Omega比率：衡量私募基金績(jī)效的良好指標(biāo)

[table_main]策略報(bào)告類(lèi)模板_new基金研究/專(zhuān)題投資策略報(bào)告|2012年Omega比率：衡量私募基金績(jī)效的良好指標(biāo)[table_research]研究員：胡新業(yè)證書(shū)編號(hào)：S0570510120053cfahu@/4041考慮了收益率的整體分布投資要點(diǎn)：投資要點(diǎn)：經(jīng)典的投資組合理論是建立在均值-方差基礎(chǔ)上的，基本的假設(shè)是收益率服從正態(tài)分布。收益率是否服從正態(tài)分布受到了強(qiáng)有力的挑戰(zhàn)。對(duì)于私募基金而言，收益率一般是不服從正態(tài)分布的，因此傳統(tǒng)的業(yè)績(jī)衡量指標(biāo)，比如夏普比率，信息比率等，都存在缺陷。ShadwickandKeating(2002b)提出了一個(gè)新的業(yè)績(jī)衡量指標(biāo)，Omega比率，該指標(biāo)實(shí)際上考慮了收益的整個(gè)分布信息，因此包括了所有高階矩的信息。Omega在國(guó)外已經(jīng)受到廣泛的認(rèn)可，包括學(xué)者和業(yè)界，并且有對(duì)沖基金評(píng)級(jí)公司將該指標(biāo)作為主要的評(píng)級(jí)依據(jù)。在收益率不服從正態(tài)分布的時(shí)候，Omega是非常好的替代，并且得到了金融從業(yè)人員的認(rèn)可。國(guó)外對(duì)沖基金的評(píng)價(jià)較多的使用該指標(biāo)。如果高階矩影響不大，Omega和傳統(tǒng)的績(jī)效指標(biāo)相差不大，因此該指標(biāo)具有很好的適應(yīng)性。實(shí)證檢驗(yàn)表明，我國(guó)私募基金的收益率不是對(duì)稱(chēng)的，具有尖峰厚尾的性質(zhì)，并且多數(shù)是不服從正態(tài)分布的，因此用傳統(tǒng)的基于正態(tài)分布的業(yè)績(jī)衡量指標(biāo)是存在問(wèn)題的。最低收益率的選擇對(duì)Omega比率的影響并不是太大，表明該比率具有較好的穩(wěn)健性。我們發(fā)現(xiàn)，用周收益率來(lái)計(jì)算Omega，對(duì)于按照月公布凈值的私募基金存在較大的誤差。這樣就帶來(lái)了困難，用周收益率來(lái)計(jì)算，可以得到更多的數(shù)據(jù)點(diǎn)。這需要實(shí)際的權(quán)衡了，從準(zhǔn)確的角度看，我們?cè)u(píng)級(jí)過(guò)程中，傾向于采用月收益率來(lái)進(jìn)行計(jì)算。目錄Omega比率：考慮了收益分布的更高矩 3Omega比率：具有良好的靈活性和適應(yīng)性 4我國(guó)私募基金收益率分布性質(zhì)檢驗(yàn) 4Omega比率參數(shù)的選擇 6Omega比率的應(yīng)用 8圖表目錄TOC\h\z\c"圖表"圖表1Omega比率的圖形表示 3圖表2私募基金偏度統(tǒng)計(jì)量分布 5圖表3私募基金峰度統(tǒng)計(jì)量分布 5圖表4私募基金JB檢驗(yàn)統(tǒng)計(jì)量P值分布 6圖表5Omega比率在不同的最低要求收益率下的相關(guān)性 6圖表6Omega比率與累計(jì)收益率之間的相關(guān)系數(shù) 7圖表7最低要求收益率等于10%時(shí)Omega與累計(jì)收益率之間的關(guān)系 8圖表8滬深300指數(shù)與展博1期Omega函數(shù)圖 8圖表9滬深300指數(shù)與明達(dá)基金Omega函數(shù)圖 9圖表10306只私募基金周收益率均值，中位數(shù)，JB統(tǒng)計(jì)量等 10圖表11私募基金不同最低要求收益率下的Omega值 17

