ETF名称

$\overline{\mu }\left(x/b\right)$

$\widehat{s}\left(x/b\right)$

$\widehat{\sigma }\left(x/b\right)$

${\zeta }_{\alpha }\left(x/b\right)$

华泰柏瑞

106.0401

−0.06128

113.0049

268.4515

−448.567

嘉实沪深

109.0888

0.405521

108.1029

286.6575

−470.566

华夏沪深

161.7557

0.593837

114.6955

343.8128

−518.512

易方达

171.4758

0.627219

118.0199

303.1161

−445.17

南方开元

263.085

0.914066

114.6619

500.3263

−674.614

均值

162.2891

0.495872

113.697

340.4728

−511.486