- The report highlights the performance of the A-share market, with the CSI A50 leading the gains and the ChiNext Index showing strong performance[1][6] - The Dividend Enhanced Portfolio outperformed the CSI Dividend Total Return Index, with the Central SOE High Dividend 30 Portfolio and the Balanced Dividend 50 Portfolio achieving weekly excess returns of approximately 0.41% and 0.75%, respectively[6][21] - The Electronic Enhanced Portfolio also outperformed the Electronic Total Return Index, with the Electronic Balanced Allocation Enhanced Portfolio and the Electronic Sector Preferred Enhanced Portfolio achieving weekly excess returns of approximately 1.78% and 1.53%, respectively[6][29]

Quantitative Models and Construction Methods Dividend Enhancement Portfolio - **Model Name**: Dividend Enhancement Portfolio - **Model Construction Idea**: The model focuses on selecting high-quality dividend stocks and constructing portfolios that outperform the benchmark dividend index by leveraging dividend quality and growth factors[7][15][21] - **Model Construction Process**: - The portfolio is constructed by selecting stocks with high dividend yields and strong dividend growth potential - The selection process incorporates a combination of fundamental analysis and quantitative screening to identify stocks with stable and growing dividends - The portfolio is rebalanced periodically to ensure alignment with the dividend quality and growth criteria[13][14][15] - **Model Evaluation**: The model demonstrates strong performance in capturing excess returns over the benchmark dividend index, particularly in volatile market conditions[7][15][21] Electronic Balanced Allocation Enhancement Portfolio - **Model Name**: Electronic Balanced Allocation Enhancement Portfolio - **Model Construction Idea**: This model aims to achieve excess returns by balancing exposure across various sub-sectors within the electronics industry, focusing on growth and stability[7][24][29] - **Model Construction Process**: - The portfolio is constructed by allocating weights to sub-sectors such as LED chips and semiconductor distribution, which exhibit strong growth potential - Quantitative screening is applied to identify leading companies within these sub-sectors - The portfolio is periodically rebalanced to maintain a balanced exposure across the electronics industry[13][14][24] - **Model Evaluation**: The model effectively captures excess returns and ranks in the top 15% of active technology-themed products in terms of weekly performance[7][24][29] --- Model Backtesting Results Dividend Enhancement Portfolio - **Weekly Excess Return**: Approximately 0.23% for the "Central SOE High Dividend 30 Portfolio" and 1.45% for the "Balanced Dividend 50 Portfolio"[7][15][21] - **Year-to-Date Excess Return**: The "Balanced Dividend 50 Portfolio" achieved an excess return of approximately 7.91% relative to the benchmark dividend index, ranking in the top 35% of all dividend-themed funds[21] Electronic Balanced Allocation Enhancement Portfolio - **Weekly Excess Return**: Approximately 0.89%, ranking in the top 15% of active technology-themed products[7][24][29]

本文首发于公众号"私募排排网"。 （点击↑↑ 上图查看详情 ） 在资本市场风云变幻的当下，资产管理机构如何在波动中行稳致远，成为行业关注的焦点。作为业内首批公募基金子公司，博时资本把"多资产 策略"写进基因，成为资本市场上屹立超十年的老牌公募基金子公司之一。 PART 0 1 以多资产策略为投资框架！博时资本累计管理规模逾2万亿元 博时资本管理有限公司成立于2013年2月，注册资本为8.5亿元。博时资本的母公司为博时基金，博时基金第一大控股股东为招商证券，持股比例 为49%。值得注意的是，招商证券的控股股东为招商局集团，后者是国务院国资委直属的中央企业。 依托博时基金 27年深厚的投研积淀和招商 局集团的战略协同，博时资本累计发行产品超1500只，累计管理规模逾2.24万亿元。 博时资本和母公司博时基金既一脉相承，也形成了自己的差异化发展路线。从风控体系来看，博时资本使用与母公司相同标准的风控系统，风险 指标全面检测，并进行自上而下的合规风控管理。在投资策略体系上，博时资本的投资策略与母公司投资策略体系形成互补，提供差异化产品。 从具体的产品体系上看， 博时资本遵循多策略投资框架 ，目前主要包括固收策略、固收 ...