市场整固蓄势，公司债ETF(511030)近10日吸金2.36亿元

Market Overview - The market experienced adjustments recently, with institutions noting that integer levels often provide support or resistance [1] - The 10-year treasury bond high in February-March was 1.9, and with a potential rate cut of 10 basis points in May, the current high for the 10-year treasury bond is estimated to be around 1.70-1.75 [1] Company Bond ETF Performance - The company bond ETF currently has a duration of 2 years and a static yield of 1.87%, with a year-to-date (YTD) return of 0.96%, ranking 30 out of 557 in the market [1] - As of July 23, 2025, the company bond ETF (511030) is trading at 106.13 yuan, with a 1-year cumulative increase of 1.96% [1] - The ETF has a trading volume of 4.98% and a transaction value of 1.106 billion yuan, with an average daily transaction of 2.203 billion yuan over the past month [1] Fund Flows and Leverage - The latest fund inflow and outflow for the company bond ETF are balanced, with a total of 23.6 million yuan "absorbed" over the last 10 trading days [1] - Leverage funds are actively positioning, with a net financing amount of 1.0072 million yuan this month and a latest financing balance of 21.6419 million yuan [1] Historical Performance Metrics - Over the past 5 years, the net value of the company bond ETF has increased by 13.61% [2] - The ETF has a maximum monthly return of 1.22% since inception, with the longest consecutive monthly gain being 9 months and a maximum gain of 3.80% [2] - The annual profit percentage stands at 83.33%, with a monthly profit probability of 79.77% and a 100% profit probability for a 3-year holding period [2] Risk and Return Analysis - The Sharpe ratio for the company bond ETF over the past 2 years is 1.02 [3] - The maximum drawdown this year is 0.50%, with a relative benchmark drawdown of 0.08% and a recovery period of 23 days [3] Fee Structure - The management fee for the company bond ETF is 0.15%, and the custody fee is 0.05% [4] Tracking Accuracy - The tracking error for the company bond ETF this year is 0.012% [5] - The ETF closely tracks the China Bond - Medium to High Grade Corporate Bond Spread Factor Index, which reflects the trends in the RMB bond market [5]