作者krishuang (Questions)
看板Foreign_Inv
标题Re: [请益] 请问投资svxy有啥诀窍?
时间Sat Mar 22 03:39:10 2014
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...
: 爬文後发现资料非常稀少...
: 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...
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※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 221.120.0.54
1F：推 djo:不是恐慌会惨套，是恐慌会大跌 03/22 09:39
2F：→ krishuang:谜:大跌不就套？ 03/22 16:06
3F：→ krishuang:我之前买的XIV均价32.9，最近都在30附近上不去， 03/22 16:06
4F：→ krishuang:这不是套牢，那什麽才是套牢呢？ 03/22 16:06
5F：→ krishuang:今年明年动荡大，前文原波要有套牢心理准备... 03/22 16:06
6F：推 djo:套牢有回不去的涵义，大跌比较中性。 03/22 16:27
7F：→ djo:承上言:这东西就该在大跌买，你要风平浪静买，就在赌隔天不刮 03/22 16:28
8F：→ djo:风 03/22 16:28
9F：→ djo:我成本大概在70，破百会再买一点，然後分批接到30块 03/22 16:30
10F：推 djo:刚刚查了一下，原来分割了，太久没看，我写的价格/2喔 03/22 16:52
11F：→ krishuang:以过去长期走势，放久摊平是有机会的， 03/23 16:24
12F：→ krishuang:主要美国是一个多头气氛非常强的市场。 03/23 16:24
13F：→ krishuang:不过老话一句：过去绩效不代表未来绩效。 03/23 16:24
14F：→ krishuang:djo大你对套牢的定义跟别人不一样，可以google看看 03/23 19:39
15F：推 djo:anyway,你想问的我回答了，看不懂我也没办法了 03/24 17:36