指数基金投资+：三大全市场ETF组合全线新高

Group 1 - The report highlights the performance of the "Xinxuan ETF Absolute Return Strategy," which achieved an annualized return of 14.23% over the past three years, with a maximum drawdown of only 8.6% and a Sharpe ratio of 1.44 [9][11] - The total return of the Xinxuan ETF portfolio from the beginning of 2024 to date is 58.4%, outperforming the equal-weighted ETF by 7.03%, with a Sharpe ratio of 1.5 and a maximum drawdown of 6.3% [11] - The latest holdings of the Xinxuan ETF strategy include various ETFs such as Innovation Drug ETF (15%), Securities ETF (10%), and others, indicating a diversified approach [11][12] Group 2 - The "All-Weather Multi-Asset Multi-Strategy ETF Risk Parity Strategy" has a return of 26.8% since the beginning of 2024, with a maximum drawdown of 3.62% and a Sharpe ratio of 2.26, showcasing its effectiveness in risk management [13] - The strategy includes a mix of asset classes such as gold ETFs and domestic bonds, aiming to reduce overall portfolio volatility while enhancing returns [15][16] Group 3 - The "Recovery Fixed Income+" portfolio was introduced to address the challenges faced by traditional stock-bond combinations, achieving an annualized return of 7.63% since the market downturn began in 2021, with a volatility of 7.06% [19] - This strategy involves monthly rebalancing among high liquidity ETFs in the Hong Kong market while maintaining a significant position in long-term bonds [19][20] Group 4 - The "China-US Core Asset Portfolio" has delivered an annualized return of 33.05% since early 2015, outperforming equal-weighted indices by 11.59% with a Sharpe ratio of 1.63 [23] - The portfolio includes high-performing assets such as dividend low-volatility ETFs and gold ETFs, reflecting a focus on strong trends [23] Group 5 - The "High Prosperity/Dividend Rotation Strategy" has achieved an annualized return of 24.2% since early 2021, significantly outperforming equal-weighted indices by 20.12% [26] - The strategy dynamically adjusts between high-growth ETFs and dividend low-volatility ETFs based on market signals, demonstrating a responsive investment approach [26] Group 6 - The "Double Bond LOF Enhanced Strategy" has produced an annualized return of 6.13% since early 2019, with a Sharpe ratio of 2.39, indicating strong performance relative to its benchmark [29] - This strategy focuses on optimizing bond allocations while maintaining exposure to equity products based on market signals [29] Group 7 - The report indicates that the total number of newly established public funds this week is 11, with a total fundraising amount of 81.91 billion, including five newly established index funds [38] - The newly established index funds have a total initial scale of 5.64 billion, reflecting ongoing interest in passive investment strategies [38] Group 8 - The report notes that A-share ETFs experienced a net redemption of 125.4 billion, with significant outflows from broad-based products, while sectors like non-ferrous metals and military industries saw increased investment [46] - The cross-border ETFs had a net inflow of 134 billion, indicating strong interest in international markets, particularly in Hong Kong [49]