一文读懂索提诺比率（附索提诺比率选出的牛基--普通股票型） 索提诺比率选出的牛基--创金合信文娱媒体PB-ROE策略又一成功案例 | 基金名称 | Alpha 9 | Sharpe O | J Sortino B | Calmar | 波动車 () | | --- | --- | --- | --- | --- | --- | | 圆顺长城户港深精选A | 23,62% | 1.5649 | 2.3589 | 2.0330 | 17.30% | | 招商景(M墙选A | 18.33% | 1.2032 | 1.7905 | 1,2211 | 17.55% | | 招商行业精选 | 16.73% | 1.1455 | 1.7587 | 1.1309 | 17.33% | | 大成高音A | 12.04% | 1.1829 | 1.7258 | 1.2920 | 12,35% | | 招商科技动力3个月滚动持有A | 23:44% | 1.1013 | 1.6620 | 1:4952 | 26.05% | | 招商研究优选A | 16.04% | 1.0861 | 1.6476 | 1.0222 | 18 30% ...

| 基金名称 | Alpha 1 | Sharpe O | J Sortino D | 100 100 100 Calmar | 波动率 () | | --- | --- | --- | --- | --- | --- | | 景顺长城沪港深精选A | 23.62% | 1.5649 | 2.3589 | 2.0330 | 17.30% | | 招商景气精选A | 18.33% | 1.2032 | 1.7905 | 1.2211 | 17.55% | | 招商行业精选 | 16.73% | 1.1455 | 1.7587 | 1.1309 | 17.33% | | 大成高叠A | 12.04% | 1.1829 | 1.7258 | 1.2920 | 12.35% | | 招商科技动力3个月滚动持有A | 23.44% | 1.1013 | 1.6620 | 1.4952 | 26.05% | | 招商研究优选A | 16.04% | 1.0861 | 1.6476 | 1.0222 | 18.30% | | 鹏华优选价值A | 11.11% | 1.0174 | 1.5127 | 1.0781 | 14. ...