成长强价值弱！成长稳健组合年内排名主动股基前1/4

Core Viewpoint - The report tracks the performance of various active quantitative strategies by GuoXin JinGong, focusing on their ability to outperform the median returns of actively managed equity funds, with specific strategies including "Excellent Fund Performance Enhancement Portfolio," "Expected Surprises Selection Portfolio," "Brokerage Golden Stock Performance Enhancement Portfolio," and "Growth Stability Portfolio" [2][3][18]. Group 1: Performance Overview - The "Excellent Fund Performance Enhancement Portfolio" achieved an absolute return of 2.17% this week and 4.27% year-to-date, ranking in the 64.54th percentile among active equity funds [1][7]. - The "Expected Surprises Selection Portfolio" recorded an absolute return of 3.70% this week and 10.71% year-to-date, ranking in the 27.99th percentile among active equity funds [1][6]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" had an absolute return of 3.11% this week and 7.36% year-to-date, ranking in the 45.26th percentile among active equity funds [1][12]. - The "Growth Stability Portfolio" achieved an absolute return of 4.44% this week and 11.86% year-to-date, ranking in the 22.63rd percentile among active equity funds [1][13]. Group 2: Strategy Summaries - The "Excellent Fund Performance Enhancement Portfolio" is constructed by benchmarking against actively managed equity funds, utilizing quantitative methods to enhance performance based on the holdings of top-performing funds [4][19]. - The "Expected Surprises Selection Portfolio" selects stocks based on expected earnings surprises and analyst upgrades, focusing on both fundamental and technical criteria to build a portfolio of stocks with strong support [6][22]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" is based on a selection of stocks from brokerage recommendations, optimizing the portfolio to minimize deviation from the brokerage stock pool while aiming to outperform the ordinary equity fund index [9][25]. - The "Growth Stability Portfolio" employs a two-dimensional evaluation system for growth stocks, prioritizing stocks closer to their earnings report dates and using multi-factor scoring to select high-quality stocks [11][28]. Group 3: Historical Performance - The "Excellent Fund Performance Enhancement Portfolio" has achieved an annualized return of 20.50% from January 2012 to December 2024, outperforming the benchmark by 12.36% [20][21]. - The "Expected Surprises Selection Portfolio" has an annualized return of 28.53% since January 2010, exceeding the benchmark by 23.02% [23][24]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" has an annualized return of 19.01% from January 2018 to December 2024, outperforming the benchmark by 14.87% [26][27]. - The "Growth Stability Portfolio" has achieved an annualized return of 34.74% since January 2012, exceeding the benchmark by 26.43% [29].