00685L-SIM 全數持有多區間回測
共 19 個區間
初始配置：00685L-SIM 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 | -10.27% | 80.20% | 21 | 26.67% | -0.128 | -0.036 | -41.29% | 41.52% |
| 2005-01~2009-12 | 14.56% | 82.20% | 26 | 36.32% | 0.177 | 0.530 | 95.07% | 49.21% |
| 2006-01~2010-12 | 14.33% | 82.20% | 38 | 40.45% | 0.174 | 0.525 | 93.18% | 50.37% |
| 2007-01~2011-12 | -3.32% | 82.20% | 50 | 43.18% | -0.040 | 0.199 | -15.30% | 51.75% |
| 2008-01~2012-12 | 1.69% | 77.79% | 32 | 36.19% | 0.022 | 0.287 | 8.61% | 50.00% |
| 2009-01~2013-12 | 36.55% | 40.79% | 34 | 18.26% | 0.896 | 0.984 | 362.51% | 39.64% |
| 2010-01~2014-12 | 13.03% | 40.79% | 34 | 17.79% | 0.319 | 0.576 | 82.63% | 28.47% |
| 2011-01~2015-12 | 0.95% | 40.79% | 34 | 18.99% | 0.023 | 0.168 | 4.74% | 25.78% |
| 2012-01~2016-12 | 14.82% | 26.79% | 17 | 11.59% | 0.553 | 0.773 | 97.25% | 20.75% |
| 2013-01~2017-12 | 19.86% | 26.79% | 17 | 10.20% | 0.741 | 1.163 | 143.63% | 16.92% |
| 2014-01~2018-12 | 12.18% | 26.79% | 17 | 11.38% | 0.455 | 0.670 | 75.98% | 20.47% |
| 2015-01~2019-12 | 18.52% | 26.79% | 17 | 11.70% | 0.691 | 0.911 | 130.53% | 21.33% |
| 2016-01~2020-12 | 37.09% | 37.46% | 10 | 8.88% | 0.990 | 1.153 | 371.72% | 32.13% |
| 2017-01~2021-12 | 41.10% | 37.46% | 10 | 8.88% | 1.097 | 1.220 | 443.44% | 33.01% |
| 2018-01~2022-12 | 19.93% | 44.90% | 12 | 14.86% | 0.444 | 0.659 | 144.35% | 38.98% |
| 2019-01~2023-12 | 37.01% | 44.90% | 18 | 14.68% | 0.824 | 1.009 | 370.21% | 38.77% |
| 2020-01~2024-12 | 39.55% | 44.90% | 18 | 14.14% | 0.881 | 1.049 | 414.75% | 39.27% |
| 2021-01~2025-12 | 32.66% | 44.90% | 18 | 14.85% | 0.727 | 0.992 | 301.24% | 34.69% |
| 2022-01~2026-09 | 49.60% | 42.44% | 14 | 14.33% | 1.169 | 1.102 | 555.19% | 46.03% |