房產和股票的sharp ratio

來源: 2023-08-21 08:17:00 [舊帖] [給我悄悄話] 本文已被閱讀:

供參考。美國人的地主論壇做了個研究。過去145 年的曆史數據發現。

  • Treasury bonds: Their Sharpe ratio of around 0.2 is weak sauce.
  • Stock investments: Not much better, at 0.27. Sure, their returns were strong, but they’re more volatile than plutonium in a mad scientist’s lab.
  • Residential real estate: The average Sharpe ratio of 0.7 is great.

文章在這裏(https://www.biggerpockets.com/blog/real-estate-vs-stocks-performance)。