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Fed 新周期首次降息 50bp

2024-09-18 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
-0.70% +3.55% -1.17%
DIA 道琼斯 30
+1.35% +1.93% +0.78%
EEM 新兴市场
+1.91% +8.72% +4.36%
EWJ 日本
+2.71% +2.44% -1.95%
FXI 中国大盘
+3.67% +22.83% +21.69%
GLD 黄金
+2.84% +4.04% +7.35%
IEF 7-10 年国债
-0.11% -0.14% -3.85%
IWM 罗素小盘
+0.97% +0.74% +0.63%
QQQ 纳指 100
+2.33% +3.39% +3.24%
SHY 1-3 年短债
+0.12% +0.19% -0.54%
SLV 白银
+4.30% +5.95% +8.77%
SPY 标普 500
+1.53% +2.11% +1.81%
TLT 20+ 年长债
-0.71% -1.02% -6.76%
UNG 天然气
+6.23% +13.37% -9.56%
USO 原油
+3.20% -0.55% +5.14%
UUP 美元指数
-0.25% -0.50% +3.54%
VIXY VIX 期货
-4.39% +1.71% +9.19%
VTI 美股全市场
+1.48% +2.01% +1.89%
XLB 原材料
+0.79% +4.31% +0.67%
XLC 通信服务
+1.36% +2.93% +5.31%
XLE 能源板块
+0.97% +0.00% +2.73%
XLF 金融板块
+1.04% +0.27% +2.78%
XLI 工业板块
+1.01% +2.59% +1.85%
XLK 科技板块
+2.47% +3.84% +3.21%
XLP 必需消费
-0.11% +0.39% -2.82%
XLRE 房地产
-0.42% -0.60% -3.00%
XLU 公用事业
+2.04% +3.17% -0.96%
XLV 医疗板块
-0.05% -1.14% -5.18%
XLY 可选消费
+2.04% +4.41% +3.66%

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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