類股動能投資組合


Key Performance
Annual Return 24.76%
Volatility 14.49%
Sharpe ratio 1.71
Symbol Name Weight
XLU Utilities Select Sector SPDR Fund 11.11%
XLE Energy Select Sector SPDR Fund 11.11%
XLP Consumer Staples Select Sector SPDR Fund 11.11%
XLI Industrial Select Sector SPDR Fund 11.11%
XLB Materials Select Sector SPDR Fund 11.11%
XLY Consumer Discretionary Select Sector SPDR Fund 11.11%
XLV Health Care Select Sector SPDR Fund 11.11%
XLF Financial Select Sector SPDR Fund 11.11%
XLK Technology Select Sector SPDR Fund 11.11%

Update Time: 2024-03-27