以10月四日-10月六日三天市场表现测试分散投资的风险. 假设PORTFOLIO的ASSET ALLOCATION 如下:
RBC ENERGY FUND (20%)
BMO DIVIDENDS FUND (40%)
ACUITY INCOME TRUST(20%)
TD TD Real Return Bond (20%)
TESTED PORTFOLIO (100%)
三天市场表现如下:
Fund % of Portfolio % change of black 3 days drop Weightedchange of Portfolio
RBC Energy 20.00% -10.53% -2.11%
BMO dividends 40.00% -3.47% -1.39%
Acuity Income Trust 20.00% -6.46% -1.29%
TD Real Return Bond 20% 0.32% 0.06%
Total Portforlio 100.00% -4.72%
结论: 单个RBC ENERGY FUND跌幅是-10.53%,但TESTED PORTFOLIO的跌幅只有-4.72%.
RBC ENERGY FUND (20%)
BMO DIVIDENDS FUND (40%)
ACUITY INCOME TRUST(20%)
TD TD Real Return Bond (20%)
TESTED PORTFOLIO (100%)
三天市场表现如下:
Fund % of Portfolio % change of black 3 days drop Weightedchange of Portfolio
RBC Energy 20.00% -10.53% -2.11%
BMO dividends 40.00% -3.47% -1.39%
Acuity Income Trust 20.00% -6.46% -1.29%
TD Real Return Bond 20% 0.32% 0.06%
Total Portforlio 100.00% -4.72%
结论: 单个RBC ENERGY FUND跌幅是-10.53%,但TESTED PORTFOLIO的跌幅只有-4.72%.