Weekly Tracking Report of Public Fund Instrumented Portfolio: Build Public Fund Investment Portfolio Tools in Multiple Scenarios
Key investment points
The equity market is changing with each passing day, the industry logic is constantly changing, and the concept of hot topics is emerging one after another, and the applicability of the traditional value growth style classification of active equity funds is gradually decreasing. In order to meet the needs of fund investors in different market environments and different risk preferences, we build a fund optimization pool under a new style system through quantitative methods, Help fund investors quickly find the fund target that meets their needs.
For varieties such as monetary funds and bond funds, we will also adopt the quantitative basis selection method to develop relevant instrumentalized portfolios to meet the investment needs of fund investors in different scenarios.
As of May 17, 2024.05, the return of Evergreen Low Wave Fund portfolio this year was 10.94%, 10.44% higher than the excess return of the benchmark CSI active equity fund index, and the volatility and pullback performance were both better; The cash profit increasing fund portfolio has returned 0.834% since this year, 0.076% more than the excess return of the benchmark CSI monetary fund index; The overseas equity allocation fund portfolio has gained 8.95% since this year, compared with the excess return of 8.89% of the CSI All Index.
Evergreen Low Wave Fund Portfolio
In active equity funds, we combine the fund position dimension factor and the net value dimension factor to build a fund portfolio with a low wave attribute to meet the defense needs of fund investors in an environment of high market risk, and also suitable for investors in low risk preference equity funds who expect stable returns, Low volatility helps investors to obtain long-term stable return on equity investment.
Cash profit increasing fund portfolio
In monetary funds, we have built a screening system of monetary funds based on the multidimensional characteristic factors of monetary funds, which can select the monetary funds with better income performance in the whole market, and help investors better manage cash.
Overseas equity allocation fund portfolio
In QDII funds, equity indexes of many countries or regions are screened according to long-term and short-term technical indicators, composite index momentum and reversal effect, and QDII equity funds corresponding to the index are selected to build a selected portfolio of overseas markets to meet the needs of fund investors in selecting QDII funds in the process of global allocation.
Risk tip: the simulation combination results in this report are calculated based on the corresponding model, and the risk of model failure should be kept in mind; The model results such as fund portfolio are only for reference and do not constitute investment suggestions; The models are tested based on historical data, and the possibility of failure in the future does not represent the future performance of the fund, and does not constitute a prediction of the future performance of the fund.
