金山投資理財
風險聲明:這是一個記載學習理財炒股的個人心得筆記. 對他人采用本博客信息導致的失誤和損失本人不承擔任何義務和責任,敬請鑒涼.
最近，下載了S&P/TSX Composite Total Return Historical Data。根據Investopedia定義：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從yahoo數據庫的不包括紅利的數據，由此計算的回報率不能完全反應實際投資回報性能。此外，此次更新回報率計算，將工資收入和生活開支以流入資金和流出資金計入投資組合，得出實際投資回報率。得到修正的total return數據如下：
|
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年以前由於個人數據不完全故未計入。
圖形如下：
按截止2017年12月31日市值計算，回報率及性能指標數據如下：
|
|
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 |
