[理財] 0050 投資 主動 vs 被動 更新時間:2021/12/31

理財知識:0050
基本資料:
複製指數:臺灣50指數(TAI50I)
Expense Ratio:0.62%(2020)
元大官網

簡介:分析被動投資與主動投資的期望值

期望值算法

active return=2N(N1)n=1N1m=n+1NSellm_dateBuyn_dateBuyn_datepassive return=1N1n=1N1Selllast_dateBuyn_dateBuyn_date 主動投資的期望值,也就是買入後,任一天皆可賣出,取其平均值
被動投資的期望值,也就是買入後,最後一天才可賣出,取其平均值

年度總報酬率

年度平均報酬率

201020122014201620182020−20020406080
0050.TW0050.TWAPassive & Active Median
201020122014201620182020−100102030
0050.TW0050.TWAPassive & Active Expectation

總報酬


追蹤誤差(資料來自晨星)

1-Day1-Week1-Month3-MonthYTD1-Year3-Year5-Year10-Year15-YearEarliest Available051015202530
Total Return % (Price)Total Return % (NAV)Price & NAV
1-Day1-Week1-Month3-MonthYTD1-Year3-Year5-Year10-Year15-Year012345
Error

參考

MorningStar 0050

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