关于total return数据的修正
最近，下载了S&P/TSX Composite Total Return Historical Data。根据Investopedia定义：Total return, when measuring performance, is the actual rate of return of an investment or a pool of investments over a given evaluation period. Total return includes interest, capital gains, dividends and distributions realized over a given period of time. 因此以前使用的都是从yahoo数据库的不包括红利的数据，由此计算的回报率不能完全反应实际投资回报性能。此外，此次更新回报率计算，将工资收入和生活开支以流入资金和流出资金计入投资组合，得出实际投资回报率。得到修正的total return数据如下：
|
Year |
JIM’s Total Return |
|
TSX comp total return |
|
|
SPX total return (CAD) |
|
2005 |
16.63% |
|
24.1% |
|
|
1.5% |
|
2006 |
15.34% |
|
17.3% |
|
|
16.0% |
|
2007 |
16.24% |
|
9.8% |
|
|
-10.3% |
|
2008 |
-10.57% |
|
-33.0% |
|
|
-22.6% |
|
2009 |
27.37% |
|
35.1% |
|
|
9.1% |
|
2010 |
21.30% |
|
17.6% |
|
|
8.9% |
|
2011 |
-12.93% |
|
-8.7% |
|
|
4.4% |
|
2012 |
3.37% |
|
7.2% |
|
|
13.5% |
|
2013 |
6.66% |
|
13.0% |
|
|
41.5% |
|
2014 |
6.56% |
|
10.6% |
|
|
24.0% |
|
2015 |
10.39% |
|
-8.3% |
|
|
21.0% |
|
2016 |
2.98% |
|
21.1% |
|
|
8.6% |
|
2017 |
12.87% |
|
9.1% |
|
|
13.8% |
2005年以前由于个人数据不完全故未计入。
图形如下：
按截止2017年12月31日市值计算，回报率及性能指标数据如下：
|
|
1 month |
3 months |
6 months |
1 year avg |
3 year avg |
5 year avg |
7 year avg |
10 year avg |
15 year avg |
20 year avg |
3 year risk |
3 year beta |
sharp |
|
JIM’a Fund |
-0.45% |
5.36% |
6.12% |
12.87% |
8.66% |
7.84% |
3.96% |
6.13% |
|
0.00% |
6.75% |
0.39 |
1.28 |
|
TSX |
1.20% |
4.45% |
8.30% |
9.10% |
6.59% |
8.63% |
5.76% |
4.65% |
0 |
0.00% |
7.40% |
1 |
0.89 |