指数基金投资+：港股高股息优势延续，推荐关注30年国债ETF

• The "XinXuan ETF Absolute Return Strategy" utilizes a "drawer method" to test equity ETFs in the market, aiming for both absolute returns and long-term relative returns compared to A-share equities. The strategy achieved an annualized return of 14.23% over the past three years, with a maximum drawdown of 8.6% and a Sharpe ratio of 1.44 during in-sample testing. From 2024 to date, the strategy's total return is 32.01%, outperforming equal-weighted ETFs by 17.98%, with a Sharpe ratio of 1.16, maximum drawdown of 6.3%, and volatility of 17.9%[11][30] - The "All-Weather Multi-Asset Multi-Strategy ETF Risk Parity Strategy" combines industry rotation, style rotation, and size rotation strategies to enhance ETF precision and returns. It employs risk parity to reduce portfolio volatility by diversifying assets across commodities (e.g., gold ETFs), U.S. equities (e.g., S&P 500 ETFs), domestic equities, and domestic bonds (e.g., 10-year and 30-year government bond ETFs). The strategy achieved a return of 18.81% from 2024 to date, with a maximum drawdown of 3.62%, volatility of 4.49%, and a Sharpe ratio of 2.49[14][16][30] - The "China-US Core Asset Portfolio" integrates four strong-trend assets (white liquor, dividends, gold, and Nasdaq) using RSRS timing and technical reversal strategies. From 2015 to date, the portfolio achieved an annualized return of 33.85%, outperforming equal-weighted indices by 14.45%, with a Sharpe ratio of 1.63, maximum drawdown of 18.23%, and volatility of 17.89%[20][30] - The "High Prosperity/Dividend Rotation Strategy" alternates between high-growth and dividend-focused ETFs based on signals. For high-growth signals, it allocates 50% to the ChiNext ETF and 50% to the STAR 50 ETF. For dividend signals, it allocates to low-volatility dividend ETFs and central SOE dividend ETFs. From 2021 to date, the strategy achieved an annualized return of 19.13%, outperforming equal-weighted indices by 21.9%, with a Sharpe ratio of 0.86, maximum drawdown of 22.91%, and volatility of 24.27%[23][30] - The "Dual Bond LOF Enhanced Strategy" adjusts weights between dual bond LOFs and other assets (e.g., Nasdaq, white liquor, and CSI Dividend ETFs) based on weekly volatility normalization. This approach increases bond weight due to their lower volatility. From 2019 to date, the strategy achieved an annualized return of 6.81%, with a Sharpe ratio of 2.56, maximum drawdown of 2.42%, and volatility of 2.57%[26][30] - The "Structured Risk Parity Strategy (QDII)" replaces the XinXuan ETF pool with a mix of domestic long-term bond ETFs, QDII equity products, gold, and domestic dividend ETFs. From 2024 to date, the strategy achieved a return of 22.52%, with a maximum drawdown of 2.38%, volatility of 4.94, and a Sharpe ratio of 2.75[27][29][30]