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主动基金各期限战胜中证800全收益比例均值
主动基金各期限战胜中证800全收益比例均值
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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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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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当前图表所属:
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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