Re: [请益] 请问投资svxy有啥诀窍?

楼主: sendohmadonn (Chiu)   2014-03-22 18:14:49
※ 引述《krishuang (Questions)》之铭言:
: The investment seeks to replicate, net of expenses,
: the inverse (opposite) of the return of the S&P 500
: VIX Short-Term Futures index for a single day.
: The index measures the movements of a combination of
: VIX futures and is designed to track changes in the
: expectation for one month in the future. The VIX is
: a commonly followed measure of the expected volatility
: of the S&P 500 over the next 30 days. However, since
: VIX is not directly investable, exposure to equity
: volatility is often obtained though VIX
: futures. The VIX Fund intends to meet its investment
: objective by taking long or short positions in VIX
: futures contracts.
: 恐慌时应该会惨套吧...
: 另多数inverse是日内商品,放太多天绩效很难说。
: ※ 引述《sendohmadonn (Chiu)》之铭言:
: : 各位大大好...
: : 小弟无意间发现svxy
: : 这支特殊的etf颇想投资看看...
: : 过去两年绩效非常好(蝉连两年ETF排行第一名)
: : 但似乎风险也是一等一的大...
: : 爬文后发现资料非常稀少...
: : 想麻烦各位有投资的大大提示一下如何操作让小弟学习...
: : 谢谢...
非常感谢各位的回应...
小弟有听从建议去seeking alpha爬文...
其中有篇文章提到其原理及若碰到2008~2009的金融海啸会跌90%...
但小弟仍不明白金融海啸后价格回复的情况是哪种?
第一种 $100(海啸前价格) -> $10 (-90%) -> $30 (300%)
涨幅很大但以价格来看还是很低,价格回复期比证券长很多...
第二种 $100(海啸前价格) -> $10 -> $100 (1000%)
激烈反弹 快速回到原本价格,回复期跟证券一样或更短...
麻烦了解的大大再帮小弟解惑一下...
谢谢

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