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主动基金各期限战胜中证800全收益比例标准差
主动基金各期限战胜中证800全收益比例标准差
行业数据
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图片大小:92KB
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所属报告:
金工专题报告:资产管理扬帆起航系列报告主动基金的中国优势-211219(20页).pdf
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2018-2025年中美大型券商各杜邦分析指标均值及标准差
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行业数据
2026-04-28
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欧洲汽车零部件价格指数(2011–2026)及标准差波动
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行业数据
2026-04-22
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全球汽车零部件PE指数(2013–2026)及标准差区间
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行业数据
2026-04-22
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2007年以来各类底层资产J-REIT年化回报率以及标准差
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行业数据
2026-01-14
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1994-2024年各类底层资产REITs平均年化回报及标准差
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行业数据
2026-01-14
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美股行业估值的分化程度(行业PE分位数的标准差,MA12个月)
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行业数据
2026-01-07
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2008年至今申万家电股债收益差(均值和标准差采用三年滚动周期;
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行业数据
2025-12-15
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多邻国当前市盈率30倍,接近-1标准差
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行业数据
2025-12-12
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MSCI中国医药卫生指数前瞻市盈率低于五年平均0.3个标准差
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行业数据
2025-12-05
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万得全A的风险溢价已经近-2倍标准差水平(市盈率标准),或预示着震荡理行情开启
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行业数据
2025-11-27
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“万得全AP/E-名义GDP增速”处于滚动五年的+1.61倍标准差
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行业数据
2025-11-26
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“万得全AP/E-名义GDP增速”处于滚动五年的+1.64倍标准差
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行业数据
2025-11-24
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2022年以来平均值为22.8倍/标准差8.1倍
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行业数据
2025-11-19
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2023年以来平均25.7倍/标准差7.4倍
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行业数据
2025-11-19
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10年、30年国债利率均处20%阈值区间以外处于滚动三年的-0.1倍标准差
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行业数据
2025-11-12
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更进一步,我们计算不同持有期限下,主动基金战胜各市场指数比例的平均值和标准差,结果分别如下图 6、7 所示。可以发现,无论是均值还是标准差,也无论以哪种指数为基准,图 6 和图 7 都展现出了非常严格的单调性:随着持有期限的增加,主动基金战胜指数比例的均值逐渐增大,而标准差逐渐减小,主动基金长期收益的平均水平和稳定性都得到了显著的提升。因此,长期持有主动基金能够大幅提高战胜市场指数的概率,坚持方显优势。
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金工专题报告:资产管理扬帆起航系列报告主动基金的中国优势-211219(20页).pdf
主动基金、市场指数分行情收益(2011年1月4日至2021年12月14日)
主动基金五年期战胜指数比例(2011年1月4日至2021年12月14日)
主动基金、市场指数五年期收益(2011年1月4日至2021年12月14日)
主动基金三年期战胜指数比例(2011年1月4日至2021年12月14日)
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