今日,标普500指数完成了一个罕见壮举,历史上只发生过四次。 数据显示,在过去的12个月里,标普500指数从2023年10月的低点到2024年10月的高点,涨幅超过了40%。 分析指出,这一涨幅是在实际波动率约为12%的情况下实现的,“夏普比例”甚至超过了3。高盛的图表显示,这种情况在历史上极为罕见,只发生过四次,分别是1995年、1997年以及2018年“波动性末日”之前。 也就是说,过去...
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