Chris Lee
Chris Lee
$SMH
-5.73%
$SOXX $SPY
-1.64%
$QQQ
-1.23%
在四只ETF中，$SMH 的风险调整后收益率最高，为0.93。与 $SOXX（0.83）、$SPY（0.82）和 $QQQ（0.79）相比，其单位波动率的超额收益最高。 风险调整指标（2015-2025） 风险调整后收益率采用夏普比率计算，该比率衡量单位风险的超额收益（超额收益的标准差）。所使用的无风险利率为每年三个月期美国国债的平均年利率。
Chris Lee
Chris Lee @ChrisMerkle3s · 
$SMH does have the best risk-adjusted return among the four ETFs at 0.93. It provided the highest excess return per unit of volatility compared to $SOXX (0.83), $SPY (0.82), n $QQQ (0.79). Risk-Adjusted Metrics (2015-2025) Risk-adjusted returns are calculated using the Sharpe https://t.co/zur5Cm1fqX
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Disclaimer: The above content reflects only the author's opinion and does not represent any stance of CoinNX, nor does it constitute any investment advice related to CoinNX.

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