成长稳健组合年内排名进入主动股基前5%

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 combinations showing varying degrees of success in absolute and relative returns [2][34]. Group 1: Performance Overview - The "Excellent Fund Performance Enhancement Portfolio" achieved an absolute return of 0.50% this week and 1.70% year-to-date, ranking in the 52.15 percentile among active equity funds [1][12]. - The "Super Expected Selection Portfolio" recorded an absolute return of 0.76% this week and 9.01% year-to-date, ranking in the 16.23 percentile among active equity funds [1][13]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" had an absolute return of 0.53% this week and 6.00% year-to-date, ranking in the 26.78 percentile among active equity funds [1][23]. - The "Growth and Stability Portfolio" achieved an absolute return of 1.80% this week and 16.36% year-to-date, ranking in the 4.81 percentile among active equity funds [1][24]. Group 2: Strategy Descriptions - 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][35]. - The "Super Expected Selection Portfolio" selects stocks based on exceeding expectations and analyst upgrades, focusing on both fundamental and technical criteria to build a portfolio of stocks with strong support [9][39]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" is based on a selection of stocks from brokerage recommendations, optimizing the portfolio to minimize deviations from the brokerage stock pool [18][44]. - The "Growth and Stability Portfolio" employs a two-dimensional evaluation system for growth stocks, prioritizing those with upcoming earnings announcements to capture potential excess returns [22][49]. Group 3: Year-to-Date Performance Comparisons - The "Excellent Fund Performance Enhancement Portfolio" has a year-to-date return of 1.70%, while the benchmark index has a return of 3.68% [6][36]. - The "Super Expected Selection Portfolio" has a year-to-date return of 9.01%, outperforming the benchmark index by 5.32% [14][40]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" has a year-to-date return of 6.00%, exceeding the benchmark index by 2.31% [20][48]. - The "Growth and Stability Portfolio" has a year-to-date return of 16.36%, significantly outperforming the benchmark index by 12.68% [25][50].