025-12-03 | 1.54 | 13 | 2025-12-03 |
| 2025-12-19 | 0.85 | 35 | 2025-12-19 |
| 2026-01-02 | 3.81 | 10 | 2026-01-02 |
| 2026-01-20 | 1.38 | 24 | 2026-01-20 |
| 2026-02-05 | 1.46 | 7 | 2026-02-05 |
| 2026-02-23 | 1.38 | 9 | 2026-02-23 |
| 2026-03-09 | 1.9 | 19 | 2026-03-09 |
| 2026-03-25 | 0.94 | 16 | 2026-03-25 |
| 2026-04-10 | 0.87 | 63 | 2026-04-10 |
| 2026-04-24 | 1.82 | 32 | 2026-04-24 |
| 2026-05-12 | 0.5 | 30 | 2026-05-12 |
| 2026-05-28 | 0.53 | 37 | 2026-05-28 |
| 2026-06-11 | 0.83 | 64 | 2026-06-11 |
| 2026-06-29 | 1.64 | 19 | 2026-06-29 |
| 2026-07-15 | 0.96 | 46 | 2026-07-15 |
| 2026-07-31 | 0.54 | 16 | 2026-07-31 |
| 2026-08-14 | 2.84 | 1 | 2026-08-14 |
| 2026-09-01 | 4.96 | 13 | 2026-09-01 |
| 2026-09-17 | 0.9 | 22 | 2026-09-17 |
| 2026-10-01 | 1.13 | 20 | 2026-10-01 |
| 2026-10-16 | 1.05 | 26 | 2026-10-16 |