大类资产配置模型周报第20期：本周国内权益资产表现亮眼，BL策略本周收益1%

Asset Performance - Major asset classes showed strong performance this week, with the CSI 1000, CSI 300, and S&P 500 increasing by 8.31%, 5.5%, and 5.09% respectively[1] - The SHFE gold recorded a decline of -2.26% during the same period[6] Model Performance - Domestic Asset BL Model 1 achieved a weekly return of 1.07%, with a year-to-date return of 8.37%[12] - Domestic Asset BL Model 2 reported a weekly return of 0.99% and a year-to-date return of 7.15%[12] - Global Asset BL Model 1 had a weekly return of 0.81% and a year-to-date return of 6.72%[12] - The Domestic Asset Risk Parity Model yielded a weekly return of 0.38% and a year-to-date return of 6.42%[18] - The Global Asset Risk Parity Model posted a weekly return of 0.42% and a year-to-date return of 6.41%[18] Macro Factor Model - The Macro Factor Asset Allocation Model recorded a weekly return of 0.46% and a year-to-date return of 5.74%[24] - The model's annualized volatility was 1.48% with a maximum drawdown of 0.53%[24] Risk Warning - Quantitative models are based on historical data, which may not always hold true, indicating a risk of model failure[26]