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成长稳健组合年内满仓上涨61.61%
量化藏经阁· 2025-11-15 07:08
Group 1 - The core viewpoint of the article is to track the performance of various active quantitative strategies developed by GuoXin Securities, focusing on their relative performance against the active equity fund median [2][3][6]. - The report includes four main strategies: Excellent Fund Performance Enhancement Portfolio, Super Expected Selection Portfolio, Broker Golden Stock Performance Enhancement Portfolio, and Growth Stability Portfolio [2][3][6]. Group 2 Excellent Fund Performance Enhancement Portfolio - This portfolio aims to outperform the median return of active equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [7][36]. - As of this week, the portfolio's absolute return is -1.80%, with a year-to-date return of 25.03%, ranking in the 58.46 percentile among active equity funds [11][38]. Super Expected Selection Portfolio - This portfolio selects stocks based on the criteria of exceeding expectations and analyst upgrades, focusing on both fundamental and technical analysis [13][42]. - The portfolio's absolute return this week is -2.36%, with a year-to-date return of 41.40%, ranking in the 27.15 percentile among active equity funds [21][43]. Broker Golden Stock Performance Enhancement Portfolio - This strategy utilizes a stock pool from broker recommendations and aims to optimize the portfolio while controlling deviations in stock selection and style [19][44]. - The portfolio's absolute return this week is -2.34%, with a year-to-date return of 32.74%, ranking in the 42.32 percentile among active equity funds [22][45]. Growth Stability Portfolio - This portfolio employs a two-dimensional evaluation system for growth stocks, prioritizing stocks closer to their earnings report dates to capture potential excess returns [27][48]. - The portfolio's absolute return this week is 0.29%, with a year-to-date return of 54.37%, ranking in the 11.65 percentile among active equity funds [31][49].