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汶川地震,中国市场短暂下跌

2008-05-12 regulatory 29 Source →
Asset returns after this event

Asset returns after this event

Asset T+1 T+5 T+30
DBA Agriculture
-1.37% -1.24% +14.04%
DIA Dow 30
+0.19% -1.85% -10.52%
EEM Emerging Markets
+0.72% +1.34% -9.37%
EWJ Japan
+0.99% +0.46% -5.62%
FXI China Large Cap
+2.14% -0.41% -14.20%
GLD Gold
-2.06% +5.71% +4.16%
IEF 7-10yr Treasuries
-0.87% -0.19% -1.19%
IWM Russell 2000
+0.45% -0.57% -4.67%
QQQ Nasdaq 100
+0.04% -1.85% -6.94%
SHY 1-3yr Treasuries
-0.24% +0.01% -0.12%
SLV Silver
-3.71% +5.08% +0.16%
SPY S&P 500
+0.22% -0.69% -8.25%
TLT 20+yr Treasuries
-1.05% +0.11% -0.84%
UNG Natural Gas
+2.39% +3.91% +15.21%
USO Crude Oil
+0.11% +8.19% +13.00%
UUP USD Index
+0.57% -1.67% -0.84%
VIXY VIX Futures
-1.70% -9.76% -20.56%
VTI Total US Market
+0.43% -0.70% -7.55%
XLB Materials
+1.13% +0.77% -4.98%
XLC Communication Services
+0.62% -0.74% -2.10%
XLE Energy
+0.47% +5.63% +2.87%
XLF Financials
-0.23% -5.40% -19.83%
XLI Industrials
+0.77% -1.08% -10.26%
XLK Technology
+0.20% -1.85% -6.36%
XLP Consumer Staples
+0.04% -0.78% -4.24%
XLRE Real Estate
+0.46% +2.62% +2.35%
XLU Utilities
+0.22% +2.18% -0.16%
XLV Healthcare
-0.13% -0.57% -4.79%
XLY Consumer Discretionary
+1.49% -1.92% -11.12%

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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