大类资产与风格轮动周报（2024年第 15 期）：黄金再创新高，A股成长风格信息比上升

Market Performance - Gold reached a new historical high, with a weekly increase of 2.33% on COMEX[4] - The domestic equity market saw a significant rebound, with the Shanghai Composite Index recovering above 3200 points and peaking at 3300 points[4] - The US stock market showed mixed results, with the S&P 500 up by 0.85% and the Dow Jones Industrial Average up by 0.96%[4] Bond Market - The yield curve for domestic bonds shifted slightly downwards, with the 1-year government bond yield decreasing by 1.0 basis points to 1.4329%[4] - The 10-year government bond yield fell by 1.83 basis points to 2.1209%[4] - The China Bond Index rose by 0.14%, while the China Corporate Bond Index increased by 0.56%[4] Sector Performance - The top-performing sectors included Computer, Defense, Electronics, Comprehensive Finance, and Media, with gains of 11.15%, 9.01%, 8.64%, 8.63%, and 7.01% respectively[11] - Underperforming sectors included Food & Beverage, Oil & Petrochemicals, Coal, Electricity & Utilities, and Home Appliances, with declines of -3.21%, -1.61%, -0.97%, -0.18%, and -0.02% respectively[11] Style Indicators - The information ratio for growth style increased rapidly, indicating a shift towards growth-oriented investments[15] - Volatility across all styles rose sharply, reflecting increased market uncertainty[15] - The Sharpe ratio for all styles showed a comprehensive recovery, with cyclical styles leading the gains[15]