ETF Comparison: MSFD vs QQQD
ETF 说明
MSFD - Direxion Daily MSFT Bear 1X Shares ETF
The Direxion Daily MSFT Bear 1X Shares ETF is an inverse equity fund that tracks the performance of Microsoft Corporation, providing a -1x return of the underlying stock. The fund is designed for investors seeking to hedge against potential losses in Microsoft's stock price.
QQQD - Direxion Daily Concentrated Qs Bear 1X Shares
The Direxion Daily Concentrated Qs Bear 1X Shares ETF provides inverse exposure to the large-cap segment of the US equity market, seeking to deliver the opposite of the daily performance of the Indxx Front of the Q Index.
比较表
| MSFD | QQQD | |
|---|---|---|
| 基金名称 | Direxion Daily MSFT Bear 1X Shares ETF | Direxion Daily Concentrated Qs Bear 1X Shares |
| Fund Provider | Rafferty Asset Management | Rafferty Asset Management |
| Index | Microsoft Corporation (--100%) | Indxx Front of the Q Index - Benchmark TR Gross |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 1.06% | 0.57% |
| Inception Date | 2022-09-07 | 2024-03-07 |
| Number Of Holdings | 1 | 2 |
| Currency | USD | USD |
| Region | United States | United States |
| Market Cap | Large-Cap | Large-Cap |
| Leveraged | Inverse | Inverse |
回测选项
摘要
关键指标
绩效指标
风险指标
详细报酬
绩效分析
绩效分析透过累积报酬、年底（EoY）报酬及 Sharpe 比率、Sortino 比率等风险调整指标，评估历史资料以衡量投资策略报酬。这有助于投资人在不同市场條件下评估绝对和相对绩效。
累积报酬
年底报酬表
年底报酬
风险分析
风险分析是指对可能导致资本损失的潜在负面事件进行评估。进行风险分析有助于决定是否应进行投资。这是透过回撤、波动率和 Beta 等风险指标来完成的，这些指标反映了利益相关者对投资策略一致性的信心。
回撤
回撤表
Monte Carlo 模拟
Monte Carlo 模拟是一种统计方法，透过从历史资产价格资料中随机抽样产生大量潜在结果，用以预测投资组合报酬。它协助投资人评估各种市场條件下投资组合的潜在风险和报酬。模拟考虑初始投资，并可选择性地模拟现金流情境，如固定投入、固定提款或比例提款。
重要提示：透过 Monte Carlo 模拟产生的预测纯屬假设性質，不保证未来报酬。投资决策应考量多种因素，过去表现不代表未来结果。