raroc指標(biāo)在我國開放式基金業(yè)績評價中的運用-資料下載頁
2025-04-14 12:08本頁面
【正文】 200714 20061214 20061130 2006628 2006615 200647 嘉實增長200620062006200620061130 2006628 2006615 200647 嘉實穩(wěn)健200720062006200620062007627 2006113 2006628 2006615 200647 嘉實服務(wù)20062006200620061130 2006628 2006615 招商股票2007200662007410 2006425 鵬華成長2006200620062006830 2006614 2006529 華安創(chuàng)新20061200666 附表2：樣本基金VaR值名稱2008．32008．22008．12007．122007．112007．102007．9博時精選博時主題南方積極配置南方穩(wěn)健南方避險名稱 2008．3 2008．2 2008．1 2007．12 2007．11 2007．10 2007．9易基策略易基５０易基積極華夏成長華夏大盤華夏回報國泰金鷹國泰精選國泰金馬嘉實成長嘉實增長嘉實穩(wěn)健嘉實服務(wù)招商股票鵬華成長華安創(chuàng)新 名稱2007．72007．52007．42007．32007．2博時精選博時主題南方積極配置南方穩(wěn)健南方避險易基策略易基５０易基積極華夏成長華夏大盤華夏回報國泰金鷹國泰精選國泰金馬嘉實成長嘉實增長嘉實穩(wěn)健嘉實服務(wù)招商股票鵬華成長華安創(chuàng)新 附表3：樣本基金RAROC值名稱2008．32008．22008．12007．122007．112007．102007．9博時精選名稱2008．32008．22008．12007．122007．112007．102007．9博時主題南方積極配置00南方穩(wěn)健南方避險易基策略易基５０易基積極華夏成長華夏大盤華夏回報國泰金鷹國泰精選國泰金馬嘉實成長嘉實增長嘉實穩(wěn)健嘉實服務(wù)招商股票鵬華成長華安創(chuàng)新名稱2007．72007．52007．42007．32007．2博時精選博時主題南方積極配置南方穩(wěn)健南方避險易基策略易基５０易基積極華夏成長華夏大盤華夏回報國泰金鷹國泰精選國泰金馬嘉實成長嘉實增長嘉實穩(wěn)健嘉實服務(wù)招商股票鵬華成長華安創(chuàng)新 附表4：樣本基金收益率名稱2008．32008．22008．12007．122007．112007．102007．92007．8博時精選博時主題南方積極配置南方穩(wěn)健南方避險易基策略易基５０易基積極華夏成長華夏大盤華夏回報國泰金鷹國泰精選國泰金馬嘉實成長嘉實增長嘉實穩(wěn)健嘉實服務(wù)招商股票鵬華成長華安創(chuàng)新%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%名稱2007．72007．62007．52007．42007．32007．22007．1博時精選%%%%%%%博時主題%%%%%%%南方積極配置%%%%%%%南方穩(wěn)健%%%%%%%南方避險%%%%%%%易基策略%%%%%%%易基５０%%%%%%%易基積極%%%%%%%華夏成長%%%%%%%華夏大盤%%%%%%%華夏回報國泰金鷹%%%%%%%%%%%%%%國泰精選%%%%%%%國泰金馬%%%%%%%嘉實成長%%%%%%%嘉實增長%%%%%%%嘉實穩(wěn)健%%%%%%%嘉實服務(wù)%%%%%%%招商股票%%%%%%%名稱2007．72007．62007．52007．42007．32007．22007．1鵬華成長%%%%%%%華安創(chuàng)新%%%%%%%附表5：樣本基金Sharpe比率名稱2008．32008．22008．12007．122007．112007．102007．92007．8博時精選博時主題南方積極配置南方穩(wěn)健南方避險易基策略易基５０易基積極華夏成長華夏大盤華夏回報國泰金鷹國泰精選國泰金馬嘉實成長嘉實增長嘉實穩(wěn)健嘉實服務(wù)招商股票鵬華成長華安創(chuàng)新%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%名稱2007．72007．62007．52007．42007．32007．22007．1博時精選%%%%%%%博時主題%%%%%%%南方積極配置%%%%%%%南方穩(wěn)健%%%%%%%南方避險%%%%%%%易基策略%%%%%%%易基５０%%%%%%%易基積極華夏成長華夏大盤%%%%%%%%%%%%%%%%%%%%%華夏回報%%%%%%%國泰金鷹%%%%%%%國泰精選%%%%%%%國泰金馬%%%%%%%嘉實成長%%%%%%%嘉實增長%%%%%%%名稱2007．72007．62007．52007．42007．32007．22007．1嘉實穩(wěn)健%%%%%%%嘉實服務(wù)%%%%%%%招商股票%%%%%%%鵬華成長%%%%%%%華安創(chuàng)新%%%%%%%附表6：樣本基金Treynor比率名稱2008．32008．22008．12007．122007．112007．102007．92007．8博時精選博時主題南方積極配置南方穩(wěn)健南方避險易基策略易基５０易基積極華夏成長華夏大盤華夏回報國泰金鷹國泰精選國泰金馬嘉實成長嘉實增長嘉實穩(wěn)健嘉實服務(wù)招商股票鵬華成長%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%華安創(chuàng)新%%%%%%%%名稱2007．72007．62007．520
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