成长稳健组合年内排名主动股基前11%

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 Stocks Performance Enhancement Portfolio," and "Growth Stability Portfolio" [2][3]. Group 1: Performance Overview - The "Excellent Fund Performance Enhancement Portfolio" achieved an absolute return of 0.08% this week and a relative excess return of 0.11% against the mixed equity fund index. Year-to-date, it has an absolute return of -3.71% and a relative excess return of -3.47%, ranking in the 69.93 percentile among active equity funds [1][13]. - The "Expected Surprises Selection Portfolio" recorded an absolute return of 0.58% this week and a relative excess return of 0.62%. Year-to-date, it has an absolute return of 1.82% and a relative excess return of 2.06%, ranking in the 27.93 percentile among active equity funds [1][14]. - The "Brokerage Golden Stocks Performance Enhancement Portfolio" had an absolute return of -1.13% this week and a relative excess return of -1.10%. Year-to-date, it has an absolute return of 0.82% and a relative excess return of 1.06%, ranking in the 33.99 percentile among active equity funds [1][25]. - The "Growth Stability Portfolio" achieved an absolute return of 1.57% this week and a relative excess return of 1.61%. Year-to-date, it has an absolute return of 6.58% and a relative excess return of 6.81%, ranking in the 10.75 percentile among active equity funds [1][34]. Group 2: Strategy Summaries - The "Excellent Fund Performance Enhancement Portfolio" is constructed by benchmarking against actively managed equity funds rather than broad indices, utilizing quantitative methods to enhance performance based on the holdings of top-performing funds [4][45]. - 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 [8][50]. - The "Brokerage Golden Stocks Performance Enhancement Portfolio" is based on a selection of stocks from brokerage recommendations, optimizing the portfolio to minimize deviations from the brokerage stock pool while aiming to outperform the ordinary equity fund index [21][54]. - The "Growth Stability Portfolio" employs a two-dimensional evaluation system for growth stocks, prioritizing those with upcoming earnings announcements and utilizing multi-factor scoring to select high-quality stocks [29][60].