长城证券：公募基金2019年度总结及2020年展望

1、 2020 05 13 S1070519040002 021 31829704 yupeng 2018 2019 2019 5 21 2019 2020 2019 2019 2019 2019 2019 2019 100 56 120 2 2 QD 2019 2019 18 2 3 2019 2019 Sharp 2 Alpha Alpha Sharp 5 2020 2020 2 4 2020 4 30 2019 2020 4 QD mRrNsQxPyQ7NdN9PmOpPsQqQlOrRqNiNpOrNbRrQsMNZpNsRNZtQrO 3 1 2019 4 1 1 2019 4 1 2 2019 8 2 2019 13 2 1 13 2 2 16 2 3 24 2 4 27 2 5 QD 27 3 29 3 1 29 3 2 32 4 33 1 4 2 4 3 5 4 6 5 6 6 2019 9 7 2019 10 8 11 9 12 10 12 11 12 12 2019 15 13 23 14 24 15 24 16 27 17 2020 35 18 2020 35 19

2、36 4 1 2019 1 1 2019 2019 2019 5G 2019 RTS 500 25 1 wind 300 50 500 1000 50 2019 25 2 0 0000 5 0000 10 0000 15 0000 20 0000 25 0000 30 0000 35 0000 40 0000 45 0000 50 0000 2019 5 Wind 2019 3 Wind 0 00 10 00 20 00 30 00 40 00 50 00 60 00 300 50 500 1000 50 2019 0 00 10 00 20 00 30 00 40 00 50 00 60 00 70 00 80 00 6 2019 5 2019 4 Wind 5 Wind wind 2019 2018 C D E H 1 2019 2019 2019 2019 REITs 7 73 7 73 7 73 38 01 235 52 10 40 5 86 75 71 0 56 3 96 20 50 0 01 8 00 15 37 2 95 QDII 23 30 48 01 11 04 0

3、00 5 00 10 00 15 00 20 00 25 00 30 00 1 100 00 1 150 00 1 200 00 1 250 00 1 300 00 1 350 00 1 400 00 1 450 00 1 500 00 7 2019 2019 2019 QDII 26 12 46 97 1 06 QDII 19 19 31 12 4 12 QDII 9 55 14 12 5 08 10 41 38 95 6 64 6 78 34 81 3 19 2 56 3 36 0 85 32 57 110 37 18 74 45 41 121 69 0 11 11 81 46 33 1 63 31 22 59 50 4 50 48 23 216 98 4 70 18 15 19 15 14 56 37 81 60 10 9 59 30 52 83 59 4 50 4 44 17 78 16 78 Wind A QD 200 16 QD 2 2019 REITs 100 00 68 04 41 03 71 93 100 00 QDII 50 00 QDII 78 05 QDII 5

4、8 62 QDII 90 24 79 31 73 83 99 68 73 28 89 91 56 86 74 29 8 88 89 0 00 86 42 50 00 72 60 Wind 1 2 2019 2019 1080 150 2018 100 ETF 2019 QD 3 2019 2019 REITs 0 1 0 00 0 18 0 00 0 4 0 00 14 625 2 24 4 107 3 74 59 1351 4 37 QDII 2 41 4 88 29 319 9 09 QDII 4 29 13 79 QDII 12 84 14 29 43 297 14 48 QDII 7 41 17 07 114 582 19 59 43 204 21 08 22 81 27 16 189 644 29 35 361 916 39 41 9 2019 2019 3 5 60 00 28 35 80 00 57 39 146 15 89 57 156 14 1080 5480 19 71 Wind 2019 6 6 2019 Wind 2019 2018 2019 120 260 7

5、1 4 2019 2018 2018 0 8 1 2 0 1 1 0 0 6 2 6 25 14 4 1 6 0 2 0 20 REITs QDII QDII QDII QDII 10 2019 2018 2018 259759044 4 199004582 1 60754462 36 30 53 97141722 51 61763431 84 35378290 67 57 28 70165342 12 47073246 49 23092095 63 49 06 29922037 08 10372666 92 19549370 16 188 47 86228238 72534379 42 13693858 58 18 88 26433817 86 15047758 15 11386059 7 75 67 26393370 26 19394324 53 6999045 724 36 09 11794238 51 7251031 323 4543207 189 62 66 9091849 419 5295343 931 3796505 488 71 70 11402777 17 84358

