潼骁多资产多策略组合模拟 策略和组合收益率 Strategy Returns Strategy and Portfolio Returns 日期 策略的数量 20 1 100 策略平均夏普比率 0.35 0 1.0 策略之间相关性 0.15 0 0.9 策略年化波动率 10% 5% 20% Trade All Systems All Systems Best System Top 10% Worked in sample Period In Sample In Sample Out Of Sample CandidateSharpe Ratio 0.6 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 Filtering Rule Cull Cull Time Time Down Never Never 1 Year Down 2 Years Down 3 Years Down 4 Years Down 5 Years Down % Down Never Never 5% 10% 15% 20% 25% 50% Under-performance Never Never 1% Below Avg 2% Below Avg 5% Below Avg 10% Below Avg 15% Below Avg Decide Never Never Every Week Every Month Every Quarter Every 6 Months Every Year Look Back 1 Week 1 Week 1 Month 3 Months 6 Months 1 Year 2 Years 0 bps 0 bps 5 bps 10 bps 15 bps 20 bps 25 bps 投资期限(年) 25 1 40 显示统计信息? 刷新 logo/icon-invert 潼骁投资 Please rotate your device into a landscape orientation to use this tool.