中信保诚基金绩优产品精选︱“基本面+量价”双轮驱动，做“有逻辑的量化”

Core Viewpoint - CITIC Prudential Fund emphasizes a dual-driven approach combining fundamentals and quantitative analysis to achieve logical investment strategies Product Performance Overview - CITIC Prudential Zhongzheng 800 Nonferrous A (165520.OF) achieved a fund return of 92.97% for 2025, compared to a benchmark return of 91.47% [1] - CITIC Prudential Zhongzheng 500 A (165511.OF) reported a fund return of 29.27% for 2025, with a benchmark return of 28.8% [2] - CITIC Prudential HuShen 300 A (165515.OF) recorded a fund return of 20.48% for 2025, surpassing the benchmark return of 16.79% [2] - CITIC Prudential Zhongzheng 800 Pharmaceutical A (165519.OF) achieved a fund return of 14.59% for 2025, compared to a benchmark return of 10.86% [2] - CITIC Prudential Zhongzheng 800 Financial A (165521.OF) reported a fund return of 10.34% for 2025, with a benchmark return of 7.53% [3] Investment Strategy - The company employs a systematic quantitative research framework and a rigorous risk control mechanism to ensure the sustainability and execution of strategies [20] - The investment strategy is based on a combination of traditional factors (financials, valuations, analyst expectations) and advanced techniques like deep learning and natural language processing to analyze alternative data [15][16] - The company has accumulated over 300 factors covering various dimensions, continuously iterating and updating its factor system [21] Product Types - The fund offers a complete matrix of quantitative tools ranging from passive allocation to active enhancement, catering to diverse asset allocation and industry rotation needs [23] - Passive index products are designed to closely track indices with clear styles and low fees, serving as efficient tools for asset allocation [25] - Enhanced index products aim to achieve stable excess returns through multi-factor stock selection and portfolio optimization [27] - "Quantitative +" strategy products combine fixed income and multi-strategy allocations to create products with different risk-return characteristics [29] Team and Expertise - The quantitative investment team possesses a strong mathematical finance background and extensive practical experience, focusing on a systematic process that integrates research and investment [31] - The team emphasizes interdisciplinary collaboration to drive continuous innovation in modeling [37]