| 作者 |
[转帖]一个华人“投资狂”的独白:巴菲特已经过时了! |
 |
| 所跟贴 |
performance data -- seekingalpha - (635 Byte) 2007-2-03 周六, 09:29 (505 reads) |
sapientaf


头衔: 海归上校 声望: 学员 性别:  加入时间: 2006/08/20 文章: 821 来自: 弯曲,上海,班格罗尔,北京,新加坡 海归分: 83000
|
|
作者:sapientaf 在 海归商务 发贴, 来自【海归网】 http://www.haiguinet.com
and the growth in 8 year is indeed 3300% which mean if you put 1000 USD with this account at the beginning, it will become 3.3Million <<
The number is off, it should be 33,000, not 3.3M
you can see the "Standard Deviation" is 6.77%, substancially higher than DJIA and SP500. <<
Given this fund's high beta, its sharpe ratio is low...33 times return seems a lot, but it carries high risk too.
Another important aspect is performance attribution...in other words, what investment generated the most gain/loss in a portfolio.
作者:sapientaf 在 海归商务 发贴, 来自【海归网】 http://www.haiguinet.com
|
|
|
| 返回顶端 |
|
 |
|
| |
|
|
|
您不能在本论坛发表新主题, 不能回复主题, 不能编辑自己的文章, 不能删除自己的文章, 不能发表投票, 您 不可以 发表活动帖子在本论坛, 不能添加附件不能下载文件, |
|
|