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各类银行理财产品上半年表现
Zhong Guo Zheng Quan Bao·2025-07-29 21:07

Core Insights - The article presents a comparative analysis of various investment products based on their performance metrics such as return volatility, Sharpe ratio, average maximum drawdown, and recovery rates during the first half of 2025 [1] Group 1: Performance Metrics - The average return volatility for fixed income products is 1.25%, with a Sharpe ratio of 0.85 and an average maximum drawdown of -0.72% [1] - "Fixed Income +" category products show a higher average return of 2.63% with a Sharpe ratio of 1.68 and a maximum drawdown of -0.78% [1] - Pure bond fixed income products have an average return of 2.17%, a Sharpe ratio of 1.59, and a maximum drawdown of -0.19% [1] - Mixed category products outperform with an average return of 4.63%, a Sharpe ratio of 1.29, and a maximum drawdown of -1.65% [1] Group 2: Short Holding Period Analysis - For the shortest holding period, "Fixed Income +" products yield an average return of 2.98% with a Sharpe ratio of 1.78 and a maximum drawdown of -0.42% [1] - Pure bond fixed income products in the shortest holding period have an average return of 2.05%, a Sharpe ratio of 1.45, and a maximum drawdown of -0.18% [1] - The market average for the shortest holding period across all categories is 1.96% return, 0.47 Sharpe ratio, and -0.13% maximum drawdown [1]