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卡特里娜飓风袭新奥尔良

2005-08-29 regulatory 29 Source →
Asset returns after this event

Asset returns after this event

Asset T+1 T+5 T+30
DBA Agriculture
-0.16% +3.92% +6.55%
DIA Dow 30
+0.24% +1.52% -2.42%
EEM Emerging Markets
+1.01% +4.73% +1.16%
EWJ Japan
+0.72% +2.44% +8.14%
FXI China Large Cap
-0.37% +0.68% -3.50%
GLD Gold
-0.39% +1.74% +7.92%
IEF 7-10yr Treasuries
+1.13% +0.60% -1.44%
IWM Russell 2000
+1.77% +3.04% -5.06%
QQQ Nasdaq 100
+0.57% +1.68% -2.53%
SHY 1-3yr Treasuries
+0.41% +0.42% +0.06%
SLV Silver
+0.42% +1.36% -20.87%
SPY S&P 500
+0.73% +1.82% -3.09%
TLT 20+yr Treasuries
+1.48% -0.70% -3.75%
UNG Natural Gas
-2.42% +2.50% +4.94%
USO Crude Oil
-0.26% +5.63% -0.32%
UUP USD Index
+0.60% +0.44% -1.52%
VIXY VIX Futures
-1.70% -9.76% -20.56%
VTI Total US Market
+0.95% +2.19% -3.05%
XLB Materials
+0.00% +1.53% -3.88%
XLC Communication Services
+0.62% -0.74% -2.10%
XLE Energy
+4.67% +6.22% -1.21%
XLF Financials
+0.24% +1.40% -1.54%
XLI Industrials
-0.07% +1.44% -1.05%
XLK Technology
+0.53% +1.16% -3.91%
XLP Consumer Staples
-0.17% +1.04% -1.63%
XLRE Real Estate
+0.46% +2.62% +2.35%
XLU Utilities
+0.62% +3.25% -4.77%
XLV Healthcare
+0.89% +3.13% -1.84%
XLY Consumer Discretionary
-0.15% +0.92% -7.20%

Major Natural Disasters — Sector Reactions That Surprise Investors

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Methodology: historical analogs are built from a curated event list and yfinance total-return data. The Monte Carlo uses joint sampling — entire asset-return vectors drawn from the same historical event so cross-asset correlations are preserved. This page is informational and does not constitute investment advice. Read the full methodology →

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