先の記事の続きで、同じ処理条件で今後5年間の株価の動きをモンテカルロシミュレーションしてみました。(๑>◡<๑)

参加データ期間は2007〜2017年で同じなので、⬇︎に予想リターンの数値を羅列しておきます (@_@)

EWJ

Percentile 1 Year 3 Years 5 Years

10th Percentile -17.34% -9.63% -7.03%

25th Percentile -8.52% -4.47% -2.94%

50th Percentile 2.01% 1.91% 2.06%

75th Percentile 13.62% 8.67% 6.95%

90th Percentile 24.98% 14.81% 11.64%

SPY

Percentile 1 Year 3 Years 5 Years

10th Percentile -10.76% -3.12% -0.71%

25th Percentile -2.12% 1.76% 3.28%

50th Percentile 7.96% 7.85% 8.02%

75th Percentile 19.41% 14.37% 12.84%

90th Percentile 30.17% 20.25% 17.31%

EEM

Percentile 1 Year 3 Years 5 Years

10th Percentile -22.51% -12.54% -8.98%

25th Percentile -10.91% -4.99% -3.18%

50th Percentile 3.94% 4.12% 3.95%

75th Percentile 21.76% 13.86% 11.57%

90th Percentile 38.93% 23.39% 18.57%

EWU

Percentile 1 Year 3 Years 5 Years

10th Percentile -19.75% -11.52% -8.62%

25th Percentile -10.20% -5.33% -3.92%

50th Percentile 1.98% 1.71% 1.71%

75th Percentile 15.87% 9.55% 7.64%

90th Percentile 29.39% 16.78% 13.24%

FEZ

Percentile 1 Year 3 Years 5 Years

10th Percentile -25.25% -15.26% -11.56%

25th Percentile -13.24% -7.74% -5.80%

50th Percentile 1.75% 1.06% 1.08%

75th Percentile 18.88% 10.73% 8.63%

90th Percentile 36.41% 20.01% 15.56%

各国の株価は 海外ETFを使って算出していてSPYはご存知米国S&P500、EWJは日本、EEMは新興国、EWUは英国、FEZは欧州です ( ✌︎'ω')✌︎

大変面白い結果なので、積み立て方法の参加になります ٩(๑❛ᴗ❛๑)۶

解説はしませんので、個々に分析して解釈してください m(__)m

努力するものしか報われないと考えていますので ヾ(＠⌒ー⌒＠)ノ