电子增强组合周度收益跑至主动型科技基金产品前列-20250811

Quantitative Models and Construction Methods - Model Name: Dividend Enhanced Portfolio Model Construction Idea: Focuses on high-dividend stocks, aiming to capture excess returns from dividend-paying assets through a systematic approach[6][15] Model Construction Process: 1. Selects stocks with high dividend yields from the market. 2. Constructs two portfolios: "Central SOE High Dividend 30 Portfolio" and "Balanced Growth Dividend 50 Portfolio". 3. Applies a "steady + growth" style for the Central SOE portfolio and a "balanced offensive and defensive" style for the Dividend 50 portfolio[14][21] Model Evaluation: The model underperformed the benchmark this week, indicating weaker relative performance in the current market environment[21] - Model Name: Electronics Enhanced Portfolio Model Construction Idea: Focuses on the electronics sector, leveraging quantitative methods to identify outperforming sub-sectors and stocks[7][14] Model Construction Process: 1. Constructs two portfolios: "Electronics Balanced Allocation Enhanced Portfolio" and "Electronics Sector Preferred Enhanced Portfolio". 2. The Balanced Allocation Portfolio adopts a diversified approach across the electronics sector. 3. The Preferred Portfolio targets leading companies in mature sub-sectors of the electronics industry[14][31] Model Evaluation: Both portfolios outperformed the electronics sector index, demonstrating strong relative performance[31] Model Backtesting Results - Dividend Enhanced Portfolio: - Central SOE High Dividend 30 Portfolio: Weekly return of approximately 4.49%, underperforming the benchmark[15][21] - Balanced Growth Dividend 50 Portfolio: Weekly return of approximately 2.57%, also underperforming the benchmark[15][21] - Electronics Enhanced Portfolio: - Electronics Balanced Allocation Enhanced Portfolio: Weekly excess return of approximately 0.59%, ranking in the 15th percentile among active technology funds[7][31] - Electronics Sector Preferred Enhanced Portfolio: Weekly excess return of approximately 0.47%, ranking in the 17th percentile among active technology funds[7][31]