汱ʽ ӵʲ A50ǿETFϮ
2024-04-08 08:37
ڵıʽ˲ͶߵĹעWindʾʽ徻103.26Ԫ5գʽ328.20Ԫ½8ܾļ¼ʽۼƾ706.18Ԫѳ2023ȫݡ(ԴWindʱ2024317)
ܶϲעʽЩͳǷ֣ǰʱ䱱ʽ10ֻɣ8ֻȻMSCIйA50ָͨijɷֹȫغ(ͼбIJ)˵ߵ“ƫ”϶ǷdzˡڻгµA50ǿETF(룺563280)ٵľMSCIйA50ָͨ
ԴWindʱ2024317
űʽⲨعA“”ϲ˵Ŀٿ˳˽˽MSCIйA50ָͨ
MSCIйA50ָͨMSCI(Morgan Stanley Capital International)Ҳɵָ˾Ƶġ
MSCIָϵdzӣԾ˳200ָֻǣָۺָԼǾָɣṩͶߣQDIIQFIIƻжѡ
MSCIйA50ָͨر֮ڣMSCIµAҵͷָ
ͷָʿ϶AʲɸѡʽҲͷϵָЩ
1.MSCIָΪĸָǽȫгAΪѡΧڻͨΧڽѡ
2.11GICS(ȫҵϵ)һҵѡֵTOP2ĸɣʣΧѡ28ֵֻͨĹƱ
3.ǵҵȨĸָһ£ҲʹҵķֲΪ⡣
ɸѡʽԼΪ
11(GICSҵ)×2(ҵǰ2ĸ)+28(ֵͨĸ)=50ֻɷֹ
2024312գMSCIйA50ָͨɷֵֹ21.37Ԫ50ֻɷֹƽֵ4273.93Ԫֵ5000ԪĹ˾12ֻϼȨ34.79%;ֵ2000ԪĹ˾32ֻϼȨռ75.92%
MSCIйA50ָͨǰʮɷֹ
ԴMSCIֵWindҵΪһࡣָɷֹɽʾɣͶʡָɷֹɿܸг仯ָƹ䶯ʱ2024312ա
ٴҵȻָ11GICS飬ֱΪԴԭϡҵѡѡҪѡҽƱڡϢͨŷҵͲϾGICSMSCIҵ֣Ǵһҵҵ
MSCIйA50ָͨǰҵΪСʳƷϡӡ豸Сҽҩ
һԱ֤50ʱйA50300ȿָĽҵռȸͣҵҵȨظߡԣҵṹΪ⣬AгҲá
“”MSCIйA50ָͨṩ˳õ“ԭʼ”ӯͻһԤָ2023-2025ԤӪҵĸ긴ʷֱΪ17.8%8.8%
ԣҲʹMSCIйA50ָͨڱڲӳйʲָ2024312գӻMSCIйA50ָͨǷΪ93.08%ʱйA5076.05%ͻ30068.13%
ԴWind2024312աָ2019-2023ȵʷֱΪ35.10%38.43%-3.29%-20.40%-16.27%ָδ֣Ҳɻҵֵı֤
ˣMSCIйA50ָͨһƣԪָڻ202110ڸ۽ƳΪͶṩ˶ԳڵAɷյĹߣŻͶ飬زƷҲΪAɵIJƷ֮һ
ڷеA50ǿETF(Ϲ룺563283룺563280)ٵľMSCIйA50ָͨңA50ǿETFֻٸָʹǿETF
ɶǿETF?
dz˱ָһԴǿԴΪBeta+AlphaA50ǿETFΪڸMSCIйA50ָͨĻϣͨз“αģ”Χڽг䣬öij档
ָҲǿIJƷڱ־Բ
Դ2023ļ20231231աָ֤ǿ20124ɸ춦ָ֤ǿ20081120ɺ֤ȯͶʻתͶ2019-2023ݶֵͬҵȽϻ(ָ֤*90%+һд(˰)*10%)ֱΪ20.58%(14.39%)7.55%(3.50%)17.70%(12.25%)-3.31%(-4.60%)6.94%(1.01%)Ϊ326.72%(157.16%)Իڱ;䶯С(20061120101)(20081120115)(20115)F(201411)ݽָָ֤ǿA ֤500ָǿ20111012գ2019-2023ȻݶֵͬҵȽϻ(֤500ָ*95%+1%(ָ,ʱڼ))ֱΪ31.49%(26.32%)29.23%(21.12%)17.12%(15.97%)-16.09%(-18.50%)-2.08%(-6.09%)Ϊ163.22%(60.68%)Իڱ;λ䶯Цޱ(201110)(201110)F(201411)ݽָ֤500ָǿ(LOF)Aࡣ֤1000ָǿ2018531գ2019-2023ݶֵͬҵȽϻ(֤1000ָ*95%+һڴ(˰)*5%)ֱΪ41.37%(24.44%)40.18%(18.57%)27.33%(19.52%)-14.40%(-20.49%)-0.15%(-5.91%)Ϊ82.31%(-4.50%)Իڱ档λ䶯(20185)F(20185)(202210)ݽָ֤1000ָǿ(LOF)AࡣMSCIָͨǿ20181225գ 2019-2023ݶֵͬҵȽϻ(MSCIָͨ*95%+һڴ(˰)*5%)ֱΪ34.13%(33.36%)42.69%(29.80%)12.70%(-0.29%)-14.82%(-19.90%)-4.26%(-12.18%)Ϊ76.04%(20.71%)Իڱ档λ䶯(201812)F(20191)ݽָMSCIָͨǿAࡣ˹ҵɶԱҵֵı֤
ǰMSCIйA50ֵָͨϵͣӯ(TTM)Ϊ10.2735.7%ķλ㡣ŽϸߵͶԼ۱ȣйҵʲδչĿٲעA50ǿETF(Ϲ룺563283룺563280)~
עӯTTMԴWind202438ա