20240226-上海证券-基金指数周报_9页_1mb

Fund Index Weekly Summary (Week 2024219-2024223)

Key Market Overview

The Shanghai Securities Fund Evaluation Research Center's weekly fund index report covers performances from February 19-23, 2024. The S&P indices rose: Shanghai Composite up 4.85%, Shenzhen Component up 2.82%. All fund types showed weekly gains, with Chinese stock funds gaining 3.50%, Chinese mixed funds 3.04%, and Chinese bond funds 0.37%.

Comparison with Indices

• Chinese stock fund index outperformed deep-value markets but underperformed Shenzhen Component (+0.68% higher return than Shenzhen) relative to its 3.50% weekly gain.
• Chinese mixed fund index similarly positioned between stock markets, with a 1.81% lower return than Shanghai Composite but 0.22% higher than Shenzhen Component.
• Chinese bond fund index surpassed bond markets by 0.05%, aligning closely with benchmark trends.

Yearn Index Performance

The yearn index rose 1.53% weekly, lagging behind stock markets but outperforming bonds by 0.122% against the benchmark index. It offers a comprehensive view of pension investments and matches long-term trends.

Lifecycle Fund Indices

All five lifecycle funds increased in value last week, with returns ranging from 1.27% to 4.16%. The 0-5 year index tracked bond performance closely, while 20-35 year index showed M (-0.69%) below Shanghai but higher (+1.34%) than Shenzhen relative to its 4.16% gain.

Active Management and Other Insights

Active management indices are designed to track fund performance benchmarks for evaluation and strategy reference, with detailed risk metrics like annualized returns and volatility provided in full reports.