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还是做股票多空对冲好啊,5月3号以来,大盘跌了4%,这个1000万的实盘组合,在多空总体平衡下,收益率做到2%。波动小收益稳定。
博客地址:blog.sina.com.cn/hedgefundchina
日期 累计收益率 当天收益率 沪深300收益率 沪 深300当天收益率
2012/5/2 0.19% 0.19% 0.00% 0.00%
2012/5/3 0.56% 0.37% 0.30% 0.30%
2012/5/4 0.30% -0.26% 1.21% 0.91%
2012/5/7 -0.91% -1.21% 1.28% 0.07%
2012/5/8 -1.64% -0.73% 0.96% -0.32%
2012/5/9 -1.25% 0.39% -0.97% -1.91%
2012/5/10 -1.25% 0.00% -0.98% -0.01%
2012/5/11 -1.51% -0.27% -1.74% -0.76%
2012/5/14 0.31% 1.82% -2.53% -0.81%
2012/5/15 1.28% 0.98% -2.53% 0.00%
2012/5/16 1.04% -0.24% -4.06% -1.56%
2012/5/17 1.81% 0.76% -2.59% 1.53%
2012/5/18 1.94% 0.13% -4.08% -1.53%