0050-ADJ 全數持有多區間回測
共 19 個區間
初始配置：0050 1.0／現金 0.0，之後不再調整
| 區間 | CAGR | 最大回撤 | 最大回撤持續期間（月） | Ulcer Index | Calmar | Sharpe | 總報酬 | 年化波動率 |
|---|
| 2004-01~2008-12 | -3.65% | 51.50% | 20 | 14.77% | -0.071 | -0.083 | -16.70% | 20.05% |
| 2005-01~2009-12 | 8.63% | 53.96% | 26 | 20.48% | 0.160 | 0.471 | 50.20% | 23.42% |
| 2006-01~2010-12 | 8.54% | 53.96% | 38 | 21.75% | 0.158 | 0.460 | 49.64% | 24.21% |
| 2007-01~2011-12 | 1.22% | 53.96% | 38 | 22.28% | 0.023 | 0.172 | 6.14% | 24.79% |
| 2008-01~2012-12 | 3.47% | 49.42% | 30 | 18.88% | 0.070 | 0.261 | 18.24% | 23.89% |
| 2009-01~2013-12 | 17.88% | 20.80% | 32 | 8.49% | 0.860 | 0.971 | 124.50% | 18.82% |
| 2010-01~2014-12 | 8.29% | 20.80% | 32 | 8.20% | 0.398 | 0.634 | 47.92% | 14.16% |
| 2011-01~2015-12 | 2.36% | 20.80% | 32 | 8.77% | 0.113 | 0.246 | 12.13% | 12.82% |
| 2012-01~2016-12 | 9.58% | 14.05% | 14 | 5.57% | 0.682 | 0.885 | 56.78% | 11.06% |
| 2013-01~2017-12 | 11.41% | 14.05% | 14 | 4.93% | 0.812 | 1.159 | 70.07% | 9.77% |
| 2014-01~2018-12 | 8.56% | 14.05% | 14 | 5.69% | 0.609 | 0.774 | 49.72% | 11.50% |
| 2015-01~2019-12 | 10.76% | 14.05% | 14 | 6.08% | 0.766 | 0.915 | 65.30% | 12.00% |
| 2016-01~2020-12 | 19.49% | 18.90% | 12 | 4.98% | 1.031 | 1.168 | 140.02% | 16.50% |
| 2017-01~2021-12 | 18.96% | 18.90% | 12 | 4.99% | 1.003 | 1.134 | 134.85% | 16.62% |
| 2018-01~2022-12 | 8.74% | 29.33% | 12 | 8.95% | 0.298 | 0.513 | 50.96% | 20.30% |
| 2019-01~2023-12 | 16.38% | 29.33% | 23 | 9.20% | 0.558 | 0.849 | 110.81% | 20.35% |
| 2020-01~2024-12 | 20.36% | 29.33% | 23 | 8.91% | 0.694 | 0.993 | 148.74% | 20.96% |
| 2021-01~2025-12 | 18.68% | 29.33% | 23 | 9.20% | 0.637 | 0.973 | 132.09% | 19.65% |
| 2022-01~2026-09 | 31.39% | 28.92% | 22 | 9.29% | 1.086 | 1.213 | 257.54% | 25.25% |