※ 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... 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後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 --

※ 发信站: 批踢踢实业坊(ptt.cc) ◆ From: 114.43.58.62 ※ 编辑: sendohmadonn 来自: 114.43.58.62 (03/22 18:17)