ص ڵ 1 ڰ . , Ʈ Ŭ( ƮŬ) ȸ ' Ÿ' ܼ ڿĢ Ű 忡 ߴ. 2017 , 12 ŸŸ ŵ ƮŬ .
MRI dz .. 31%, 4б +21.9%
ƮŬ 5 2012 ͷ ̴ٰ . 2017 ͷ ֽMRI 158% Ҵ. δ Ͼ 156%, PER+PBR ռ 150% ߴ. ̹ݿ 85%, 38% ռ 3 ̰ ū ̴. 5 ͷ 117% ̴.
[ǥ] 2017 ƮŬ ͷ
* : ռ 2012.6.3, 2012.6.4, &MRI 2012.6.6, 2012.6.7
** 2017.12.28
(ڷ: Ʈ Ŭ)
ƮŬ 15~25% ͷ ǥ ϴµ, MRI ۳ 1Ⱓ 31.6% ö ǥ ʰ ߴ. 5 ߿ ϰ ڽ, ڽ ʰϸ 9.9%p, 5.2%p ̸ ȴ. ֱ 3 · 21.9% ª ð ´. 3ް 1 ̴. 鿩ٺ, Ʈ Ҵ ߿ κ MRI ̴. Ư ȭܵ, dz 9 74%, 58% ߴ. ϶ Ȯǽ ߰ŵ شȭ ־.
[] ֽMRI ְ ߰ Ȯ
̾ý ڿ ڸƿ 츮
ͷ 19.6%, ռ 15.3%, 13.7% ظ ´. ͷ 85%, 11.6% ̴. Ϲݱ ݵϱ , ص .
MRI, ִ "(GREAT)!"
ͷ ٸ ǥε Ʈ غô. () ͷ ǥ (Sharpe Ratio) ְ 캸 MDD(Maximum Draw Down, ϶) Ȱߴ. 2 ǥ ݵ ־ ߿ .
и Ѵ. , ͷ ϸ . ݴ ´. Ϲ 1 Ŭ ٰ ǴѴ.
[ ϱ ʿ ]
* ǥ: ݵ . ͷ տ Żϴ ִ.
** ǥ: ǥ 1 ȯ .
̷ ͷ 18% ռ, , MRI غô. 1.16, 1.19, 1.26 ū ̰ . 2017 MRI 2.87 غ ξ Ҵ. ռ 1.61, 1.47 ռ. 2017 MRI ͷ, 䳢 Ҵٴ ǹ̴.
[ǥ] ƮŬ (, 2017)
* : ռ 2012.6.3, 2012.6.4, &MRI 2012.6.6, 2012.6.7
** 2017.12.28
(ڷ: Ʈ Ŭ)
MDD ִ ս Ÿ. ڸ ϳ " θ ¼"ϴ ̴. MDD ̷ ȭ , Ÿ̹ ִ ս ߴ ġ Ÿ. , 5 MDD -10% 5Ⱓ ְ 10% ս ôٴ ǹ̴.
Ư ó MDD ߿ ǥ ȴ. Ҽ ̸ '' Ϳ η Ŀ ̴.
MRI MDD -7.2% ߴ. 1 MRI 31% , ŵ ' ' ս 7.2% ƴ. ŭ MRI ū ϶ ߴ .
5 MDD(ִ ) -22% -33% ̿, 2017 MDD -8% -17%뿡 ƴ. Ʈڸ ϸ鼭 Ÿ̹ , ִ -33% ս ־ٴ ̴.
[ǥ] ƮŬ MDD(, 2017)
* : ռ 2012.6.3, 2012.6.4, &MRI 2012.6.6, 2012.6.7
** 2017.12.28
(ڷ: Ʈ Ŭ)
ų ǥ ϳ. ̹ ȸ Ⱓ ŵ ƮŬ ٸ غ.
[Ʈ 2017 ݱ] Ʈ ݳ, ɱ ɾ
[Ʈ 2017 ݱ] Ÿ , ߳!
Ϲݱ Ʈ, Ÿŵ Ϸ ϼ!
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