| 年份 | 收益 | 波动率 | 最大回撤 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10年国债 | 国债指数 | 企债指数 | 沪公司债 | 10年国债 | 国债指数 | 企债指数 | 沪公司债 | 10年国债 | 国债指数 | 企债指数 | 沪公司债 | |
| 2023年 | 0.00% | 2.99% | 2.98% | 2.66% | 0.00% | 0.53% | 0.22% | 0.26% | 0.00% | -0.14% | -0.01% | -0.04% |
| 2022年 | 0.20% | 3.62% | 3.70% | 3.27% | 2.08% | 0.51% | 0.31% | 0.40% | -0.94% | -0.28% | -0.07% | -0.12% |
| 2021年 | 5.78% | 4.24% | 4.05% | 3.68% | 1.91% | 0.48% | 0.25% | 0.27% | -0.97% | -0.16% | -0.03% | -0.04% |
| 2020年 | 2.10% | 3.67% | 4.49% | 4.25% | 3.51% | 0.79% | 0.33% | 0.38% | -3.59% | -0.46% | -0.11% | -0.19% |
| 2019年 | 4.80% | 4.35% | 5.75% | 5.47% | 1.51% | 0.51% | 0.25% | 0.26% | -1.91% | -0.21% | -0.00% | -0.03% |
| 2018年 | 8.46% | 5.61% | 5.74% | 5.72% | 1.65% | 0.46% | 0.30% | 0.34% | -1.05% | -0.14% | -0.05% | -0.12% |
| 2017年 | -2.99% | 0.66% | 2.13% | 1.37% | 1.98% | 0.56% | 0.33% | 0.36% | -3.65% | -0.47% | -0.32% | -0.42% |