E01.基金類別績效(理柏)
理柏 日期
 
*資料以該公司公告為準 *資料來源: 理柏(Lipper)
基金類別名稱報酬率
(原幣別)
年化標準差三年
(台幣)
β年
(台幣)
Sharpe三年
(台幣)
Treynor三年
(台幣)
一個月三個月六個月一年
二年
三年
五年
自今年以來十年
Alternative Dedicated Short Bias-2.69-4.19-5.23-15.29-15.73-32.16-46.13-17.54 15.091.57-0.28-0.64
Alternative Equity Leveraged3.373.282.0622.179.8749.78130.9734.67 30.81-2.890.130.69
信用市場策略另類投資-0.171.142.614.948.9716.0226.275.83 5.380.030.44-3.21
事件導向另類投資0.03-0.13-0.020.71-1.250.21 0.74 5.110.12-0.060
環球宏觀另類投資-1.2-1.67-0.091.711.3211.4422.221.7730.425.90.20.10
期貨管理另類投資-20.82-19.25-25.05-50.2-43.93  -60.84     
多種策略另類投資-0.18-1.040.093.263.359.312.655.26 4.250.480.090.12
Absolute Return Bond EUR-0.21.584.919.896.29.0118.918.92 5.870.030.24 
Absolute Return Bond USD0.72-0.12.415.242.594.044.254.9318.185.19-0.180.03-0.02
亞太區強勢貨幣債券0.420.692.810.655.519.8821.399.2676.684.920.330.080.39
亞太區當地貨幣債券0.740.22.649.184.916.919.665.9434.275.260.4-0.020.16
Bond AUD0.40.38           
人民幣債券-0.05-0.790.546.575.498.4914.764.97 3.940.660 
Bond DKK-0.73-0.290.51          
歐洲新興市場債券1.90.994.536.721.382.03-3.845.3418.16.870.620.02 
Bond Emrg Mkts Global HC0.28-0.753.8211.334.1310.2719.8911.1771.987.210.760.070.12
Bond Emrg Mkts Global LC2.09-0.125.5611.642.657.81.958.8616.489.980.860.010.17
Bond Emerging Mkts Glb Corp0.280.674.4210.15.611.6518.9310.37 5.030.790.12 
其他新興市場債券-0.590.141.736.922.965.2610.026.5 3.720.380.01 
歐元債券-0.030.694.677.855.298.0910.096.7135.676.240.930.180.26
歐元企業債券-0.19-0.322.776.423.796.1710.977.0644.415.991.020.270.25
歐洲可轉換債券0.24-0.4-0.93-0.35-8.9-2.64-2.283.4632.346.520.92-0.07-0.16
歐元高息債券0.180.82.255.664.313.2923.688.7480.846.320.680.270.68
歐洲債券-0.160.733.67.495.7312.0117.2847.96.050.50.280.73
歐洲高息債券0.531.413.667.64.0812.7719.5710.3778.126.150.730.260.38
歐元短期債券-0.2-0.180.350.66-0.63-0.66-0.440.828.335.521.340.060.01
歐元地區債券-1.011.086.239.818.337.4315.238.6451.846.910.210.23
環球債券-0.290.573.797.683.945.885.758.2324.554.360.290.04-0.05
環球企業債券-1.25            
環球可轉換債券0.81-1.26-0.475.450.78.4512.18.0152.286.370.650.10.22
環球高息債券-0.220.252.176.343.7911.458.549.231.085.780.570.091.77
環球短期債券0.180.562.316.225.448.295.586.1453.330.310.18 
英鎊債券-1.12.766.369.769.4311.9829.7410.3773.736.710.690.190.31
英鎊企業債券-0.271.45.679.298.0110.5120.679.5861.676.310.690.260.34
環球通脹掛鉤債券-0.64-0.052.984.383.72.239.195.5930.616.370.460.02-0.1
印度盧比債券-0.08-2.133.0611.991.138.6820.924.55 8.080.950.04 
日圓債券-0.72-0.263.037.257.59-2.7114.254.6316.047.410.54-0.02-0.04
其他幣別債券0.030.070.360.731.091.243.080.626.160.210.07-0.35 
其他可轉換債券1.48-0.88-2.064.41-1.974.8211.845.0735.86.190.790.040.05
美元債券0.0425.4810.818.179.7517.139.7455.35.460.510.120.23
美元企業債券-0.142.68.3515.439.6513.3621.8314.6759.726.730.620.150.64
Bond USD Government-1.552.017.6711.099.025.3910.568.9832.075.50.520.040.12
Bond USD Government ST-1.66-1.8-0.1          
美元高息債券0.130.962.216.976.5214.2620.4610.583.176.640.670.152.83
