Public Offering Hedge Fund Is Becoming A Safe Haven For Investors.

From the three aspects of risk, earnings and retracement control, the overall performance of public offering hedging products has been consistent with the investment objective of this year. This shows that it is an effective way to achieve the allocation of sound assets through public offering hedging products.

When the market is facing adjustment, most hedge funds can maintain positive returns.

along with

With the increase of volatility, a public hedge fund, which is different from the traditional fund, has become a "safe haven" for investors to avoid market risks with more than 18% of the average earnings this year.

Now the threshold of its purchase has dropped to 1000 yuan.

Good buy fund research center data show that since the 2013 harvest harvest strategy to open the public hedge era, the current public hedge funds have nearly 10 public hedge products, of which 2 are harvest funds, ICBC, Warburg, Haitong, South, GF, CICC and Huatai each have 1.

"Steady fluctuations and controllable withdrawal" are

The biggest feature.

Statistics show that since the establishment of the above products, the largest retracement is basically between 1% and 6%, and the overall fluctuation is controllable. At the same time, more than half of the products have been established since the SHARP ratio was over 2.

In the view of the industry, the increase in public hedge products not only proves that the public offering funds gradually have the ability to manage such products, but also provides more perspectives for the market to observe the performance of these products and compare their pros and cons and differences. We might as well investigate these products through three dimensions, namely, volatility retracement control, earnings performance, and market turbulence performance.

From the perspective of the volatility retracement, the neutral fund products in the public offering market not only controlled the withdrawal during the stock market crash, but also the overall income level was not low, of which 75% of the products achieved more than 10% of the revenue, and even the annual yield of individual products exceeded 30%.

By comparing the CSI 300 index with other publicly offered funds in the same period of performance, it is found that most hedge funds can maintain positive gains when the market is faced with adjustment. Even after 6-7 months of extreme callbacks, some excellent hedging products still get "positive returns" on the basis of general control of withdrawal.

How to fly against the tide in a big fall? This is the biggest advantage of public offering hedge funds.

From the three aspects of risk, earnings and retracement control, the overall performance of public offering hedging products has been consistent with the investment objective of this year. This shows that it is an effective way to achieve the allocation of sound assets through public offering hedging products.

Facing the complex and changeable stock market "

Public offering hedge funds not only need to hedge through futures index, but also need to quantify stocks through big data.

How to bring "absolute return" to public fund investors is the basis for quantifying investment based on big data.

"No matter how optimistic the growth enterprise market is, we should maintain a relatively cautious attitude. From the point of absolute return, I prefer to configure the assets that I believe are safe and cost-effective."

In April of this year, Fei Peng, a manager of Chinese enterprises, quantified and aggressiveness and flexibly allocated hybrid funds.

In Fei Peng's view, the purpose of quantitative investment is to bring "absolute return" to investors instead of "relative income".

For this reason, they will adopt hedging spot risks on the one hand, while seeking products with high cost performance and high security to configure, and avoid "matching" and "heavily loaded" strategy.

In the design of the model, Fei Peng indicated that he would adopt an independent development quantitative system to make investment decisions, but would be more biased towards quantitative operation. He would be more precise in mathematical model analysis and computer programming pactions. In terms of stock allocation, the quantitative development of Chinese merchants would be more focused on stability and stability, and the distribution of individual stocks would be more balanced.