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Monthly Archives: July 2010
Mid Cap + Growth Stocks 才跑赢大盘
PowerShares 设计了6个ETF来跟踪Large/Mid/Small Cap和Growth/Value的3×2的investment style组合。这些指数的成份股选择机制,据说比其他style指数来的好,具体来说,它用10个factor来划分style,尽可能减少了交叉(overlap),而且每个季度调整。见http://www.investmentadvisor.com/InvescoPowershares/Pages/etfcenter-pwj.aspx 指数代码: ILH ( Large Growth ) ILW ( L V ) ILJ ( M G ) ILP ( M V ) ILK ( S G ) ILZ ( S V ) Jan2010-Jul2010期间,Mid Cap Growth Index(ILJ)的表现最为突出,持续跑赢大盘SP500达8-10%,而且方差极小。 … Continue reading
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