美元通脹掛金勾債券-0.40.563.868.135.934.788.477.527.655.630.98-0.04-0.03
美元中期債券0.230.871.833.93.413.583.463.658.324.140.31-0.24-0.07
Bond USD Mortgages0.021.333.787.864.653.155.295.4516.34.930.81-0.11-0.09
美元地方政府債券-2.782.77           
美元短期債券0.010.591.242.732.82.814.32.6114.964.250.39-0.431.81
Bond ZAR-0.220.812.39.8116.2621.1232.586.11 17.750.76-0.04 
Bond Global Corporates USD0.421.95.6311.097.8411.2218.0110.643.415.650.730.150.51
Bond Global EUR0.051.023.938.396.369.4914.418.1957.046.40.240.12-0.33
Bond Global GBP0.70.481.184.872.719.215.296.6169.028.270.010.20.22
Bond Global Corporates EUR0.020.273.537.575.699.7517.838.7256.576.010.640.331.24
Bond Global High Yield EUR0.050.221.736.14.4412.6615.599.4975.317.050.130.141.26
Bond Global High Yield USD0.230.512.537.385.713.4120.5810.5783.426.10.650.19-5.75
Bond Global USD0.230.43.167.424.796.739.786.7137.85.50.37-0.010.34
Commodity Agriculture3.583.443.31-1.58-21.82  -4.7     
Commodity Energy-1.92-5.35-11.52-17.88-8.06-11.03-46.896.29 18.640.74-0.08-0.38
Commodity Precious Metals0.833.348.8817.585.62.13-0.788.92 10.820.9600
Equity India Small and Mid-Cap1.887.532.8915.39-6.316.532.765.78 19.770.810.04 
亞洲太平洋股票2.953.141.7311.4-1.4519.126.5114.3668.8211.571.04-0.13129.63
亞洲太平洋中小型公司股票2.410.8-0.6913.29-9.447.836.8611.49101.0911.880.930.020.11
亞洲太平洋(日本除外)股票3.170.32-2.1212.64-2.521.3522.7811.4482.5412.710.10.41
東協股票1.85-2.390.259.612.916.5310.238.3982.6210.630.970.090.32
澳大尼西亞股票0.33-1.498.1620.3823.941.8154.0222.4788.1610.330.960.330.84
澳大利亞股票-0.2-2.774.4512.5911.7323.7524.1317.3467.0211.281.060.150.4
巴西股票4.72-3.297.2410.8512.4917.812.1814.18-25.2326.950.990.040.33
加拿大股票-1.86-0.7-1.019.312.889.069.1715.6448.2812.8810.05 
瑞士股票1.562.572.589.965.5431.4430.2520.4790.9710.160.970.280.85
瑞士中小型公司股票1.272.390.111.31-3.7319.552.0915.66138.0611.860.960.170.6
中國股票2.80.49-3.0117.49-3.2626.3937.0719.955.0117.370.880.10.64
Equity China Small&Mid Cap-0.942.68-2.7319.52-23.37-10.52-14.624.7 18.720.76-0.08-0.63
德國股票2.441.420.48.43-5.5419.9345.3419.09152.3814.540.980.110.47
歐洲新興市場股票3.250.649.8721.0610.0431.8324.3724.6626.4314.490.860.170.75
遠東新興市場股票2.60.62-1.3415.57-1.722.7630.3212.6699.3112.040.830.120.55
環球新興市場股票3.120.4-0.3913.77-1.4222.319.3213.4545.412.30.960.110.45
Equity Emrg Mkts Glb Sm&Md Cap2.17-0.4-2.4111.45-5.616.878.928.6684.4310.050.860.020.06
拉丁美洲新興市場股票4.3-2.033.9210.175.6216.51.3512.18-1.920.151.030.050.29
其他新興市場股票0.62-3.05-2.849.66-1.8114.027.8510.2656.0513.810.860.050.3
歐洲股票1.963.282.1910.172.0923.1630.4618.8499.7811.510.880.160.6
Equity Europe Income1.413.91.417.663.8719.9223.6414.5295.5510.760.830.150.53
歐洲中小型公司股票2.422.61-0.626.05-3.5921.6243.2817.61168.0812.830.950.130.53
歐洲(英國除外)股票1.830.63-0.316.43-5.624.1440.616.8127.7813.981.070.130.62
歐元地區股票1.812.851.639.53-1.5923.6738.418.6593.812.960.880.150.57
歐元地區中小型公司股票3.813.474.6511.78-2.6929.654.623.86135.8913.930.950.170.7
