基金周报：公募基金规模连续10个月创历史新高，中欧基金发布《FOF多元资产配置洞察报告》-20260303

• The report introduces the "China Securities Multi-Asset Risk Parity Index (China Securities MARP)" as a representative of multi-asset portfolios, constructed using a risk parity approach to include stocks, bonds, and gold, aiming to enhance returns, reduce volatility, and optimize the Sharpe ratio[14][15] - The construction process of the China Securities MARP involves selecting multiple asset classes (e.g., stocks, bonds, gold) and applying a risk parity methodology to allocate weights such that each asset class contributes equally to the portfolio's overall risk. Historical data from 2015 onwards was used for backtesting[14][15] - The backtesting results of the China Securities MARP show improved returns, reduced volatility, and an optimized risk-return ratio compared to single-asset investments[14][15]