V型反弹！半年收益近30%的中证2000增强ETF(159552)三连阳再刷新高

Core Viewpoint - The Zhongzheng 2000 Enhanced ETF has achieved a nearly 30% return in the first half of the year, outperforming its benchmark index by approximately 14% [1] Group 1: Performance Metrics - As of July 1, the Zhongzheng 2000 Enhanced ETF (159552) rose by 0.77%, reaching a new high [1] - Over the past five days, the ETF increased by 3.99%, by 5.67% over the past ten days, and by 8.16% over the past twenty days [1] - Year-to-date, the ETF has accumulated a return of 30.16% [1] Group 2: Market Insights - The effectiveness of small-cap stocks has been validated globally, attributed to investors' general aversion to small-cap stocks due to difficulties in obtaining accurate information [1] - This aversion leads to lower prices for small-cap stocks compared to larger stocks, resulting in higher expected returns [1] Group 3: Investment Strategy - The fund under China Merchants uses a multi-factor model for stock selection and portfolio optimization, incorporating traditional fundamental, technical, and advanced machine learning factors [1] - The fund aims for long-term stable excess returns while maintaining a balanced and conservative portfolio allocation, with strict control over tracking error [1] - The quantitative team at China Merchants has extensive experience in the index enhancement field, with a history of stable and high long-term excess returns from various enhanced funds [1]