法國股票-2.13-3.56-8.42-7.82-21.07-5.197.088.0257.3415.61.06-0.03-0.11
Equity Frontier Markets-0.23-5.84-4.254.06-12.011.32-14.823.8123.2210.520.73-0.01 
環球股票1.440.811.8610.338.5729.5735.2517.46114.8511.190.950.180.67
環球中小型公司股票2.570.99-0.226.56-1.0222.1724.7816.69106.0412.670.990.110.44
環球(美國除外)股票3.823.95-1.991.95-7.110.535.347.1246.1210.691.070.040.21
英國股票0.07-0.65-0.886.190.9914.9423.7513.3298.2711.930.880.10.39
英國收益型股票0.69-0.81-1.011.470.669.4934.058.18104.4411.550.920.070.22
環球收益型股票1.541.561.588.656.122.827.2414.8989.2410.310.80.150.58
大中華股票2.543.852.122.6-2.3227.1635.5724.8964.2615.970.960.10.64
香港股票3.77-3.12-8.399.12-3.8924.6924.677.3672.1215.471.070.10.45
伊伯利亞半島股票1.760.30.746.370.0220.125.912.9171.0911.820.680.180.8
印度尼西亞股票1.42-5.71-3.4815.51-2.17-2.44-4.243.3150.0714.610.94-0.04-0.17
印度股票2.373.450.0715.73-4.0614.9323.564.8285.416.110.980.050.22
意大利股票3.175.243.7415.63-6.3531.4126.8323.3240.4618.690.940.140.75
日本股票4.486.853.742.85-3.8920.933.0713.61100.2412.61.030.10.44
日本中小型公司股票5.266.554.54.78-1.7430.1650.6616.62179.3813.310.740.150.62
南韓股票2.953.21-7.07-1.23-22.8-6.65-9.31-4.6719.2915.640.91-0.07-0.4
中東北非股票-2.77-6.9-6.936.767.0818.11-5.337.9967.4510.310.760.11 
馬來西亞股票1.33-2.6-2.77-2.94-6.04-0.46-25.33-1.3228.529.840.93-0.05-0.17
北美洲股票1.23-0.011.8211.3417.2742.9253.9220.4197.2912.80.980.230.92
北美洲中小型公司股票1.21-0.490.469.249.5132.1942.4221.22196.5615.960.870.140.71
北歐股票1.613.27-1.396.74-1.3525.4261.7122.85200.5615.761.170.130.48
菲律賓股票4.9-0.394.2922.211.539.2711.5413.71259.413.310.960.020.09
俄羅斯股票3.440.3710.419.7824.8845.7859.0628.5551.2916.930.90.21.01
亞洲太平洋房地產股票2.031.464.9221.0713.1422.0120.9116.8482.459.160.590.150.47
基礎產業股票2.28-1.33-0.275.16-2.717.983.0810.3210.6418.711.150.070.32
生物科技股票6.74-1.551.093.510.9319.15.0912.28207.1418.510.90.080.36
銀行及金融股票1.670.260.649.677.0835.5637.4218.72101.62131.150.210.78
週期性消費品及服務股票1.75-0.70.0412.7216.4645.548.8922.05179.912.950.950.250.91
其他產業股票1.791.29-3.018.421.7725.1532.3719.11109.8315.081.150.120.46
黃金及貴金屬股票2.111.5930.4544.5819.126.0147.0432.01-24.822.420.750.010
非週期性消費品及服務股票-0.873.145.8510.269.4911.0427.7218.24110.259.530.810.060.2
天然資源股票-2.74-7.16-15.77-18.01-17.62-18.77-40.67-2.01-34.9421.551.23-0.11-0.64
醫藥及健康護理股票4.591.085.77.1615.9134.1130.9413.94211.5512.751.040.190.73
歐洲房地產股票3.2210.549.6619.9226.3346.4770.9226.71210.4612.240.570.311.1
環球房地產股票2.326.088.6218.9718.4125.2227.2822.16104.9210.190.60.180.84
北美洲房地產股票0.856.8711.6225.7724.5735.2346.4430.18180.4114.950.740.180.98
資訊科技股票4.143.354.5223.5418.0457.9389.8828.29209.6115.950.850.241.24
電訊股票3.631.8           
公用事業股票-1.165.075.3918.2315.1730.8541.8219.43137.3511.010.660.21122.31
新加坡股票3.54-0.95-1.919.552.1225.147.88.5759.3911.460.910.120.64
泰國股票-0.9-4.120.395.255.9933.1221.6910.07177.4812.860.980.160.69
土耳其股票-7.19-6.2410.69.89-42.16-32.34-53.793.45-39.0435.091.03-0.11-1.2
台灣股票5.978.410.6928.9613.1438.5355.8927.21114.215.581.070.190.89
