포트 1은 미국주식 2배 etf와 단기채(현금이랑 비슷하다고 보면 됨) <div><br></div> <div>포트2는 미국주식 etf와 단기채</div> <div><br></div> <div>포트3은 미국주식 etf 100</div> <div><br></div> <div>비중은 55</div> <div><br></div> <div><table class="table table-striped table-condensed" style="border-collapse:collapse;border-spacing:0px;width:1319px;max-width:100%;margin-bottom:20px;color:#333333;font-family:'Helvetica Neue', Helvetica, Arial, sans-serif;font-size:14px;"><thead><tr><th style="padding:5px;text-align:left;line-height:1.42857;vertical-align:bottom;border-top:0px;border-bottom:2px solid rgb(221,221,221);">Portfolio</th> <th class="numberCell" style="padding:5px;text-align:right;line-height:1.42857;vertical-align:bottom;border-top:0px;border-bottom:2px solid rgb(221,221,221);">Initial Balance</th> <th class="numberCell" style="padding:5px;text-align:right;line-height:1.42857;vertical-align:bottom;border-top:0px;border-bottom:2px solid rgb(221,221,221);">Final Balance</th> <th class="numberCell" style="padding:5px;text-align:right;line-height:1.42857;vertical-align:bottom;border-top:0px;border-bottom:2px solid rgb(221,221,221);">CAGR</th> <th class="numberCell" style="padding:5px;text-align:right;line-height:1.42857;vertical-align:bottom;border-top:0px;border-bottom:2px solid rgb(221,221,221);">Stdev</th> <th class="numberCell" style="padding:5px;text-align:right;line-height:1.42857;vertical-align:bottom;border-top:0px;border-bottom:2px solid rgb(221,221,221);">Best Year</th> <th class="numberCell" style="padding:5px;text-align:right;line-height:1.42857;vertical-align:bottom;border-top:0px;border-bottom:2px solid rgb(221,221,221);">Worst Year</th> <th class="numberCell" style="padding:5px;text-align:right;line-height:1.42857;vertical-align:bottom;border-top:0px;border-bottom:2px solid rgb(221,221,221);">Max. Drawdown</th> <th class="numberCell" style="padding:5px;text-align:right;line-height:1.42857;vertical-align:bottom;border-top:0px;border-bottom:2px solid rgb(221,221,221);">Sharpe Ratio</th> <th class="numberCell" style="padding:5px;text-align:right;line-height:1.42857;vertical-align:bottom;border-top:0px;border-bottom:2px solid rgb(221,221,221);">Sortino Ratio</th> <th class="numberCell" style="padding:5px;text-align:right;line-height:1.42857;vertical-align:bottom;border-top:0px;border-bottom:2px solid rgb(221,221,221);">US Mkt Correlation</th></tr></thead><tbody><tr style="background-color:#f9f9f9;"><td class="text-nowrap" style="padding:5px;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">Portfolio 1</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">$10,000</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">$71,518 <span class="glyphicon glyphicon-info-sign" style="display:inline-block;font-family:'Glyphicons Halflings';line-height:1;"></span></td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">15.69% <span class="glyphicon glyphicon-info-sign" style="display:inline-block;font-family:'Glyphicons Halflings';line-height:1;"></span></td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">17.78%</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">60.77%</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">-33.13%</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">-43.58% <span class="glyphicon glyphicon-info-sign" style="display:inline-block;font-family:'Glyphicons Halflings';line-height:1;"></span></td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">0.86</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">1.40</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">0.90</td></tr><tr><td class="text-nowrap" style="padding:5px;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">Portfolio 2</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">$10,000</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">$20,867 <span class="glyphicon glyphicon-info-sign" style="display:inline-block;font-family:'Glyphicons Halflings';line-height:1;"></span></td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">5.60% <span class="glyphicon glyphicon-info-sign" style="display:inline-block;font-family:'Glyphicons Halflings';line-height:1;"></span></td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">7.24%</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">17.30%</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">-15.09%</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">-24.19% <span class="glyphicon glyphicon-info-sign" style="display:inline-block;font-family:'Glyphicons Halflings';line-height:1;"></span></td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">0.66</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">0.99</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">0.99</td></tr><tr style="background-color:#f9f9f9;"><td class="text-nowrap" style="padding:5px;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">Portfolio 3</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">$10,000</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">$28,680 <span class="glyphicon glyphicon-info-sign" style="display:inline-block;font-family:'Glyphicons Halflings';line-height:1;"></span></td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">8.12% <span class="glyphicon glyphicon-info-sign" style="display:inline-block;font-family:'Glyphicons Halflings';line-height:1;"></span></td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">15.32%</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">32.31%</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">-36.81%</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">-50.80% <span class="glyphicon glyphicon-info-sign" style="display:inline-block;font-family:'Glyphicons Halflings';line-height:1;"></span></td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">0.53</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">0.76</td> <td class="numberCell" style="padding:5px;text-align:right;white-space:nowrap;line-height:1.42857;vertical-align:top;border-top:1px solid rgb(221,221,221);">1.00</td></tr></tbody></table></div> <div><br></div> <div><div style="text-align:left;"><img src="http://thimg.todayhumor.co.kr/upfile/202007/15939339712bff588b7ca9454cb245745aa9bc8ac7__mn217282__w800__h453__f34366__Ym202007.png" width="800" height="453" alt="이미지 2.png" style="border:none;" filesize="34366"></div><br></div> <div>현금비중과 자산배분은 수익의 극대화를 위한것이다.. </div>
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