2018年8月投资小结
下表是JIM fund八月份的业效表。附带也给出了TSX total return指数的回报率
|
|
1 month |
3 months |
6 months |
1 year avg |
3 year avg |
5 year avg |
7 year avg |
10 year avg |
15 year avg |
YTD |
3 year risk |
3 Year sharp |
5 year risk |
5 Year sharp |
10 year risk |
10 Year sharp |
Evaluation Factor |
|
JIM’a Fund |
1.33% |
3.09% |
4.22% |
13.21% |
8.405% |
7.93% |
5.79% |
5.86% |
|
5.43% |
5.54% |
1.52 |
5.42% |
1.46 |
9.24% |
0.63 |
1.22 |
|
Global Equity Balance Index |
0.51% |
2.79% |
NA |
8.44% |
6.300% |
8.35% |
NA |
5.66% |
5.77% |
3.19% |
6.51% |
0.97 |
6.56% |
1.27 |
9.20% |
0.62 |
1.01 |
|
TSX TR |
-0.82% |
2.02% |
6.94% |
10.09% |
8.665% |
8.30% |
6.65% |
4.75% |
6.19% |
2.27% |
6.68% |
1.30 |
|
|
|
|
|
表中评估因子为3，5，10年sharp ratio加权和，其中5年，10年，3年加权系数分别为50%，30%，20%。NA指无数值。
对不同风险指数的个股，基金及指数，使用sharp能很好的评价绩效。比较如下
|
stock/fund/index |
JIM fund |
fund A |
fund B |
fund C |
fund D |
stock A |
stock B |
TSX TR |
SPX TR |
Global Equity Balanced Index |
|
sharp |
1.52 |
1.41 |
1.16 |
1.29 |
1.23 |
1.51 |
1.86 |
1.30 |
1.63 |
0.97 |
戳这里 Claim your page
来源: 文学城-jim366