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不惧市场风格转换 九泰久盛量化先锋大幅跑赢同类基金

2017-08-15 15:36:18   中国青年网

中国网财经8月14日讯(记者张明江) 今年以来A股持续演绎分化行情,大盘风格分化逐步逼近极致,基金业绩分化严重,前两年业绩表现不俗的量化基金在今年表现也不尽如人意。但随着市场回暖,量化基金整体业绩随之反弹,九泰基金旗下量化基金再次崭露头角,九泰久盛量化先锋A/C份额近期回报率大幅跑赢同类型基金。

九泰基金旗下量化产品业绩持续领先

量化基金在2015年的大牛市中大放异彩,在市场持续震荡的2016年依然取得正收益。

但今年以来,业绩居前的基金多为权益仓位较高、且持仓集中在大蓝筹的基金,而重配创业板和中小板的基金业绩普遍垫底。对模型调整不及时的量化基金业绩同样分化严重,今年以来80多只量化基金(A/C类份额合并计算)中超四成净值下跌。

7月以来随着市场反弹,九泰基金旗下量化基金再次崭露头角。数据显示,九泰久盛量化先锋A/C近一个月来分别取得6.03%、6.01%的回报率,双双跑赢同期同类基金1.27%的平均回报率,也同时跑赢同期沪深300指数2.09%的涨幅,领跑量化基金。

此外,九泰久盛量化先锋A一年来取得21.92%,九泰久盛量化先锋C份额今年5月份设置以来,不足三个月亦取得13.54%的回报率,同样远高于同类平均4.10%的收益率。最可贵的是,九泰久盛量化先锋A/C不惧市场风格转换,近三个月、近六个月分别取得13.47%、7.26%收益率的好成绩。

九泰久盛量化先锋基金经理孟亚强告诉记者,这只基金的最大特点之一是风格轮动,模型会根据市场的运行状况来调整基金策略的配置,目的就是为了适应市场当前的特点,站在市场的风口上,最大化的获取超额收益。2017年初以来,市场投资风格发生剧变,我们的模型也在做自适应调整,策略配置逐渐与市场相适应,九泰久盛量化近期的表现更占优势。

风格轮动是市场特色

量化基金核心在于构建模型的人

九泰久盛量化先锋基金经理孟亚强表示,量化模型是一个工具,核心在于基金经理如何使用这个工具。从投资的核心因素来看,上市公司内在价值的分析一定是首要的,长期来看,股价的变动一定围绕公司的价值来变动的。A股的历史比较短,没有经历过像美国一样完整的经济周期,基金经理在构建模型时,如果只是根据过去几年的市场表现来构建模型的话,很容易给予小盘股很高的权重,这只能说是一种误区,并没有充分考虑到市场的风格轮动。我们认为一个完善的选股量化模型,一定要充分考虑到市场的变化,核心在于构建模型的人需要提升自身的能力。

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