Fund Performance Evaluation Based on Bayesian Model and Machine Learning Algorithm

Table 1

Performance indicators of the fund.

Indicators	Indicator value	Indicators	Indicator value
Stage yield	−11.00%	Jensen alpha	−1.11%
Volatility	1.38%	Loss ratio	45%
Average loss	−1.07%	Beta	0.624
Sharp ratio	−10.06%	Sotino ratio	−0.223
Information ratio	Approximately 0