Shock city to quantify the performance of the fund rose to the highest in January nearly 7%- fund ch-restorator

Shock to the good performance of the highest quantitative funds last January rose nearly 7%- fund channel China fund newspaper reporter Zhang Xiaocui since the beginning of this year, the market continued to shock, the net growth rate of a considerable part of the stock fund is still negative, in contrast, quantify the fund’s performance can be described as "thriving", the overall performance is better than other stock funds. Wind data show that since the beginning of this year, the stock funds overall failed to achieve positive earnings, 739 equity funds (total A, C share) the average unit value is -8.36%, average net worth 77 units and can be quantitative fund performance statistics for the -2.91%, but in the short term, nearly a month since the market shocks linger as to the overall stock based. But the quantitative funds over the same period the overall performance of steady progress. In recent months, the net performance of 739 units per unit basis of -0.49%, while the average net unit value of the 77 quantitative funds rose by more than 0.54%, more than only the net growth rate of the fund more than 3%. Specifically, the Bank of Alfa, Hua Fu quantum vitality, long letter quantify vanguard and other quantitative fund performance in the previous month, the net growth rate of the last month were 6.76%, 4.72% and 3.91%. Shanghai, a large brokerage information management quantitative investment director told reporters that the recent quantitative performance of the fund is good as a whole, quantitative funds monthly net increase of more than 4% are rare, more than 6% is very rare, probably in the particular stage of market, quantitative fund stock selection in the model driven rise of stock fund net rose. Is generally believed that the quantitative funds pursue absolute returns, net retracement of small, but in fact, in order to quantify the bull stock fund, single day net retracement rate is not small, the same blue chip fund quantization. Insiders, quantitative bull fund is pure stock fund positions is very high, the investment style bias in the small cap emerging growth stocks, stock index fell in value fell sharply is normal. "Unless there are clear provisions picking style to quantify the market, generally in the investment scope, stock quantitative funds in building a model, buy more for small cap stocks, in the verification of the data modeling process shows that long-term, small cap stocks outperformed the blue chip market, investors will be the net value of the performance of the gem and quantitative funds a comparison or more reference." A quantitative investor told reporters. At present, the quantitative fund can be divided into two types: quantitative hedge and quantitative multi factor. A large Shenzhen brokerage information management quantitative investment director told reporters, "the type of stock fund to withdraw quantitative control requirements, to quantify fund specific investment strategies and scope, quantify hedging products are usually based on absolute return investment objectives, and quantify the long products are usually relatively risk exposure. Return of investment objectives. Therefore, when the main stock index plummeted, the fund’s net worth is often encountered substantial retracement. Overall, however, the withdrawal of the fund is still superior to other equity funds". However, according to the reporter learned that the operation is more flexible private equity fund performance is better..相关的主题文章: