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量化多头回撤控制哪家强?积露资产夺冠五年榜!星然私募、鼎元创新等入围!
私募排排网· 2025-06-27 09:51
Core Viewpoint - Quantitative long strategies have become an important choice for institutional investors and high-net-worth individuals in asset allocation due to their data-driven investment logic, strict discipline, and systematic execution [2] Group 1: One-Year Low Drawdown Performance - The top-performing quantitative long products in terms of low drawdown over the past year include "Xingran Army Selected Class A" from Xingran Private Investment, which achieved a drawdown of only ***% [3] - "Boyi Weihuaxiang No. 3 Class B" from Boyi Asset ranked second with a drawdown of ***%, achieving absolute returns of ***% and excess returns of ***% [3][4] - Four products from billion-yuan private equity firms also made the top 20 list, all maintaining drawdowns within ***% [4] Group 2: Three-Year Low Drawdown Performance - The top product over the past three years is "Dingyuan Yinuo Value Discovery" from Dingyuan Innovation, with a drawdown of only ***% and an excess return of ***% [6] - The number of private equity products using quantitative stock selection strategies increased to 15, accounting for 75% of the top 20 list [6] - "Jilu No. 11" from Jilu Asset and "Shouzheng Yiqi Longzhu No. 1 Class A" from Guangzhou Shouzheng also ranked highly, with drawdowns of ***% and ***%, respectively [6] Group 3: Five-Year Low Drawdown Performance - "Jilu Asset Quantitative Hedging" topped the five-year low drawdown list with a drawdown of ***%, showing a consistent upward trend in net value since its inception [12] - The number of quantitative stock selection products decreased to 9 in the five-year category, indicating a shift in strategy classification [12] - Products from Dragon Flag Technology, Jingqi Investment, and Shengquan Hengyuan also performed well, with drawdowns maintained within ***% [17]