地球新視野: [投資組合]股災前後Charles schwab ETF 投資組合分析





 2013-08-05至股災(2020-03-19)的統計資料

................................................................................

Maximum Sharpe Ratio Portfolio Allocation



Annualised Return: 0.04

Annualised Volatility: 0.12





Symbols     SCHW  SCHA  FNDA  FNDB  FNDC  FNDE  FNDF  SCHF  SCHP  SCHM  ...  \

allocation  9.91  0.84   0.8  8.89  2.35  1.02  4.02  0.28  7.95  7.18  ...   



Symbols     SCHR  SCHC  SCHE  SCHG  SCHH  SCHO  SCHZ  SCHB   SCHD  SCHX  

allocation  8.11  0.46  3.79  7.94  1.15  8.54  0.81  3.83  10.77  8.28  



[1 rows x 21 columns]





................................................................................

Maximum Return Portfolio Allocation



Annualised Return: 0.04

Annualised Volatility: 0.15





Symbols     SCHW  SCHA  FNDA  FNDB  FNDC  FNDE  FNDF  SCHF  SCHP  SCHM  ...  \

allocation  9.67  6.27  5.18  9.42   2.0  3.11   1.5  0.54  0.21  6.82  ...   



Symbols     SCHR  SCHC  SCHE  SCHG  SCHH  SCHO  SCHZ  SCHB  SCHD  SCHX  

allocation  2.12  2.07  3.68  8.78  3.32  2.47  2.61  5.39   9.0  9.61  



[1 rows x 21 columns]





................................................................................

Minimum Volatility Portfolio Allocation



Annualised Return: 0.01

Annualised Volatility: 0.09





Symbols     SCHW  SCHA  FNDA  FNDB  FNDC  FNDE  FNDF  SCHF   SCHP  SCHM  ...  \

allocation  1.72  1.39  1.07  6.12  3.07  0.97  2.34  8.67  10.75  3.38  ...   



Symbols      SCHR  SCHC  SCHE  SCHG  SCHH   SCHO   SCHZ  SCHB  SCHD  SCHX  

allocation  10.96  4.81  5.81  1.03  3.25  10.63  10.93  8.24  3.11  1.61  



[1 rows x 21 columns]











2013-08-05至股災前(2020-01-31)的統計資料

................................................................................

Maximum Sharpe Ratio Portfolio Allocation



Annualised Return: 0.08

Annualised Volatility: 0.1





Symbols      SCHW  SCHA  FNDA   FNDB  FNDC  FNDE  FNDF  SCHF  SCHP  SCHM  ...  \

allocation  11.05  1.94   0.8  11.73  1.64  0.21  0.81  2.33   4.2  6.15  ...   



Symbols      SCHR  SCHC  SCHE   SCHG  SCHH  SCHO  SCHZ  SCHB  SCHD   SCHX  

allocation  10.16  0.62  0.09  12.04  1.04  9.22  1.04  7.07  5.78  11.73  



[1 rows x 21 columns]





................................................................................

Maximum Return Portfolio Allocation



Annualised Return: 0.09

Annualised Volatility: 0.12





Symbols      SCHW  SCHA  FNDA   FNDB  FNDC  FNDE  FNDF  SCHF  SCHP  SCHM  ...  \

allocation  13.21  2.14  3.09  10.29  0.47  4.21  0.11   4.0  8.61  2.21  ...   



Symbols     SCHR  SCHC  SCHE   SCHG  SCHH  SCHO  SCHZ  SCHB  SCHD   SCHX  

allocation  6.22  0.68  3.01  12.75  3.26  0.31  0.01  3.83  8.03  11.21  



[1 rows x 21 columns]





................................................................................

Minimum Volatility Portfolio Allocation



Annualised Return: 0.04

Annualised Volatility: 0.07





Symbols     SCHW  SCHA  FNDA  FNDB  FNDC  FNDE  FNDF  SCHF  SCHP  SCHM  ...  \

allocation   1.9  5.39  0.73  4.13  2.73  2.34  0.62  8.74  12.4  1.03  ...   



Symbols      SCHR  SCHC  SCHE  SCHG  SCHH   SCHO  SCHZ  SCHB  SCHD  SCHX  

allocation  10.92  9.93  1.92  3.44  6.12  11.23  5.76  0.28  4.36  0.37  



[1 rows x 21 columns]