ETF Comparison: PCFP vs NGXS
ETF 说明
PCFP - WisdomTree Gold 3x Daily Leveraged
The WisdomTree Gold 3x Daily Leveraged ETF tracks the three times leveraged performance of gold futures contracts, providing investors with a daily leveraged exposure to the precious metal. The fund has a total expense ratio of 0.99% and is domiciled in Ireland.
NGXS - WisdomTree Natural Gas 3x Daily Short
The WisdomTree Natural Gas 3x Daily Short is an exchange-traded commodity (ETC) that seeks to provide investors with a three times leveraged inverse exposure to the natural gas commodity futures market. The ETC tracks the Solactive Natural Gas Commodity Futures SL Short Leverage (-3x) index, which is designed to provide a short leveraged exposure to the natural gas market.
比较表
| PCFP | NGXS | |
|---|---|---|
| 基金名称 | WisdomTree Gold 3x Daily Leveraged | WisdomTree Natural Gas 3x Daily Short |
| Fund Provider | WisdomTree | WisdomTree |
| Index | Gold Future Leverage (3x) | Solactive Natural Gas Commodity Futures SL Short Leverage (-3x) |
| Asset Class | Commodity | Commodity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.99% | 0.99% |
| Inception Date | 2012-12-20 | 2012-12-20 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Accumulating |
| Leveraged | Leveraged | Leveraged |
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。