台灣中小型公司股票5.939.3611.5131.7110.2837.9957.1626.3999.118.260.960.160.88
Equity US Income0.031.082.269.2612.5132.1237.4518.41131.6213.90.80.160.79
越南股票-1.530.52.67.7427.7351.9351.0911.4941.7614.80.880.231.22
Equity Theme - Alternative Energy1.782.572.9919.745.2228.2436.5421.5168.0212.910.490.160.61
Equity Theme - Agribusiness-1.63-3.58-1.974.211.0213.896.9612.5957.8411.70.880.090.31
Equity Theme - Infrastructure1.523.032.8915.258.7822.6420.2616.6169.4210.230.690.150.41
Equity Theme - Natural Resources-0.59-4.17-6.52-4.17-6.63.9-10.466.72-8.616.021.080-0.1
Equity Theme - Water3.064.956.072114.2734.0345.7226.25185.6410.630.990.220.77
人民幣平衡混合型1.81-0.81-1.939.64-8.5137.1512.23 11.180.92-0.06 
人民幣靈活混合型-0.090.490.6714.617.2519.12 16.44 8.760.630.15 
環球歐元進取混合型0.760.29-0.195-0.4614.0519.2411.0264.999.190.960.17 
歐元地區歐元平衡混合型0.140.611.999.181.2714.5224.8614.8183.858.410.870.140.41
環球歐元平衡混合型0.341.052.477.333.5512.5420.710.5863.096.670.650.170.66
歐洲歐元保守混合型0.771.21.717.012.98.44 9.88 6.330.870.21 
環球歐元保守混合型0.15-0.20.434.08-0.576.199.237.0735.386.750.740.16 
歐洲歐元靈活混合型0.672.463.98.514.2811.8919.8412.6453.157.40.680.15 
環球歐元靈活混合型0.790.561.585.881.278.6211.767.9340.946.370.740.07-0.07
英鎊保守混合型-0.41-0.042.366.341.165.818.326.8265.576.650.430.110.11
其他平衡混合型1.56-0.77-1.217.59-1.312.96.277.6558.747.770.810.070.04
其他靈活混合型2.41.322.3810.013.2116.5625.339.88 6.750.760.17 
新加坡元平衡混合型2.760.871.219.832.5118.139.118.3435.237.791.410.12 
新台幣進取混合型1.060.561.578.936.4822.3722.4214.46379.090.610.16 
新台幣平衡混合型1.782.614.4913.065.3722.2639.0814.0693.568.50.790.162.12
新台幣保守混合型-0.31.574.6211.917.2410.8221.7913.1951.566.70.520.080.71
新台幣靈活混合型0.770.842.098.232.7915.0120.931155.537.730.560.090.17
美元進取混合型0.91.052.759.738.5719.8825.7113.7981.437.561.020.150.51
環球美元平衡混合型1.171.32.588.374.8915.6717.8711.6864.516.730.950.150.14
北美洲美元平衡混合型0.990.811.878.7311.5228.5429.4713.7289.769.140.80.250.4
美元保守混合型0.710.972.37.64.0110.8713.158.848.33.870.70.12 
環球美元靈活混合型1.640.731.457.871.3612.2114.439.6562.569.060.790.09-2.19
澳元貨幣市場0.15-0.16-0.170.450.674.28.680.4529.046.78 -3.24 
人民幣貨幣市場0.09-1.13-1.41.453.26.239.940.54 4.010.93-0.61 
歐元貨幣市場-0.06-0.18-0.33-0.58-1.12-1.59-1.95-0.5-0.635.34-0.69-1.330.02
英鎊貨幣市場0.010.030.10.220.340.360.620.181.646.770.44-2.54-0.12
台幣貨幣市場0.050.120.250.480.861.172.010.414.70.02-3.87-3.66 
美元貨幣市場-0.010.260.81.763.393.693.781.53.114.081.08-2.01-0.11
亞洲房地產0.390.681.333.227.5511.219.822.89108.891.490.020.7 
歐元高絕對回報-1.93-3.12-1.090.87-1.214.1523.651.3761.398.870.160.140
Guaranteed0.160.762.426.1110.6914.9633.25.46 8.38 0.29 
Unclassified-1.96-1.110.261.094.94  1.67     
目標期限歐元混合型2025-0.350.442.499.867.5117.5930.4714.26112.046.81.020.26 
目標期限歐元混合型2030-0.230.471.8310.387.5220.335.0316.1126.727.991.290.23 
目標期限美元混合型20200.510.722.055.514.5418.2618.145.9785.724.280.670.25 
其他目標期限0.45-0.242.437.522.888.72 7.34 3.250.110.15 
※報酬率以基金原始計價幣別計算一年以上期間為累積報酬率