| Cov | 0.002534 | |
| Var_s | 0.005917 | |
| Var_m | 0.002175 | |
| beta | 1.165059 | |
| rho | 0.706338 | |
| annualized | sigma_s | 26.65% |
| annualized | sigma_m | 16.15% |
| vol ratio | 1.649435 |
5年月回报率数据,我懒了点没用dividend adjust
| Cov | 0.002534 | |
| Var_s | 0.005917 | |
| Var_m | 0.002175 | |
| beta | 1.165059 | |
| rho | 0.706338 | |
| annualized | sigma_s | 26.65% |
| annualized | sigma_m | 16.15% |
| vol ratio | 1.649435 |
5年月回报率数据,我懒了点没用dividend adjust
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