12.26 기준 Market Dividend Yield & MDD

* Market Dividend Yield & MDD(2024년 1월 26일(금요일) 종가 기준)

- 작성 : Aurum Research

0. 채권

Invesco Senior Loan 8.73%(-8.21%)

Blackstone Senior Loan 8.43%(-10.3%)

Short Term High Yield Bond 7.17%(-8.48%)

Short Duration High Yield Corp Bond 7.04%(-27.2%)

High Yield Bond 6.36%(-13.8%)

BB Rated Corporate Bond 6.25%(-12.4%)

EM Local Currency Bond 6.05%(-26.6%)

iBoxx High Yield Corporate Bond 5.73%(-12.2%)

0-3 Month Treasury Bond 4.85%(-0.0596%)

USD Emerging Markets Bond 4.82%(-25.1%)

Long-Term Corporate Bond 4.78%(-30.6%)

Global Bond ex US 4.48%(-17.1%)

Investment Grade Corporate Bond 4.05%(-21.6%)

Virtus Newfleet ABS/MBS 4.02%(-5.18%)

Extended Duration Treasury 3.85%(-58.1%)

20+ Year Treasury Bond 3.56%(-45.3%)

Mortgage-Backed Securities 3.35%(-16.4%)

U.S. Aggregate Bond 3.17%(-18.0%)

Short-Term Corporate Bond ETF 3.09%(-7.08%)

TIPS ETF 3.04%(-18.9%)

1-3 Year Treasury Bond 2.99%(-5.39%)

7-10 Year Treasury Bond 2.96%(-22.8%)

National Muni Bond 2.66%(-8.72%)

International Corporate Bond 2.13%(-23.2%)

ESG Aware US Aggregate Bond 1.99%(-22.7%)

Short-Term National Muni Bond 1.74%(-3.32%)

International Treasury Bond 1.68%(-28.8%)

Short Term International Treasury Bond 1.68%(-19.3%)

1. 원자재

Brazil 5.93%(-8.41%)

MSCI Global Metals & Mining Producers 4.46%(-14.6%)

Peru(Copper) and Global Exposure 4.24%(-2.4%)

Energy Select Sector 3.53%(-8.22%)

VanEck Agribusiness 3.11%(-30.2%)

Emerging Markets 2.72%(-28.1%)

MSCI Agriculture Producers 2.69%(-25.0%)

S&P Oil & Gas Exploration & Production 2.68%(-16.8%)

Gold Miners 1.78%(-33.4%)

Oil Services 1.38%(-14.2%)

S&P Metals & Mining 1.05%(-10.9%)

Global X Silver Miners 0.66%(-48.4%)

2. 주식(섹터)

Real Estate 4.11%(-20.7%)

Utilities 3.62%(-17.9%)

Energy 3.33%(-8.42%)

Consumer Staples 2.63%(-3.24%)

Financials 2.04%(-3.17%)

Materials 1.78%(-5.0%)

Industrials 1.37%(-1.12%)

Health Care 1.34%(-1.96%)

Communication Services 0.97%(-14.6%)

Consumer Discretionary 0.86%(-15.4%)

3. 주식(산업)

MSCI Global Metals & Mining Producers 4.46%(-14.6%)

Global Energy Producers 4.17%(-6.14%)

Real Estate 4.11%(-20.7%)

Global ex-US Real Estate 3.92%(-25.7%)

Utilities Select Sector 3.5%(-17.8%)

Oil & Gas Exploration & Production 3.03%(-8.94%)

S&P Regional Banking 3.01%(-29.8%)

Consumer Staples 2.74%(-5.7%)

International Developed Real Estate 1.92%(-28.5%)

Food & Beverage 1.85%(-5.77%)

Global Timber & Forestry 1.84%(-15.7%)

Basic Materials 1.83%(-10.2%)

Industrial Select Sector 1.64%(-0.613%)

 S&P Retail 1.45%(-29.6%)

S&P Kensho Clean Power 1.34%(-56.0%)

Pharmaceuticals 1.34%(-2.1%)

Defiance Hotel Airline and Cruise 1.13%(-13.6%)

Genomics Immunology and Healthcare 1.07%(-58.6%)

S&P Metals & Mining 1.05%(-10.9%)

Oil Equipment & Services 0.99%(-14.6%)

Communication Services 0.97%(-14.6%)

Robotics and Artificial Intelligence 0.92%(-33.2%)

Healthcare Providers 0.81%(-11.4%)

Communication Services Select Sector 0.77%(-7.66%)

S&P Transportation 0.76%(-16.9%)

Consumer Discretionary 0.69%(-12.3%)

S&P Oil & Gas Equipment & Services 0.66%(-15.0%)

S&P Aerospace & Defense 0.57%(-4.89%)

Leisure and Entertainment 0.53%(-22.3%)

Home Construction 0.49%(-4.54%)

Electric Vehicles and Future Transportation 0.28%(-52.2%)

S&P Health Care Services 0.23%(-24.0%)

Cybersecurity and Tech 0.13%(-3.55%)

S&P Health Care Equipment 0.03%(-36.9%)

S&P Biotech 0.02%(-49.3%)

Travel Tech 0.0%(-44.7%)

Global Jets 0.0%(-40.3%)

4. 커버드 콜

China Internet and Covered Call Strategy 64.39%(-38.9%)

20+ Year Treasury Bond BuyWrite Strategy 20.29%(-33.5%)

High Yield Corporate Bond BuyWrite Strategy 15.84%(-15.5%)

Russell 2000 Covered Call 12.74%(-36.6%)

NASDAQ 100 Covered Call 11.59%(-26.7%)

Nasdaq Equity Premium Income 9.66%(-0.0193%)

Equity Premium Income 8.26%(-12.1%)

Amplify CWP Enhanced Dividend Income 4.6%(-3.18%)