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嘉实领航资产配置混合型FOF:均衡配置各类风险权重

2017-09-13 14:06:23   中国经济网

中国经济网北京9月13日讯 首批6只公募FOF蓄势待发,各只产品的设计思路也逐渐浮出水面。记者综合各方信息了解到,嘉实基金旗下嘉实领航资产配置混合型FOF是一只全市场FOF,该基金拟运用风险平价策略,同时基于嘉实独有的公募基金经理评价系统,将在全市场精选优质基金,以求获取更为稳定的回报。

有第三方基金分析人士指出,全市场FOF的优势主要在于:第一,在不同基金公司的能力特点上实现优势互补。第二,在资产配置上实现更好的分散性,有可能获取更高的超额收益。第三,实现更大的资金容量。

据介绍,嘉实领航资产配置混合型FOF拟采用风险平价策略为基础精选个类属优质资产,专注解决长期收益和短期波动之间的矛盾,在顶层平衡各类资产风险收益预算。记者了解到,风险平价策略是一种中低风险策略,通过数学优化的方法实现各类资产风险贡献的平衡,追求稳定的风险收益特征。

记者查阅相关资料了解到,风险平价策略是国际上一种很成熟的资产配置策略,应用最为成功的当属全球最大的对冲基金——桥水联合基金,风险平价策略在后期的发展中又被各类投研机构丰富化,逐渐成为经典的资产配置模型,根据桥水联合2015年的估测,美国共同基金中有约4%的资产配置于风险平价策略。

为了更好地实现资产配置效果,嘉实基金在前期做了大量研究分析工作,仅对公募债券型基金就遍历了1998年以来市场上702名公募债券基金经理的历史持仓结构,将利率、信用、可转债平均持仓比例等位于一定基准的基金经理视为对应风格,其余没有明显偏好的划分为灵活配置型。

记者了解到,嘉实基金根据过往专户FOF实盘运作经验,以及对风险平价策略的深刻认知,预计未来会通过对产品配置模型持续的跟踪、修正后,进行定期调整和归因分析,力争为投资者创造长期稳定的投资回报。

嘉实基金董事总经理、机构和固定收益业务CIO经雷进一步解释,风险平价策略更重要的是“配置风险”并控制相对风险,均衡配置各类资产在组合中的风险权重、从而提高投资的“性价比”,“因此在设计产品时希望这只公募FOF能够体现出较低风险、较小波动、较小回撤等特点,期望产品的风险更均衡、调仓更灵活,为投资者提供更好的投资体验。”

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