GF hedge arbitrage fund opens within a time limit-捷安特xtc750

GF hedge arbitrage fund open subscription deadline – reporter Chang Xianhe as a regular open mixed hedge arbitrage products, GF during the period from February 5th to February 18th to accept the purchase. Wind statistics show that from January 1st to February 5th, the average value of 477 partial stock fund decreased by 21.65%. It is worth noting that, when the stock market shock, the pursuit of absolute returns to quantify hedge fund net firm stand, 14 quantitative hedge funds over the same period the average decline is only -0.85%, part of the net value of the fund is the market closed red. GF hedge arbitrage investment by market neutral strategy, namely while doing more than the stock market, buy a basket of stocks; on the other side of short futures hedging. On the basis of matching the market value of the fund futures and the stock market value, the net value of the fund can hardly be influenced by the ups and downs of the market. Wind statistics show that as of February 5th, GF hedge arbitrage fund NAV 1.131 yuan, since February 6, 2015 rate of return of 13.10%, ranking second in 14 similar funds rose over the same period; annualized volatility of 5.36%, the maximum retracement is only -1.62%, in the same fund were at a low level. Reporters noted that the volatility and the decline in the volatility of GF hedge arbitrage and retracement are far less than the Shanghai index, reflect the characteristics of low risk, low volatility and low withdrawal. Among them, two during the crash of June 15, 2015 to August 31st, GF hedge arbitrage cumulative rate of return of 2.93%, ranked second in the same fund. The fund manager Zhong Wei, GF hedge arbitrage products rely mainly on the profitability of hedge arbitrage investment strategy fund, through independent research and development of multi factor quantitative stock selection model, with investment value of the stock portfolio, and short stock index futures hedging operation, effectively avoid the systematic risk of the market change, acquiring stock the excess return. In addition, GF hedge arbitrage add new shares purchase strategy in the investment, actively grasp the risk-free income of new shares issued. Enter Sina Financial shares] discussion

广发对冲套利基金限期开放申购    □本报记者 常仙鹤    作为定期开放产品,广发对冲套利混合于2月5日至2月18日期间接受申购。    Wind统计数据显示,1月1日至2月5日,477只偏股型基金净值平均跌幅为21.65%。值得注意的是,当股票市场出现巨震,追求绝对收益的量化对冲基金净值岿然挺立,14只量化对冲基金同期平均跌幅仅为-0.85%,部分基金净值更是逆市收红。    广发对冲套利的投资采用市场中性策略,即一边做多股票现货市场,买入一篮子股票;另一边做空期指,进行套期保值。在基金期货市值与股票市值匹配的基础上,基金净值几乎可以不受大盘涨跌的影响。    Wind统计数据显示,截至2月5日,广发对冲套利基金单位净值1.131元,自2015年2月6日成立以来收益率为13.10%,在14只同类基金同期涨幅中排名第2;年化波动率为5.36%,最大回撤仅为-1.62%,在同类基金中均处于较低水平。记者注意到,广发对冲套利的波动率和回撤幅度均远远小于上证指数的波动幅度和回落幅度,体现其低风险、低波动、低回撤的特点。其中,2015年6月15日至8月31日的两轮股灾期间,广发对冲套利累计收益率为2.93%,在同类基金中名列第2位。    其基金经理钟伟介绍,广发对冲套利产品的盈利主要依靠对冲套利的投资策略,基金通过自主研发的量化多因素选股模型,选取具备投资价值的股票构建投资组合,并做空股指期货进行对冲操作,有效地规避了市场涨跌的系统性风险,获取选股的超额收益。此外,广发对冲套利在投资中加入新股申购策略,积极把握新股发行带来的无风险收益。 进入【新浪财经股吧】讨论相关的主题文章: