🚀 Portfolio assets



🚀 Portfolio allocation

last update : 2022-05-18

종목명비중잔고수량평가금액평가손익수익률
KODEX 미국채울트라30년선물(H)38.55%4304,185,874-662,053-13.66%
TIGER 미국S&P50029.56%2473,209,630-30,771-0.95%
TIGER 미국채10년선물15.81%1471,716,888-48,600-2.75%
KODEX 골드선물(H)7.41%66805,167-42,353-5.00%
TIGER 농산물선물Enhanced(H)4.42%52480,20054,63612.84%
KODEX WTI원유선물(H)4.25%25461,73137,4648.83%
총수익률-5.99%총자산14,085,841
총평가손익-691,677현금성자산3,226,351
총매입금액11,551,167총평가금액10,859,490






🚀 Portfolio returns

Benchmark : KODEX 200, KODEX 미국S&P500선물(H)



🚀 Portfolio index

Rf, MRA : 국고채권 1년 (1.958%)

PortfoliosAnnualized ReturnsAnnualized VolatilityMaximum DrawdownSharpe RatioCalmar RatioSortino Ratio
> Ju-ing Portfolio-13.61%9.49%-8.23%-1.64-1.89-2.03
KODEX 200-8.50%17.10%-9.18%-0.61-1.14-0.85
KODEX 미국S&P500선물(H)-21.77%24.64%-16.43%-0.96-1.44-1.27



🚀 Portfolio CAPM (업데이트중)