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김재현
2026-08-02 05:15:36 +09:00
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research/original/results_us/v11_v12_asset_deltas.csv
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symbol,asset_class,v11_cagr,v12_cagr,cagr_delta_pp,v11_mdd,v12_mdd,mdd_improvement_pp,v11_calmar,v12_calmar,v11_turnover,v12_turnover,turnover_reduction_pct
AAMRQ,distressed_stock,4.860754491653322,1.0947482978641734,-376.6006193789148,-0.5819134647996278,-0.4260527498444858,15.586071495514197,8.353053822748441,2.569513512737024,7.711412268188303,2.344686162624821,69.59459459459461
AAPL,large_quality_stock,0.1840969086003565,0.1921417327246899,0.8044824124333411,-0.4664865948339241,-0.3522678140654937,11.42187807684304,0.3946456567865529,0.5454422034962494,9.584168329532496,1.5748022377423032,83.56871265616512
AIG,cyclical_stock,-0.0118709170139268,0.0061937805102099,1.8064697524136701,-0.7045487697414243,-0.6378864582068315,6.666231153459279,-0.0168489642218573,0.0097098479369217,15.990099415621437,1.1244868871151654,92.96760540452547
AMZN,large_quality_stock,0.1886762192704028,0.2087011993832612,2.0024980112858417,-0.4516668297936334,-0.3633973587771106,8.826947101652276,0.4177331759266204,0.5743057684446955,10.23751603477765,1.684127351767389,83.54945334350369
NVDA,high_vol_stock,0.3610675240417549,0.2992022662006965,-6.186525784105839,-0.5398427431819761,-0.4866480911146505,5.31946520673256,0.6688383396867156,0.6148226442548745,11.375017816419613,1.671112457240593,85.30892448512586
SPY,broad_index_etf,0.0598001864423842,0.0548039903218087,-0.49961961205754957,-0.3034207595525803,-0.3519488341836118,-4.852807463103148,0.1970866678027064,0.1557157887706411,9.70390535917902,1.2910775370581526,86.69527896995707
TSLA,high_vol_stock,0.2692052224182522,0.2588239207339742,-1.0381301684277977,-0.6049127954541017,-0.4756393872708508,12.927340818325089,0.4450314565030198,0.5441599826689458,13.425783562597944,1.7712367229670904,86.80720037896731
1 symbol asset_class v11_cagr v12_cagr cagr_delta_pp v11_mdd v12_mdd mdd_improvement_pp v11_calmar v12_calmar v11_turnover v12_turnover turnover_reduction_pct
2 AAMRQ distressed_stock 4.860754491653322 1.0947482978641734 -376.6006193789148 -0.5819134647996278 -0.4260527498444858 15.586071495514197 8.353053822748441 2.569513512737024 7.711412268188303 2.344686162624821 69.59459459459461
3 AAPL large_quality_stock 0.1840969086003565 0.1921417327246899 0.8044824124333411 -0.4664865948339241 -0.3522678140654937 11.42187807684304 0.3946456567865529 0.5454422034962494 9.584168329532496 1.5748022377423032 83.56871265616512
4 AIG cyclical_stock -0.0118709170139268 0.0061937805102099 1.8064697524136701 -0.7045487697414243 -0.6378864582068315 6.666231153459279 -0.0168489642218573 0.0097098479369217 15.990099415621437 1.1244868871151654 92.96760540452547
5 AMZN large_quality_stock 0.1886762192704028 0.2087011993832612 2.0024980112858417 -0.4516668297936334 -0.3633973587771106 8.826947101652276 0.4177331759266204 0.5743057684446955 10.23751603477765 1.684127351767389 83.54945334350369
6 NVDA high_vol_stock 0.3610675240417549 0.2992022662006965 -6.186525784105839 -0.5398427431819761 -0.4866480911146505 5.31946520673256 0.6688383396867156 0.6148226442548745 11.375017816419613 1.671112457240593 85.30892448512586
7 SPY broad_index_etf 0.0598001864423842 0.0548039903218087 -0.49961961205754957 -0.3034207595525803 -0.3519488341836118 -4.852807463103148 0.1970866678027064 0.1557157887706411 9.70390535917902 1.2910775370581526 86.69527896995707
8 TSLA high_vol_stock 0.2692052224182522 0.2588239207339742 -1.0381301684277977 -0.6049127954541017 -0.4756393872708508 12.927340818325089 0.4450314565030198 0.5441599826689458 13.425783562597944 1.7712367229670904 86.80720037896731