成长稳健组合年内满仓上涨57.54%

Core Viewpoint - The report tracks the performance of various active quantitative strategies, highlighting their absolute and relative returns against benchmarks, specifically focusing on the "Excellent Fund Performance Enhancement Portfolio," "Super Expected Selection Portfolio," "Brokerage Golden Stock Performance Enhancement Portfolio," and "Growth and Stability Portfolio" [2][3]. Group 1: Performance Overview - The "Excellent Fund Performance Enhancement Portfolio" achieved an absolute return of -0.12% this week and 28.19% year-to-date, with a relative excess return of 0.49% against the mixed equity fund index [1][10]. - The "Super Expected Selection Portfolio" recorded an absolute return of -1.06% this week and 40.29% year-to-date, with a relative excess return of 9.76% against the mixed equity fund index [1][19]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" had an absolute return of -0.99% this week and 35.38% year-to-date, with a relative excess return of 4.85% against the mixed equity fund index [1][20]. - The "Growth and Stability Portfolio" posted an absolute return of 0.73% this week and 50.88% year-to-date, with a relative excess return of 20.34% against the mixed equity fund index [1][28]. Group 2: Strategy Descriptions - The "Excellent Fund Performance Enhancement Portfolio" aims to outperform the median return of active equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [6][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 [12][39]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" is constructed using a stock pool from brokerage recommendations, optimizing the selection to maintain alignment with the performance of the brokerage stock pool [16][41]. - The "Growth and Stability Portfolio" employs a time-series evaluation method to identify growth stocks that are likely to outperform around earnings announcements, using a multi-factor scoring system for stock selection [25][45].