1.单日收益(连续时间收益率)
大成沪深300one | 180ETFone | 嘉实300one | 上证50ETFone | 万家180one | 易方达50one | 融通深证100one | |
收益 | 1.03% | 1.03% | 0.88% | 0.97% | 0.84% | 0.92% | 0.74% |
风险 | 1.68% | 1.77% | 1.46% | 1.80% | 1.43% | 1.62% | 1.23% |
2. 关联度
相关系数 | 大成沪深300one | 180ETFone | 嘉实300one | 上证50ETFone | 万家180one | 易方达50one | 融通深证100one |
大成沪深300one | 1 | ||||||
180ETFone | 0.989864 | 1 | |||||
嘉实300one | 0.994961 | 0.982802 | 1 | ||||
上证50ETFone | 0.897022 | 0.929785 | 0.887038 | 1 | |||
万家180one | 0.97456 | 0.980995 | 0.962135 | 0.910084 | 1 | ||
易方达50one | 0.938724 | 0.9645 | 0.919035 | 0.941063 | 0.952348 | 1 | |
融通深证100one | 0.957455 | 0.916702 | 0.9558 | 0.792844 | 0.922995 | 0.849842 | 1 |
协方差 | 大成沪深300one | 180ETFone | 嘉实300one | 上证50ETFone | 万家180one | 易方达50one | 融通深证100one |
大成沪深300one | 0.000275 | ||||||
180ETFone | 0.000287 | 0.000306 | |||||
嘉实300one | 0.000239 | 0.000249 | 0.00021 | ||||
上证50ETFone | 0.000265 | 0.00029 | 0.000229 | 0.000317 | |||
万家180one | 0.000229 | 0.000243 | 0.000198 | 0.00023 | 0.000201 | ||
易方达50one | 0.000249 | 0.00027 | 0.000213 | 0.000268 | 0.000216 | 0.000256 | |
融通深证100one | 0.000193 | 0.000195 | 0.000168 | 0.000172 | 0.000159 | 0.000165 | 0.000148 |