成长稳健组合年内超额主动股基12.09%

Core Viewpoint - The report tracks the performance of various active quantitative strategies by GuoXin JinGong, aiming to outperform the median returns of actively managed equity funds, with a focus on four main strategies: Excellent Fund Performance Enhancement, Unexpected Selection, Broker Golden Stocks, and Steady Growth [2][34]. Group 1: Performance Overview - The Excellent Fund Performance Enhancement strategy had an absolute return of -0.63% this week and 0.73% year-to-date, ranking in the 54.34th percentile among active equity funds [11][6]. - The Unexpected Selection strategy achieved an absolute return of 0.12% this week and 9.36% year-to-date, ranking in the 15.71st percentile among active equity funds [12][9]. - The Broker Golden Stocks strategy recorded an absolute return of -0.28% this week and 4.97% year-to-date, ranking in the 30.18th percentile among active equity funds [22][15]. - The Steady Growth strategy had an absolute return of 0.46% this week and 15.45% year-to-date, ranking in the 7.41st percentile among active equity funds [23][24]. Group 2: Excellent Fund Performance Enhancement - This strategy benchmarks against the median returns of actively managed equity funds, utilizing a quantitative approach to enhance performance based on the holdings of top-performing funds [4][35]. - The strategy has shown a historical annualized return of 20.50% from January 2012 to December 2024, outperforming the benchmark by 12.36% [36]. Group 3: Unexpected Selection - The strategy focuses on stocks that have exceeded expectations, selecting based on both fundamental and technical criteria to build a portfolio of stocks with strong support [40][8]. - The annualized return for this strategy from January 2010 to December 2024 is 28.53%, outperforming the benchmark by 23.02% [41]. Group 4: Broker Golden Stocks - This strategy combines top-down industry analysis with bottom-up stock selection, aiming to reflect the core competitive strengths of brokerage research teams [44]. - The annualized return from January 2018 to December 2024 is 19.01%, exceeding the benchmark by 14.87% [45]. Group 5: Steady Growth - The strategy employs a two-dimensional evaluation system for growth stocks, prioritizing those closer to their earnings report dates to capture excess returns [49][50]. - The annualized return from January 2012 to December 2024 is 34.74%, outperforming the benchmark by 26.43% [51].