[心得] 由Tracking Error來看放空型ETF效率
※ [本文轉錄自 Foreign_Inv 看板 #1FLW2Wcs ]
作者: mauricew (Money talks) 看板: Foreign_Inv
標題: Re: [問題] 請問想買放空Dow Jones Index的 ETF
時間: Tue Mar 6 20:18:33 2012
下面是從seekingalpha.com收尋出來的
SH ProShares放空型標普500指數ETF
Expense Ratio: 0.95%
Tracking Error: 0.14%
SDS ProShares二倍放空標普500指數ETF
Expense Ratio: 0.91%
Tracking Error: 0.28%
PSQ ProShares放空型納斯達克指數ETF
Expense Ratio: 0.95%
Tracking Error: 0.10%
QID ProShares二倍放空納斯達克指數ETF
Expense Ratio: 0.95%
Tracking Error: 0.20%
FAZ Direxion每日三倍放空金融ETF
Expense Ratio: 0.95%
Tracking Error: 0.48%
TZA Direxion每日三倍放空小型股ETF
Expense Ratio: 0.95%
Tracking Error: 0.98%
DOG ProShares放空型道瓊30指數ETF
Expense Ratio: 0.95%
Tracking Error: 0.10%
EUM ProShares放空型MSCI新興市場ETF
Expense Ratio: 0.95%
Tracking Error: 2.04%
從tracking error看來
SH, SDS, PSQ, QID, DOG都是好物
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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%
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放空型貨幣ETF
EUO ProShares二倍放空歐元ETF
Expense Ratio: 0.95%
Tracking Error: 0.72%
YCS ProShares二倍做空日圓ETF
Expense Ratio: 0.95%
Tracking Error: 0.85%
UDN PowerShares德銀放空美元ETF
Expense Ratio: 0.75%
Tracking Error: 0.23%
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※ 編輯: mauricew 來自: 180.176.124.224 (03/06 20:21)
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