(cssj007)
数据描述： * **累计收益率**2184.3% * **年化收益率**15564.21% * **基准收益率**6.23% * **阿尔法**154.63 * **贝塔**1.41 * **夏普比率**9.02 * **胜率**75.07% * **盈亏比**16.71 * **收益波动率**58.03% * **信息比率**0.68 * **最大回撤**8.99%
文档
用例
表结构
| 字段 | 字段类型 | 字段描述 |
| return_20 | double | - |
| pe_ttm | double | - |
| rank_return_10 | double | - |
| date | timestamp[ns] | - |
| rank_return_5 | double | - |
| (c_pct_rank(amount) / c_pct_rank(m_avg(amount, 6))) | double | - |
| return_10 | double | - |
| (c_pct_rank(m_avg(amount, 6)) / c_pct_rank(m_avg(amount, 11))) | double | - |
| (m_avg(amount, 6) / m_avg(amount, 11)) | double | - |
| (rank_return_5 / rank_return_10) | double | - |
| label | int32 | - |
| return_5 | double | - |
| (rank_return_0 / rank_return_5) | double | - |
| (amount / m_avg(amount, 6)) | double | - |
| instrument | string | - |
| rank_return_0 | double | - |
表名cssj007
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