表3:事件驅(qū)動(dòng)法累計(jì)收益率與相對收益率情況-2
組合編號 | 組合 | 累計(jì)收益率頻率 | 相對收益率頻率 | ||||||
<;;0% (單位:次) | <;;5%
(單 位:次) |
<;;10%
(單 位:次) |
<;;20%
(單 位:次) |
<;;0%
(單 位:次) |
<;;5%
(單 位:次) |
<;;10%
(單 位:次) |
<;;20%
(單 位:次) | ||
2 | 5,30,90 | 15 | 7 | 0 | 0 | 17 | 10 | 7 | 1 |
4 | 5,30,180 | 17 | 8 | 0 | 0 | 15 | 11 | 10 | 0 |
6 | 5,60,90 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
7 | 5,60,120 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
8 | 5,60,180 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
12 | 5,90,250 | 18 | 5 | 0 | 0 | 16 | 11 | 6 | 0 |
14 | 5,120,250 | 19 | 18 | 5 | 0 | 28 | 16 | 12 | 1 |
15 | 5,180,250 | 40 | 36 | 28 | 5 | 32 | 29 | 28 | 11 |
17 | 10,30,90 | 15 | 7 | 0 | 0 | 17 | 10 | 7 | 1 |
19 | 10,30,180 | 19 | 8 | 5 | 0 | 16 | 11 | 11 | 0 |
21 | 10,60,90 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
22 | 10,60,120 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
23 | 10,60,180 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
25 | 10,90,120 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
27 | 10,90,250 | 18 | 5 | 0 | 0 | 16 | 11 | 6 | 0 |
29 | 10,120,250 | 19 | 18 | 5 | 0 | 28 | 16 | 12 | 1 |
30 | 10,180,250 | 40 | 36 | 28 | 4 | 32 | 29 | 28 | 10 |
31 | 20,30,60 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 1 |
32 | 20,30,90 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 1 |
33 | 20,30,120 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
34 | 20,30,180 | 19 | 8 | 5 | 0 | 16 | 11 | 11 | 0 |
36 | 20,60,90 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
37 | 20,60,120 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
38 | 20,60,180 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
39 | 20,60,250 | 39 | 36 | 34 | 7 | 38 | 35 | 25 | 13 |
40 | 20,90,120 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
42 | 20,90,250 | 18 | 5 | 0 | 0 | 16 | 11 | 6 | 0 |
44 | 20,120,250 | 19 | 18 | 5 | 0 | 28 | 16 | 12 | 1 |
45 | 20,180,250 | 32 | 30 | 15 | 0 | 31 | 20 | 14 | 2 |
46 | 30,60,90 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
47 | 30,60,120 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
48 | 30,60,180 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
50 | 30,90,120 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
55 | 30,180,250 | 40 | 36 | 24 | 0 | 32 | 29 | 28 | 3 |
56 | 60,90,120 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
58 | 60,90,250 | 19 | 9 | 5 | 0 | 17 | 13 | 11 | 0 |
60 | 60,120,250 | 16 | 11 | 6 | 0 | 16 | 14 | 14 | 0 |
61 | 60,180,250 | 32 | 25 | 19 | 3 | 20 | 18 | 15 | 6 |
數(shù)據(jù)來源:眾祿基金研究中心
(南方財(cái)富網(wǎng)基金頻道)