Monetarism.Ru
 
 
 
  CTA
  NYSE
 
 

 
 
 
 
 
 SP 500/M2/PE
 nasdaq
 
 
 
 
 

 
 -
 
 
 
 
 

 Monetarism.Ru
 
 
 
 
 
 
Пользовательского поиска

"- - "


"- - " 27.10.2006 - 27.02.2009

    - -

"- - " 27.10.2006 - 27.02.2009

   - -
:- -
(Sharpe ratio):-1.048168
(total return):0.490(-51.0% )
:0.728(-27.2% )
, : 0.214(-78.6% )
, , : 0.111(-88.9% )
: 2
:27.10.2006
:27.02.2009
():77 573 396.68 .95
: /
: -
:5

- - 27.10.2006 - 27.02.2009

    - -

10% ():
"" "" ""
14.01.200821.01.20081283.721135.2813.1%198727081.64175747677.8513.1%
15.09.200816.09.2008726.98654.5411.1%116836846.91105194966.4811.1%
18.09.200819.09.2008594.88702.7518.1%95607072.46112942105.5418.1%
03.10.200806.10.2008621.32531.816.8%99855881.285468519.5916.8%
07.10.200808.10.2008499.3684.1937.0%80244829.3437913381.89111.7%
08.10.200809.10.2008684.19477.5743.3%37913381.8976753106.05102.4%
15.10.200816.10.2008470.66423.5311.1%75642785.6168067337.3311.1%
28.10.200829.10.2008351.89390.911.1%56553467.762824039.0211.1%
29.10.200830.10.2008390.9461.5318.1%62824039.0274175773.218.1%
05.11.200806.11.2008542.03485.7711.6%87113078.0478071555.811.6%
10.11.200811.11.2008525.16459.9314.2%84400995.087391760014.2%
12.11.200813.11.2008459.89403.6513.9%73911538.1664872497.7613.9%

  • 1997-2009, ,

  •   , , , . ( )
    All trademarks and copyrights on this page are owned by their respective owners. Comments are owned by the Poster.
    [ | | | | | | ]