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沙特俄罗斯油价战 + COVID 需求崩塌

2020-03-09 commodity shock 29 Source →
Asset returns after this event

Asset returns after this event

Asset T+1 T+5 T+30
DBA Agriculture
+0.47% -7.18% -8.19%
DIA Dow 30
-1.21% -16.48% -1.18%
EEM Emerging Markets
+0.19% -17.38% -4.71%
EWJ Japan
-0.50% -11.10% +1.16%
FXI China Large Cap
+0.41% -12.09% -2.15%
GLD Gold
-2.46% -10.84% +3.50%
IEF 7-10yr Treasuries
-2.82% -4.68% +0.64%
IWM Russell 2000
-3.44% -23.31% -7.33%
QQQ Nasdaq 100
+0.85% -8.77% +8.99%
SHY 1-3yr Treasuries
-0.55% -0.65% +0.08%
SLV Silver
-1.57% -29.41% -10.52%
SPY S&P 500
+0.05% -12.48% +2.37%
TLT 20+yr Treasuries
-8.62% -15.73% -0.35%
UNG Natural Gas
+3.12% -9.65% -4.47%
USO Crude Oil
+6.44% -27.76% -59.51%
UUP USD Index
+1.63% +6.60% +5.79%
VIXY VIX Futures
+1.35% +81.61% +16.90%
VTI Total US Market
-0.35% -13.93% +1.26%
XLB Materials
-0.89% -15.21% +1.85%
XLC Communication Services
+0.58% -11.10% +3.62%
XLE Energy
-0.80% -29.35% +4.05%
XLF Financials
+0.13% -15.87% -5.25%
XLI Industrials
-0.99% -17.79% -6.41%
XLK Technology
+1.63% -9.23% +6.19%
XLP Consumer Staples
-2.17% -5.28% -0.74%
XLRE Real Estate
-0.75% -18.25% -7.19%
XLU Utilities
-4.14% -13.09% -7.75%
XLV Healthcare
-0.52% -8.83% +7.97%
XLY Consumer Discretionary
-0.24% -18.60% +3.24%

Oil Shocks — How Crude Reshapes the Tape

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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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