As of February 21, 2024, the performance of the public offering of quantitative funds was obvious during the year, and the yield was 45 percentage points.The 4 products have a rate of return of more than 5%during the year, but the net value of 16 quantitative funds has fallen by more than 20%during the year.
In terms of specific products, the bonus bonus hybrid A and Yinhua Overseas Digital Economic Overseas Digital Economic Selection Mixed Initiative (QDII) A and other funds are high during the year.Dacheng dynamic quantitative configuration strategy hybrid A, Guojin quantitative multi -factor A and other products performed relatively backward, with a loss of more than 20%during the year.
Research shows that more than 200 quantitative funds in the market come from about 81 fund companies, of which Huatai Berry Fund, Jingshun Great Wall Fund and other "brokerage departments" fund companies are quantitative productsThe quantity is the top.
Quantitative fund performance Digues 45 percentage points of the first and ending differences of the yield during the year
Studies show that as of February 21, 2024,In the full name of the public fund name, there are more than 200 funds with "quantitative" keywords (initial fund diameter, hereinafter referred to as "quantitative funds"), and the fund size is about 90.9 billion yuan.Among them, there are 22 quantitative funds with a fund size of more than 1 billion yuan.Selected and western profit -gain growth mixed, the total scale of the two products was 8.587 billion yuan and 5.697 billion yuan, respectively.
From the perspective of the establishment of the existing quantitative fund, since 2015, domestic quantitative funds have entered a period of rapid development.The number of quantitative funds in the new year reached its peak, with 28 and 30 respectively.
Figure 1: The annual distribution of the quantitative fund
More than 200 quantitative funds come from the contract from the contract81 fund companies, of which Huatai Berry Fund and Jingshun Great Wall Fund and other "brokerage departments" fund companies have a large number of quantitative products, 12 and 9, respectively.
In terms of product performance, the performance of the funds is relatively obvious, and the yield is 45 percentage points.The four quantitative funds have revenue more than 5%during the year, including the long -scale quantitative dividend hybrid A, Yinhuas overseas digital economic quantitative stock selection mixed initiative (QDII) A, Jiutai Yingtai quantitative A, and medium -massized strategies mixed.The net value of 16 quantitative funds fell more than 20%during the year, including Dacheng dynamic quantitative configuration strategies hybrid A, Bohai Huijin quantitative growth hybrid and other products.
Figure 2: Quantitative fund with a decline of more than 20%in the year
Dasheng dynamic quantitative configuration strategy mixedA: Does the net value of more than 30 % of the quantitative model strategy fail during the year?The investment strategy of Dacheng dynamic quantitative configuration strategy hybrid A is: "The fund will comprehensively analyze and continuously track the fundamentals, policy, market aspects, etc. through quantitative modeling methods, etc.Factors, in -depth analysis of important factors affecting the securities markets such as macroeconomics, national policies, capital, and market emotions, and determine the main investment direction and asset allocation ratio in the current market environment. "
As of February 21, 2024, Dachengs dynamic quantitative configuration strategy hybrid A net value fell by 35.96%during the year, and the reference performance comparison was more than 36 percentage points, and similar rankings were 2325/2326.
Figure 3: Dacheng dynamic quantitative configuration strategy mixed A net value trend
October 2023On the 21st, Dacheng Fund announced that Dachengs dynamic and quantitative configuration strategy hybrid A fund manager changed. The fund manager Liu Miao needs to leave because of internal adjustment. Xia Gao, the newly -appointed fund manager in April that year, began to manage the product separately.
Fund quarterly report shows that in the third quarter of 2023, the fund adjusted the investment strategy to further sink in the market value factor.Performance.The strategy continued in the fourth quarter.
The concentration of holdings of Dasheng dynamic quantitative configuration strategy hybrid A. The shareholding in 2023 has greatly decreased.%, The following three quarters decreased to 18.98%, 9.84%, and 9.39%, respectively.
Guofeng quantitative multi -factor A: The total scale exceeded 20%within 10 billion years.100 million yuan, located at the top of more than 200 quantitative funds.The fund has fallen by 21.91%since 2024, and has fallen high among quantitative funds.
Figure 4: National Gold Quantitative Multi-factor A net value trend
National Gold quantitative multi-factorAs investment goal is: "Through the multi -factor quantification model method, select stocks for investment, and under the premise of fully controlling risks, strive to obtain investment returns beyond the benchmark."
The four quarterly reports in 2023 show that the overall positions of Guofengs quantitative multi -factor A are relatively scattered. The proportion of stock investment accounts for 90.68%of the total assets of the fund, which is mainly allocated in manufacturing enterprises.
In addition to Guojin quantitative multi -factor A, another quantitative fund of Guojin Fund also performed poorly in net value in the year of Guijin, a selection of the year, and a decline of 21.93%.At the end of 2023, the funds scale was about 8.587 billion yuan, ranking second in quantitative funds.
(Article serial number: 1760595999816028160)
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