類股動能投資組合


Key Performance
Annual Return 24.59%
Volatility 14.19%
Sharpe ratio 1.73
Symbol Name Weight
XLU Utilities Select Sector SPDR Fund 20.00%
XLE Energy Select Sector SPDR Fund 20.00%
XLP Consumer Staples Select Sector SPDR Fund 20.00%
XLB Materials Select Sector SPDR Fund 20.00%
XLV Health Care Select Sector SPDR Fund 20.00%

Update Time: 2022-05-27