成长稳健组合年内满仓上涨 51.52%

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 4.17% this week and a year-to-date return of 22.11%, ranking in the 49.21 percentile among active equity funds [4][11]. - The "Super Expected Selection Portfolio" recorded an absolute return of 3.71% this week and a year-to-date return of 39.73%, ranking in the 14.36 percentile among active equity funds [20][15]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" had an absolute return of 3.94% this week and a year-to-date return of 27.90%, ranking in the 33.90 percentile among active equity funds [21][23]. - The "Growth and Stability Portfolio" posted an absolute return of 3.38% this week and a year-to-date return of 45.63%, ranking in the 8.91 percentile among active equity funds [29][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 [8][35]. - The "Super Expected Selection Portfolio" selects stocks based on positive earnings surprises and analyst upgrades, focusing on both fundamental and technical analysis to create a robust stock selection [14][41]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" is constructed using a selection of stocks recommended by brokerage firms, optimizing the portfolio to minimize deviations from the brokerage stock pool [17][45]. - The "Growth and Stability Portfolio" employs a time-series evaluation approach to identify growth stocks that are likely to outperform around earnings announcements, incorporating various risk management mechanisms [49][50].