下表是JIM fund八月份的业效表。附带也给出了TSX total return指数的回报率
|
1 month
|
3 months
|
6 months
|
1 year avg
|
3 year avg
|
5 year avg
|
7 year avg
|
10 year avg
|
15 year avg
|
YTD
|
3 year risk
|
3 Year sharp
|
5 year risk
|
5 Year sharp
|
10 year risk
|
10 Year sharp
|
Evaluation Factor
|
JIM’a Fund
|
1.33%
|
3.09%
|
4.22%
|
13.21%
|
8.405%
|
7.93%
|
5.79%
|
5.86%
|
|
5.43%
|
5.54%
|
1.52
|
5.42%
|
1.46
|
9.24%
|
0.63
|
1.22
|
Global Equity Balance Index
|
0.51%
|
2.79%
|
NA
|
8.44%
|
6.300%
|
8.35%
|
NA
|
5.66%
|
5.77%
|
3.19%
|
6.51%
|
0.97
|
6.56%
|
1.27
|
9.20%
|
0.62
|
1.01
|
TSX TR
|
-0.82%
|
2.02%
|
6.94%
|
10.09%
|
8.665%
|
8.30%
|
6.65%
|
4.75%
|
6.19%
|
2.27%
|
6.68%
|
1.30
|
|
|
|
|
|
表中评估因子为3,5,10年sharp ratio加权和,其中5年,10年,3年加权系数分别为50%,30%,20%。NA指无数值。
对不同风险指数的个股,基金及指数,使用sharp能很好的评价绩效。比较如下
stock/fund/index
|
JIM fund
|
fund A
|
fund B
|
fund C
|
fund D
|
stock A
|
stock B
|
TSX TR
|
SPX TR
|
Global Equity Balanced Index
|
sharp
|
1.52
|
1.41
|
1.16
|
1.29
|
1.23
|
1.51
|
1.86
|
1.30
|
1.63
|
0.97
|
|