金山投资理财
风险声明:这是一个记载学习理财炒股的个人心得笔记. 对他人采用本博客信息导致的失误和损失本人不承担任何义务和责任,敬请鉴凉.
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 |
