行业轮动ETF策略周报-20260224

Core Insights - The report emphasizes the construction of a strategy portfolio based on industry and thematic ETFs, leveraging insights from previous strategy reports on industry rotation and ETF market overview [2]. Strategy Update - The strategy portfolio includes various ETFs with specific holdings and weightings, such as: - Wine ETF with a market value of 184.16 billion, holding a significant position in the liquor industry (84.84%) [3]. - Real Estate ETF valued at 6.61 billion, fully invested in real estate development (100%) [3]. - Tourism ETF at 88.57 billion, primarily focused on the aviation and airport sector (33.21%) [3]. - New additions include Agriculture and Fishery ETF and Grain ETF, with respective holdings in aquaculture (46.89%) and planting (49.63%) [3]. - The strategy's performance for the period from February 9 to February 13, 2026, showed a cumulative net return of approximately -0.38%, underperforming the CSI 300 ETF by about -0.85% [3]. Performance Tracking - Since October 14, 2024, the strategy has achieved a cumulative return of approximately 37.93%, outperforming the CSI 300 ETF by about 14.43% [3][4]. - The report includes a performance chart illustrating the cumulative return of the industry rotation ETF strategy since its inception [4]. Weekly Holdings and Performance - The report details the weekly performance of various ETFs, indicating that the strategy will continue to hold Wine, Real Estate, Tourism, and Traditional Chinese Medicine ETFs while adding Agriculture and Grain ETFs [11]. - The average return of the ETF portfolio for the week was -0.38%, with a notable underperformance compared to the CSI 300 ETF [11].