最大回撤率pf_maxdrawdowntp,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,截止日sp_time涨幅%stockzf3return,_maxdrawdownarr1涨幅%//返回,…

计算其calmar比率pf_calmarratiot,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,截止日sp_time涨幅%stockzf3return,_calmarratioarr1涨幅%250//,…

rachev比率pf_rachevt1,@@实数无风险收益率%@@,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,截止日sp_time涨幅%stockzf3return,_rachevarr1涨幅%005,…

风险值pf_vart1,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,截止日sp_time涨幅%stockzf3return,_vararr1涨幅%250//,…

成份varpf_componentvar2w,@@整数置信度%@@,as行业代码代码比例%fromt,returnpf_componentvar2s,media2024-01-08_igyqnpdpfidoi2hcimage745,…

-历史模拟法pf_varbyhistoricalsimulationw,@@整数置信度%@@,as行业代码代码比例%fromt,returnpf_varbyhistoricalsimulations,…

组合varbenchmarkpf_varvsbenchmarkvarwp,@@整数置信度%@@,as行业代码代码比例%fromt1,as行业代码代码比例%fromt2,returnpf_varvsbenchmarkvars1,…

成份var贡献度pf_componentvarpercent2w,@@整数置信度%@@,as行业代码代码比例%fromt,returnpf_componentvarpercent2s,media2024-01-08_igyqnpdpfidoi2hcimage746,…

增量varpf_incrementalvar2w,@@整数置信度%@@,as行业代码代码比例%fromt,returnpf_incrementalvar2s,media2024-01-08_igyqnpdpfidoi2hcimage747,…

组合varbenchmarkpf_varvsbenchmarkwp,@@整数置信度%@@,as行业代码代码比例%fromt1,as行业代码代码比例%fromt2,returnpf_varvsbenchmarks1,…