Group 1: Fixed Income Plus Product Performance Tracking - As of March 28, 2025, there are 1,162 fixed income plus funds in the market, with a total scale of 15,703.02 billion [3][7][8] - The median performance of various fund types for the week of March 24-28, 2025, is as follows: mixed bond type I fund 0.13%, mixed bond type II fund 0.10%, partially bond mixed fund 0.11%, flexible allocation fund 0.12%, bond type FOF fund 0.09%, and mixed type FOF fund 0.10% [12][14] - The performance median for conservative, stable, and aggressive funds during the same period is 0.12%, 0.11%, and 0.11% respectively [12][14] Group 2: Major Asset Allocation and Industry ETF Rotation Strategy Tracking - The macro environment forecast for Q2 2025 indicates inflation, with the March returns for the CSI 300 Index, China Government Bond Total Wealth Index, and Shanghai Gold Exchange AU9999 contract being 0.65%, -0.53%, and 7.14% respectively [3][4] - Recommended industry ETFs for March 2025 include: Southern CSI Nonferrous Metals ETF (512400.SH), Guotai CSI All-Share Securities Company ETF (512880.SH), Guotai CSI Coal ETF (515220.SH), E Fund CSI Petrochemical Industry ETF (516570.SH), and Guotai CSI All-Share Communication Equipment ETF (515880.SH) [3][4] Group 3: Absolute Return Strategy Performance Tracking - The macro timing-based stock-bond 20/80 rebalancing strategy yielded a weekly return of 0.19% with a cumulative return of -1.15% for 2025 [3][4] - The macro timing-based stock-bond risk parity strategy achieved a weekly return of 0.23% and a cumulative return of -0.87% for 2025 [3][4] - The macro timing and industry ETF rotation-based stock-bond 20/80 rebalancing strategy had a weekly return of -0.02% and a cumulative return of -0.79% for 2025 [3][4]
绝对收益产品及策略周报：激进型固收+产品YTD业绩中位数0.50%-2025-04-01
Haitong Securities·2025-04-01 13:11