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SVB 倒闭后 Fed 仍加息 25bp

2023-03-22 monetary 29 源 →
事件后资产表现

事件后资产表现

资产 T+1 T+5 T+30
DBA 农产品
+0.96% +3.34% +5.77%
DIA 道琼斯 30
+0.67% +3.89% +5.07%
EEM 新兴市场
+1.12% +3.19% +3.06%
EWJ 日本
+0.74% +3.49% +4.74%
FXI 中国大盘
+2.71% +5.20% +2.92%
GLD 黄金
+0.11% -0.12% +2.32%
IEF 7-10 年国债
+0.60% -0.17% +0.23%
IWM 罗素小盘
+0.46% +4.32% +1.78%
QQQ 纳指 100
+1.56% +4.84% +5.74%
SHY 1-3 年短债
+0.34% -0.10% +0.26%
SLV 白银
+0.57% +4.83% +11.33%
SPY 标普 500
+0.93% +4.41% +5.26%
TLT 20+ 年长债
+0.42% -0.03% -2.31%
UNG 天然气
-0.68% -5.96% -11.52%
USO 原油
-1.06% +7.84% +4.30%
UUP 美元指数
+0.75% +0.22% -0.43%
VIXY VIX 期货
-1.28% -10.75% -24.36%
VTI 美股全市场
+0.81% +4.48% +4.90%
XLB 原材料
+0.69% +5.74% +4.09%
XLC 通信服务
+2.15% +4.53% +6.24%
XLE 能源板块
-1.00% +5.27% +1.97%
XLF 金融板块
-0.74% +2.98% +3.72%
XLI 工业板块
+0.12% +4.54% +2.44%
XLK 科技板块
+1.89% +5.42% +5.52%
XLP 必需消费
+1.31% +3.72% +6.83%
XLRE 房地产
+1.95% +7.32% +6.75%
XLU 公用事业
+2.07% +5.17% +6.93%
XLV 医疗板块
+1.19% +2.91% +5.96%
XLY 可选消费
-0.43% +5.17% +3.87%

Fed 利率周期拐点 × 资产历史表现

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方法说明:历史类比基于人工策划的事件清单 + yfinance 总回报数据。蒙特卡洛使用 joint sampling,从同一历史事件的资产收益向量整体抽样以保留资产间相关性。本页内容仅供参考,不构成投资建议。 完整方法说明 →

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