[心得] 由Tracking Error來看放空型ETF效率

看板Foreign_Inv (海外投資)作者mauricew (Money talks)時間12年前 (2012/03/06 20:18)推噓3(3推 0噓 3→)

留言6則, 3人參與討論串1/1

下面是從seekingalpha.com收尋出來的 DOG ProShares放空型道瓊30指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.03% Tracking Error: 0.06% DXD ProShares二倍放空道瓊30指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.03% Tracking Error: 0.08% SDOW ProShares三倍放空道瓊30指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.06% Tracking Error: 0.13% ****************************************** SH ProShares放空型標普500指數ETF Expense Ratio: 0.90% Average Bid Ask Ratio: 0.03% Tracking Error: 0.06% SDS ProShares二倍放空標普500指數ETF Expense Ratio: 0.89% Average Bid Ask Ratio: 0.07% Tracking Error: 0.13% SPXU ProShares三倍放空標普500指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.03% Tracking Error: 0.19% ****************************************** PSQ ProShares放空型納斯達克指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.04% Tracking Error: 0.05% QID ProShares二倍放空納斯達克指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.03% Tracking Error: 0.10% SQQQ ProShares三倍放空納斯達克指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.05% Tracking Error: 0.16% ****************************************** SOXS Direxion每日3倍作空費城半導體指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.24% Tracking Error: 0.24% FAZ Direxion每日三倍放空金融ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.05% Tracking Error: 0.18% TZA Direxion每日三倍放空小型股ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.06% Tracking Error: 0.34% EUM ProShares放空型MSCI新興市場ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.05% Tracking Error: 0.98% 從tracking error看來 SH, SDS, PSQ, QID, DOG, DXD都是好物 -------------------------------------------------------- 放空恐慌指數ETF XIV VelocityShares放空短期波動率指數 ETN Expense Ratio: 1.35% Tracking Error: 1.37% -------------------------------------------------------- 放空型貨幣ETF EUO ProShares二倍放空歐元ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.05% Tracking Error: 0.53% Expense Ratio: 0.95% Average Bid Ask Ratio: 0.03% Tracking Error: 0.88% UDN PowerShares德銀放空美元ETF Expense Ratio: 0.80% Average Bid Ask Ratio: 0.04% Tracking Error: 0.12% -- 1 Foreign_Inv 試閱 ◎海外投資板 2 ForeignEX 理財 ◎外匯板 <==討論黃金最多 3 Fund 基金 ◎基金版 4 Stock 學術 ◎股票版 -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 180.176.124.224