Commit 06e8e12c authored by 赵杰's avatar 赵杰

旧组合指标对比

parent 6848b979
...@@ -1262,9 +1262,9 @@ ...@@ -1262,9 +1262,9 @@
<th>现有最大回撤(%)</th> <th>现有最大回撤(%)</th>
</tr> </tr>
<tr> <tr>
<td>1000</td> <td>{{cost_of_investment}}</td>
<td>1000</td> <td>{{annualised_return}}</td>
<td>1000</td> <td>{{max_withdrawal}}</td>
</tr> </tr>
</table> </table>
<table border="1" style="margin: 0;"> <table border="1" style="margin: 0;">
...@@ -1300,22 +1300,25 @@ ...@@ -1300,22 +1300,25 @@
<th>最大回撤(%)</th> <th>最大回撤(%)</th>
<th>夏普比率</th> <th>夏普比率</th>
</tr> </tr>
<tr> <tr>
<td>现有持仓组合</td>
<td>5.75</td> <tr class="yellow">
<td>0.40</td> <td>{{indicator_compare[1]["group_name"]}}</td>
<td>2.29</td> <td>{{indicator_compare[1]["return_ratio"]}}</td>
<td>2.15</td> <td>{{indicator_compare[1]["return_ratio_year"]}}</td>
<td>3.05</td> <td>{{indicator_compare[1]["volatility"]}}</td>
</tr> <td>{{indicator_compare[1]["max_drawdown"]}}</td>
<tr> <td>{{indicator_compare[1]["sharpe"]}}</td>
<td>中证500</td> </tr>
<td>5.75</td> <tr >
<td>0.40</td> <td>{{indicator_compare[2]["group_name"]}}</td>
<td>2.29</td> <td>{{indicator_compare[2]["return_ratio"]}}</td>
<td>2.15</td> <td>{{indicator_compare[2]["return_ratio_year"]}}</td>
<td>3.05</td> <td>{{indicator_compare[2]["volatility"]}}</td>
</tr> <td>{{indicator_compare[2]["max_drawdown"]}}</td>
<td>{{indicator_compare[2]["sharpe"]}}</td>
</tr>
</table> </table>
<div class="tss3_tip"> <div class="tss3_tip">
注:以上指标自持仓首日开始计算,结果仅供参考,如果持仓时间过短会造成指标失真的情况。 注:以上指标自持仓首日开始计算,结果仅供参考,如果持仓时间过短会造成指标失真的情况。
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