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東證期貨量化策略指數(shù)凈值

發(fā)布時(shí)間：2015-04-22 02:09:28 來(lái)源：中國(guó)證券報(bào) 作者：佚名責(zé)任編輯：羅伯特

　　東證期貨量化策略指數(shù)凈值

　　累計(jì)收益率95.84%預(yù)期年化收益率41.97%

　　夏普比3.27最大回撤比11.41%

　　索提諾比率6.62勝率56.97%

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