Stock quantitative strategy classification performance
In December 2021, the absolute return of the index enhancement strategy fully retreated, the excess return performance was differentiated, and the market neutral strategy return turned negative again.
Throughout the year, the segmentation strategy has achieved positive returns, but the returns of CSI 300 index increase strategy, CSI 500 index increase strategy and market neutral strategy are significantly narrower than those in 2020, and the excess performance is also significantly reduced.
Performance of some stock quantitative strategy products
In December 2021, among the CSI 300 index enhancement strategy products, the average return of 12 products was – 0.63%, five products achieved positive returns, and only three products exceeded the performance of CSI 300 index in the same period, with an average excess of – 2.34%, which was significantly retreated compared with November.
Throughout the year, all products achieved positive returns, but the returns were significantly differentiated, with an average rate of return of 11.06% and an average excess of 15.17%.