6、00 717 2966976 448 35 17 26647238 51 24312075 82 2335162 683 9 60 5870056 266 4556095 875 1313960 392 28 84 1662101 612 460780 2922 1201321 32 260 71 QDII 5077699 415 4038566 453 1039132 963 25 73 QDII 1522582 558 885016 1307 637566 4269 72 04 1671018 527 1315527 407 355491 1195 27 02 QDII 1500096 992 1494594 371 5502 621085 0 37 QDII 363590 4832 359499 6302 4090 853027 1 14 REITs 330957 7435 329381 8947 1575 848828 0 48 13938 98669 13176 4914 762 495293 5 79 737091864 2 803436882 3 66345018 1 8

7、 26 1410083583 1287374162 122709420 6 9 53 Wind 20 2019 2019 7 2019 11 Wind 8 Wind 2010 2019 9 17 5 86 2010 2019 54 2015 0 5 2 2 0 0 0 0 0 2 1 52 6 7 1 0 2 0 1 0 18 REITs QDII QDII QDII QDII 0 50000000 100000000 150000000 200000000 250000000 2018 2019 12 9 10 Wind Wind 11 Wind QDII REITs 2015 2015 5 2015 2016 2017 2018 2019 6 45 5 70 4 30 4 72 6 54 0 16 0 22 0 19 0 80 2 10 9 76 20 23 15 28 19 75 23 68 26 29 21 34 16 63 12 24 15 24 QDII 0 74 1 08 0 75 0 54 0 63 56 53 51 18 62 66 61 78 51 59 0 1 0

8、00 2 000 3 000 4 000 5 000 6 000 7 000 0 00 20 000 00 40 000 00 60 000 00 80 000 00 100 000 00 120 000 00 140 000 00 160 000 00 0 5 10 15 20 25 30 35 40 54 91 134 192 292 563 796 1108 1509 1992 2010 12 31 2011 12 31 2012 12 31 2013 12 31 2014 12 31 2015 12 31 2016 12 31 2017 12 31 2018 12 31 2019 12 31 13 2015 2016 2017 2018 2019 0 03 0 20 0 17 0 14 0 19 REITs 0 04 0 04 0 03 0 03 0 02 Wind 2015 2019 6 2015 30 59 12 68 60 22 75 31 2016 34 60 14 43 54 08 66 81 2017 38 89 19 26 56 16 71 78 2018 38

9、05 17 60 57 57 74 81 2019 45 20 35 42 54 36 63 69 Wind 2 2019 QD 2018 C D E H 2 1 455 2019 25 25 50 50 75 75 100 2019 Beta 2019 14 2019 Beta 7 1 2019 beta Sharp 25 53 56 1 15 30 20 42 0 29 57 67 1 15 18 87 23 16 0 28 47 06 0 96 14 89 19 10 0 28 54 05 1 03 17 30 24 56 0 25 25 50 37 94 0 93 13 67 17 63 0 25 36 81 1 17 67 22 09 0 2 38 82 0 95 13 54 18 13 0 25 39 01 1 01 16 16 21 21 0 21 50 75 30 36 0 87 12 40 16 62 0 22 29 64 0 92 14 77 18 63 0 19 30 24 0 95 16 54 19 33 0 19 30 38 0 93 16 99 20 27

10、0 18 75 100 16 74 0 77 16 81 16 82 0 12 18 27 0 85 14 59 16 88 0 13 15 84 0 66 13 84 15 56 0 13 17 37 0 94 19 07 20 21 0 1 8 2 25 41 28 58 72 6 5 26 93 67 6 33 2 1 75 44 28 55 72 48 42 11 21 81 78 19 58 50 88 25 50 47 37 52 63 3 2 63 0 00 100 1 0 88 47 08 52 92 81 71 05 35 10 64 90 29 25 44 50 75 76 18 23 82 6 5 26 33 86 66 14 3 2 63 46 56 53 44 59 51 75 33 61 66 39 46 40 35 75 100 25 69 74 31 17 15 04 30 02 69 98 3 2 65 15 47 04 52 96 16 14 16 23 11 76 89 77 68 14 2019 98 2018 21 54 2019 5G ETF

《长城证券：公募基金2019年度总结及2020年展望》由会员w****f分享，可在线阅读，更多相关《长城证券：公募基金2019年度总结及2020年展望》请在金锄头文库上搜索。