I own the fund , for sharing only, not investment advice
Investment promotion quantitative selection stock was established on March 15, 2016, fund manager Wang Ping.
Wang Ping ~ Senior quantitative expert, with moderate investment relaxation, well versed in "active + index strategy", and good at gaining the greatest profit while weakening risks. Similar funds with weighted performance exceeding 95% in the past three years, Wang Ping's quantitative strategy fund has the characteristics of light timing selection and intensive stock selection .
In terms of industry configuration, stocks, has a high dispersion, which is a common feature of quantitative strategies.
In the third quarter of 2022, the market value of China Merchants Quantitative Quantitative's largest heavy-holding stock accounted for only 1.85%, and the total market value of the top 10 heavy-holding stocks was 16.48%, which can be said to be very scattered. In the more than 6 years since the establishment of
, the top 10 heavily held stocks have always accounted for between 20% and 15%, and all holds about 250 shares.
Under the quantitative strategy, the concentration of quantitative selected stocks of investment promotion shows low, scattered, wide nets, and multi-point fishing. The reason why
has this characteristic has a lot to do with the formulation of quantitative strategies and the combination idea of high probability of winning.
quantitative strategy is a trading stock selection strategy based on the laws summarized by historical big data. Each sub-strategy is not 100% correct and effective, but there is a certain "win rate" when it is concentrated.
's highly scattered holding structure often involves a large number of individual stocks, so the overall holdings of style of the fund is more inclined toward small and medium-sized stocks.
's quantitative selection performance can clearly reflect this point, and it happened to be html at the beginning of its establishment. 3A shares beautiful 50 big blue chip market, so its performance is significantly different from the active stock funds in the same period. In the past two years, with the overall recovery of small and medium-sized markets, the important reason for the performance has been greatly improved. According to the changes in the holdings of
Comprehensive Fund, Investor Quantitative Selection focuses on the fundamental factor as the main and trading factors as the auxiliary in terms of quantitative strategies, and attaches importance to the rationality of stock valuation , without There is obvious industry bias, and the heavy-holding stocks have changed in each quarter, and the holdings are relatively flexible.
performance
yield since its establishment has accumulated a cumulative yield 126.54%, an annualized yield 13.05%, an annualized volatility 19.50%, a maximum drawdown 37.50%, an annualized Sharp 0.66.
Compared with the equity index in its performance benchmark, CSI 500, its performance is far ahead.
Investment Promotion Quantitative Selection The ability to select stocks in the small and medium-cap range far exceeds that of the small and medium-cap index funds. If you like small-cap stocks , this quantitative fund is a good choice.
