real-1-ROE증가율-2022-10-24 23-23-58

real-1-ROE증가율 4 Oct, 2022 - 24 Oct, 2022 Benchmark is KQ11 | Generated by QuantStats (v. 0.0.59) Key Performance Metrics MetricStrategyBenchmark Risk-Free Rate0.0%0.0% Time in Market93.0%93.0% Cumulative Return4.29%-1.19% CAGR﹪115.35%-19.62% Sharpe1.9-0.42 Prob. Sharpe Ratio66.36%46.22% Smart Sharpe1.75-0.38 Sortino2.88-0.62 Smart Sortino2.65-0.57 Sortino/√22.03-0.44 Smart Sortino/√21.87-0.4 Ome.....