ETF Sharpe Results

Run Date: Filter

U.S. Equity Markets

股票代码	名称	夏普比率 (10 days)	价格变动 (%)	最近交易日	运行时间
QQQ.O	Nasdaq 100	0.7012	0.41	2025/12/10	2025/12/11
SPY.P	S&P 500	0.4737	0.66	2025/12/10	2025/12/11
IWM.P	Russell 2000	0.4332	1.36	2025/12/10	2025/12/11
IJH.P	S&P MidCap 400	0.3755	1.89	2025/12/10	2025/12/11
DIA.P	DJIA	0.3542	1.03	2025/12/10	2025/12/11

U.S. Equity Sectors

股票代码	名称	夏普比率 (10 days)	价格变动 (%)	最近交易日	运行时间
XLC.P	Communication Svcs	0.4173	0.58	2025/12/10	2025/12/11
XLF.P	Financial Services	0.3587	1.14	2025/12/10	2025/12/11
XLI.P	Industrials	0.2904	1.83	2025/12/10	2025/12/11
XLP.P	Consumer Staples	0.0379	0.29	2025/12/10	2025/12/11
XLK.P	Technology	-0.2799	0.48	2025/12/10	2025/12/11
XLE.P	Energy	-0.2837	1.05	2025/12/10	2025/12/11
XLRE.P	Real Estate	-0.3001	0.20	2025/12/10	2025/12/11
XLY.P	Consumer Discr.	-0.3016	1.47	2025/12/10	2025/12/11
XLB.P	Basic Materials	-0.3077	1.96	2025/12/10	2025/12/11
XLU.P	Utilities	-0.3355	-0.05	2025/12/10	2025/12/11
XLV.P	Healthcare	-0.4951	1.45	2025/12/10	2025/12/11

U.S. Equity Factors

股票代码	名称	夏普比率 (10 days)	价格变动 (%)	最近交易日	运行时间
IUSG.O	Growth	0.5058	0.44	2025/12/10	2025/12/11
IUSV.O	Value	0.3677	1.02	2025/12/10	2025/12/11
VYM.P	High Dividend Yield	0.3438	1.42	2025/12/10	2025/12/11
RSP.P	Equal Weight	0.3235	1.41	2025/12/10	2025/12/11
DGRO.P	Dividend Growth	0.2106	1.26	2025/12/10	2025/12/11

Global Equities

股票代码	名称	夏普比率 (10 days)	价格变动 (%)	最近交易日	运行时间
VEA.P	Developed Markets	0.5947	1.13	2025/12/10	2025/12/11
VXUS.O	World Ex-US	0.5741	1.08	2025/12/10	2025/12/11
VGK.P	Europe	0.5062	1.23	2025/12/10	2025/12/11
VT.P	World Index	0.5027	0.85	2025/12/10	2025/12/11
VWO.P	Emerging Markets	0.3433	0.83	2025/12/10	2025/12/11