四大主动量化组合年内均排名主动股基前 1/4

Core Viewpoint - The report tracks the performance of various active quantitative strategies by GuoXin JinGong, aiming to outperform the median returns of active equity funds, with a focus on four main strategies: Excellent Fund Performance Enhancement, Exceeding Expectations Selection, Broker Golden Stocks Performance Enhancement, and Growth Stability Combination [2][3]. Group 1: Excellent Fund Performance Enhancement - The Excellent Fund Performance Enhancement strategy aims to benchmark against the median returns of active equity funds, achieving an absolute return of -0.16% for the week and 9.06% year-to-date, with a relative excess return of 0.77% and 4.53% respectively [12][48]. - This strategy ranks in the 23.25 percentile among active equity funds, indicating a strong performance relative to peers [12][48]. Group 2: Exceeding Expectations Selection - The Exceeding Expectations Selection strategy focuses on stocks that have exceeded earnings expectations, achieving an absolute return of -0.17% for the week and 11.91% year-to-date, with a relative excess return of 0.75% and 7.38% respectively [21][53]. - This strategy ranks in the 12.42 percentile among active equity funds, showcasing its effectiveness in selecting high-performing stocks [21][53]. Group 3: Broker Golden Stocks Performance Enhancement - The Broker Golden Stocks Performance Enhancement strategy utilizes a stock pool from broker recommendations, achieving an absolute return of -1.18% for the week and 11.08% year-to-date, with a relative excess return of -0.26% and 6.55% respectively [34][58]. - This strategy ranks in the 14.59 percentile among active equity funds, reflecting its competitive positioning [34][58]. Group 4: Growth Stability Combination - The Growth Stability Combination strategy aims to capture excess returns from growth stocks, achieving an absolute return of -1.06% for the week and 15.54% year-to-date, with a relative excess return of -0.14% and 11.01% respectively [43][65]. - This strategy ranks in the 6.21 percentile among active equity funds, indicating a strong performance in the growth segment [43][65].