「当初資金比」は実際の金額推移と同じ、「運用資金比」は複利運用しない
システム自体のパフォーマンスに近いものと言えます。
◆月次損益率 |
|||
| 年月 | 損益率 当初資金比 |
運用資金量 | 損益率 運用資金比 |
| 05/3 | 15.2 | 1 | 15.2 |
| 4 | -1.7 | 1 | -1.7 |
| 5 | 7.2 | 1 | 7.2 |
| 6 | 14.0 | 1 | 14.0 |
| 7 | -4.0 | 1.2 | -3.3 |
| 8 | 31.0 | 1.2 | 25.9 |
| 9 | 3.0 | 1.2 | 2.5 |
| 10 | 13.9 | 1.4 | 9.9 |
| 11 | 8.9 | 1.4 | 6.3 |
| 12 | 12.4 | 1.4 | 8.9 |
| 2005計 | 100.0 | - | 84.9 |
| 06/1 | 8.1 | 1.5 | 5.4 |
| 2 | 7.7 | 1.5 | 5.1 |
| 3 | 1.5 | 1.5 | 1.0 |
| 4 | -4.8 | 1.5 | -3.2 |
| 5 | 5.7 | 1.5 | 3.8 |
| 6 | 6.9 | 1.5 | 4.6 |
| 7 | 2.1 | 1.5 | 1.4 |
| 8 | -5.6 | 1.5 | -3.7 |
| 9 | 3.8 | 1.5 | 2.5 |
| 10 | 7.0 | 1.5 | 4.7 |
| 11 | -6.3 | 1.5 | -4.2 |
| 12 | 13.8 | 1.5 | 9.2 |
| 2006計 | 39.9 | - | 26.6 |
| 年月 | 損益率 当初資金比 |
運用資金量 | 損益率 運用資金比 |
| 07/1 | 2.4 | 1.5 | 1.6 |
| 2 | 0.5 | 1.5 | 0.4 |
| 3 | 11.1 | 1.5 | 7.4 |
| 4 | 0 | 1.5 | 0 |
| 5 | -8.0 | 1.5 | -5.3 |
| 6 | 14.3 | 1.5 | 9.5 |
| 7 | 13.9 | 1.5 | 9.2 |
| 8 | 1.3 | 1.5 | 0.8 |
| 9 | 4.0 | 1.5 | 2.7 |
| 10 | 4.6 | 1.5 | 3.0 |
| 11 | 14.7 | 1.5 | 9.8 |
| 12 | 6.5 | 1.5 | 4.3 |
| 2007計 | 65.3 | - | 43.5 |
| 08/1 | 11.5 | 1.5 | 7.7 |
| 2 | 2.2 | 1.5 | 1.5 |
| 3 | -5.8 | 1.5 | -3.8 |
| 4 | 5.6 | 1.5 | 3.7 |
| 5 | -1.4 | 1.5 | -0.9 |
| 6 | -5.6 | 1.5 | -3.7 |
| 7 | 3.0 | 1.5 | 2.0 |
| 8 | 10.7 | 1.5 | 7.2 |
| 9 | 5.6 | 1.5 | 3.8 |
| 10 | 2.2 | 1.5 | 1.5 |
| 11 | 3.3 | 1.5 | 2.2 |
| 12 | -4.1 | 1.5 | -2.7 |
| 2008計 | 27.4 | - | 18.3 |
| 総合計 | 232.6 | - | 173.3 |
＊05/3月はテスト運用 ＊当初資金比＝月次損益額／当初資金額*100 ＊運用資金比＝月次損益額／該当月資金額*100 |
|||