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平安沪深300指数量化增强A
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量化指增“超涨”榜来袭!鹏华苏俊杰、长信左金保、富荣郎骋等夺冠!
私募排排网· 2025-10-28 03:04
以下文章来源于公募排排网 ,作者观在看 公募排排网 . 看财经、查排名、买基金,就上公募排排网,申购费低至0.001折。 本文首发于公众号"公募排排网"。(点击↑↑上图查看详情) 导语 今年以来,A股市场稳健上行,慢牛格局不断巩固,上证指数一度突破3900点,持续刷新近十年新高。众所周知,量化指增产品指在跟踪对应 指数的基础上,力争获取超越该基准的超额收益,那么,在面对当前市场的持续涨势,哪些产品能真正做到乘风破浪,充分把握机遇? ( 点 此查看量化指增产品前3季度"超涨"TOP10名单 ) 在这种慢牛行情下, 公募量化指增产品想要获取超越基准的超额收益, 制胜关键或在于更强的 "进攻能力"与优秀的"防守能力"。 进攻能力 (上行捕获率): 衡量反映市场上涨时,基金对市场的敏感程度,代表此基金的进攻能力, 进攻能力值越大越好,比 1越大,"超 涨"动力越强,越能战胜市场。 上行捕获率=(投资组合在基准上涨期间的累计收益率+1)/(基准在上涨期间的累计收益率+1)-1。 防守能力 (下行捕获率): 衡量反映市场下跌时,基金对市场的敏感程度,代表着此基金的防守能力, 防守能力值越小越好,如果为负数,则 反映基金在 ...
量化指增超额榜揭晓!安信基金施荣盛、鹏华基金苏俊杰、汇添富基金王星星等夺冠!
私募排排网· 2025-08-31 00:05
Core Viewpoint - The A-share market is experiencing a significant recovery, with trading volumes exceeding 2 trillion, leading to increased interest in index-enhanced funds, which combine active and passive investment advantages [5][10]. Group 1: Market Overview - As of August 25, 2025, there are 784 public index-enhanced products in the market, with an average return of 24.12% this year and an excess return of 2.39% [5][10]. - The performance of index-enhanced funds has been particularly strong in the context of the ongoing small-cap market rally, with notable products tracking the CSI 2000 index [5][10]. Group 2: Performance by Index CSI 300 Index Enhanced Funds - There are 158 public products tracking the CSI 300 index, with an average return of 15.64% and an excess return of 2.20% this year [6][10]. - The top three products in terms of excess return are managed by Anxin Fund, Ping An Fund, and E Fund, with Anxin's product achieving an excess return of 8.45% [7][10]. CSI 500 Index Enhanced Funds - The CSI 500 index enhanced funds consist of 150 products, yielding an average return of 23.44% and an excess return of 2.86% this year [10][12]. - The leading product is managed by Penghua Fund, achieving a return of 30.35% and an excess return of 10.02% [11][12]. CSI 1000 Index Enhanced Funds - There are 88 products tracking the CSI 1000 index, with an average return of 31.63% and an excess return of 7.19% this year [14][16]. - The top product is managed by ICBC Credit Suisse Fund, with a return of 39.70% and an excess return of 15.48% [15][16]. CSI/Guo Zheng 2000 Index Enhanced Funds - The CSI/Guo Zheng 2000 index enhanced funds have 21 products, with an average return of 39.16% and an excess return of 10.05% this year [17][19]. - The leading product is managed by Huatai-PB Fund, achieving a return of 46.45% and an excess return of 17.34% [18][19].