成长稳健组合年内满仓上涨40.33%

Core Viewpoint - The report tracks the performance of various active quantitative strategies by GuoXin Securities, focusing on their absolute and relative returns against benchmarks, particularly the active equity fund median [2][3]. Group 1: Performance Overview - The "Excellent Fund Performance Enhancement Portfolio" achieved an absolute return of 1.20% this week and 13.04% year-to-date, with a relative underperformance of -0.53% and -2.98% against the mixed equity fund index respectively [1][10]. - The "Super Expected Selection Portfolio" recorded an absolute return of 1.66% this week and 29.80% year-to-date, outperforming the mixed equity fund index by 13.79% this year [1][19]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" had an absolute return of 2.51% this week and 18.31% year-to-date, with a relative outperformance of 2.29% against the mixed equity fund index [1][20]. - The "Growth and Stability Portfolio" achieved an absolute return of 3.30% this week and 35.91% year-to-date, outperforming the mixed equity fund index by 19.89% this year [1][27]. Group 2: Strategy Summaries - The "Excellent Fund Performance Enhancement Portfolio" aims to outperform the median returns of active equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [7][33]. - The "Super Expected Selection Portfolio" selects stocks based on positive earnings surprises and analyst upgrades, focusing on both fundamental and technical criteria to build a robust stock selection [13][39]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" is constructed using a selection of stocks from the brokerage's recommended list, optimizing for minimal deviation from the benchmark [16][43]. - 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 [25][47].