2018年8月投資小結
文章來源: jim3662018-09-02 06:29:07

下表是JIM fund八月份的業效表。附帶也給出了TSX total return指數的回報率

 

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

 

 

 

 

 

表中評估因子為3,5,10年sharp ratio加權和,其中5年,10年,3年加權係數分別為50%,30%,20%。NA指無數值。

對不同風險指數的個股,基金及指數,使用sharp能很好的評價績效。比較如下

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