Dow Jones U.S. Oil & Gas Index : 美國道瓊原油及天然氣指數為美國原油及天然氣相關公司股票之收盤價格加權平均而得,能充分反映出美國原油業之績優表現,其組成份子是在 NYSE(紐約證交所) 及 NASDAQ(那斯達克) 上市的原油及天然氣相關的公司。
該指數代號:^DJUSDEN (Yahoo), $USDSEN(Stockcharts)
ProShares 有編輯相關指數,該指數的前十檔成份股及權重如下:
前十檔 | 權重 |
Exxon Mobil Corp. | 27.78% |
Chevron Corp. | 10.82% |
ConocoPhillips | 6.72% |
Schlumberger Ltd. | 6.33% |
Occidental Petroleum Corp. | 3.67% |
Devon Energy Corp. | 2.67% |
Transocean Inc. | 2.61% |
Apache Corp. | 2.42% |
Halliburton Co. | 2.12% |
Marathon Oil Corp. | 1.98% |
ProShares在AMEX上市的相關 ETF :
DIG (Ultra Oil & Gas)
目標:
雙倍作多原油及天然氣指數基金,目標在於扣除稅及手續費之前能為美國道瓊原油及天然氣指數之二倍。
基金簡介:
發行日:
相關費用 | 波動率 |
Expense Ratio 0.95% Gross Expense Ratio 1.62% Net Expense Ratio 0.95% Management Fee 0.75% | 1-year standard deviation 42.29 Mean 11.50 3-year Sharpe ratio NA 3-year Treynor ratio NA |
DDG (Short Oil & Gas)
目標:
單倍作多原油及天然氣指數基金,目標在於扣除稅及手續費之前能為美國道瓊原油及天然氣指數之負向一倍。
基金簡介:
發行日:
相關費用 | 波動率 |
Expense Ratio 0.95% Gross Expense Ratio NA Net Expense Ratio NA Management Fee NA | 1-year standard deviation NA Mean NA 3-year Sharpe ratio NA 3-year Treynor ratio NA |
DUG (UltraShort Oil & Gas)
目標:
雙倍作多原油及天然氣指數基金,目標在於扣除稅及手續費之前能為美國道瓊原油及天然氣指數之負向二倍。
基金簡介:
發行日:
相關費用 | 波動率 |
Expense Ratio 0.95% Gross Expense Ratio 1.59% Net Expense Ratio 0.95% Management Fee 0.75% | 1-year standard deviation 40.3 Mean 11.83 3-year Sharpe ratio NA 3-year Treynor ratio NA |
相關來源:http://www.proshares.com/funds/
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