增强策略ETF

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基金量化观察:首只中证A50增强策略ETF发行
SINOLINK SECURITIES· 2025-06-17 06:16
* [10] M. C. ETF 市场回顾 从一级市场资金流动情况来看,上周(2025.6.9-2025.6.13)已上市 ETF 资金净流入合计 1.45 亿元,其中债券型 ETF 资金净流入 144.82 亿元,商品型 ETF 资金净流入 19.79 亿元,跨境 ETF 资金净流入 9.50 亿元,股票型 ETF 资金净流 出 172.66 亿元。 在股票型 ETF 中,宽基 ETF 上周资金净流入-120.78 亿元,上周科创 50ETF 资金净流入 24.51 亿元,中证 A500ETF 资 金净流出超 40 亿元。 主题行业 ETF 上周资金净流入-27.78 亿元。上周周期、高端制造、消费板块 ETF 资金净流入额分别为 7.44 亿元、6.70 亿元、6.18 亿元,金融地产、科技、医药生物板块 ETF 资金净流出额分别为 7.61 亿元、14.09 亿元、26.74 亿元。 本周共有 7 只 ETF 产品发行,其中包括 4 只行业 ETF 以及 1 只 A50 增强策略 ETF。首只中证 A50 增强策略 ETF 本周发 行,基金管理人为易方达基金。 主动权益及增强指数型基金表现跟踪 主动权益 ...
拥抱核心资产新工具!摩根中证A500增强策略ETF正式发行
Mei Ri Jing Ji Xin Wen· 2025-04-21 01:46
Group 1 - The Morgan CSI A500 Enhanced Strategy ETF, the first of its kind, officially launched on April 21, 2024, with a fundraising cap of RMB 2 billion, running until April 30, 2024 [1] - The Enhanced Strategy ETF combines active management and passive investment, aiming to effectively track the CSI A500 index while seeking to achieve superior investment returns through quantitative methods and strict risk control [1] - The CSI A500 index includes 500 securities with large market capitalization and good liquidity, reflecting the overall characteristics of representative listed companies across various industries [1] Group 2 - The CSI A500 index has an annualized return of 7.71% and an annualized volatility of 25.34% from December 31, 2004, to April 10, 2025, outperforming the CSI 300 index and exhibiting higher elasticity with lower volatility [1] - Morgan Asset Management's China Index and Quantitative Product Line is continuously improving, covering various product types including passive indices, Smart Beta, index enhancement, and active quant strategies [2] - As of December 31, 2024, Morgan Asset Management is the second-largest active ETF manager globally, with a total global ETF management scale of USD 226 billion (approximately RMB 1.6 trillion) [2]