Omega比率：考慮了收益分布的更高矩經(jīng)典的投資組合理論是建立在均值-方差基礎(chǔ)上的，基本的假設(shè)是收益率服從正態(tài)分布。收益率是否服從正態(tài)分布受到了強(qiáng)有力的挑戰(zhàn)。對(duì)于私募基金而言，收益率一般是不服從正態(tài)分布的，因此傳統(tǒng)的業(yè)績(jī)衡量指標(biāo)，比如夏普比率，信息比率等，都存在缺陷?？紤]更高的矩，比如偏度和峰度等，又比較復(fù)雜。ShadwickandKeating(2002b)提出了一個(gè)新的業(yè)績(jī)衡量指標(biāo)，Omega比率，該指標(biāo)實(shí)際上考慮了收益的整個(gè)分布信息，因此包括了所有高階矩的信息。Omega在國(guó)外已經(jīng)受到廣泛的認(rèn)可，包括學(xué)者和業(yè)界，并且有對(duì)沖基金評(píng)級(jí)公司將該指標(biāo)作為主要的評(píng)級(jí)依據(jù)。Omega指標(biāo)定義如下：臨界收益率用來(lái)區(qū)分收益或損失，高于臨界收益率的，視為收益，低于臨界收益率的，視為損失,也可以稱(chēng)為最低要求收益率。取不同的臨界收益率，可以得到關(guān)于r的Omega函數(shù)。該函數(shù)是遞減的，并且如果收益率的累計(jì)分布函數(shù)可微，Omega函數(shù)可以二階微分。在臨界收益率等于均值的時(shí)候，Omega比率等于1。在相同的臨界收益率下，對(duì)于不同的投資選擇，Omega比率越大越好?？梢杂孟聢D來(lái)理解該指標(biāo)的計(jì)算。Omega比率就等于CAB的面積除以EDB的面積。圖表SEQ圖表\*ARABIC1Omega比率的圖形表示從其定義可以看出，Omega指標(biāo)實(shí)際上利用了收益率分布的所有信息，因此考慮了所有的高階矩。該指標(biāo)易于理解，計(jì)算方便，刻畫(huà)了收益風(fēng)險(xiǎn)的所有特征。該指標(biāo)也可以適合不同風(fēng)險(xiǎn)偏好的投資者。對(duì)于風(fēng)險(xiǎn)容忍度較低的投資者，可以選擇較低的臨界收益率，反之，可選擇較高的臨界收益率。Omega比率：具有良好的靈活性和適應(yīng)性O(shè)mega指標(biāo)，等價(jià)于整個(gè)收益率分布，可以直接衡量投資業(yè)績(jī)，而無(wú)須引入效用函數(shù)，唯一的假設(shè)就是投資者偏好更多的財(cái)富。除了糾正均值-方差指標(biāo)的偏差外，Omega指標(biāo)通過(guò)臨界收益率，可以清楚的區(qū)別收益和損失。即使收益率服從正態(tài)分布，Omega指標(biāo)也可以提供額外的更多的有用信息。為了說(shuō)明該指標(biāo)的性質(zhì)，我們舉一些例子。假設(shè)存在兩個(gè)服從兩個(gè)正態(tài)分布的投資，投資A均值為7，方差為1.44，投資B均值為7，方差為2.25。假設(shè)臨界收益率為8。按照夏普比率，應(yīng)該選擇投資A。夏普比率使得損失最小化，但同時(shí)也最小化了收益的潛力。基于均值-方差的績(jī)效指標(biāo)認(rèn)為大的收益率和大的損失都代表了風(fēng)險(xiǎn)?？紤]一位特定的投資者，他將高于8的收益率視為超額收益，低于8的收益率視為損失。這樣，從概率的角度看，反而是投資B更具有吸引力。對(duì)于投資B來(lái)說(shuō)，25%的收益率高于8，而對(duì)于投資A來(lái)說(shuō)，只有20%的收益率高于8。收益對(duì)損失的比率，投資B是33.8%，投資A是25.4%，因此應(yīng)該選擇投資B。而如果臨界收益率是6的話(huà)，投資A具有吸引力了。因此可以看到，以均值為分界點(diǎn)，不同的臨界收益率產(chǎn)生不同的投資優(yōu)劣。而且可以證明，Omega指標(biāo)考慮了更高的矩，因此可以更精密的刻畫(huà)投資的優(yōu)劣。金融從業(yè)人員清楚的了解高階矩具有重要的影響，但是直接把高階矩引入均值-分析框架是困難的，尤其對(duì)于私募基金而言，凈值并不是每個(gè)交易日都報(bào)告，而且存在較多的噪音。Omega可以容易的解決高階矩問(wèn)題，并且在組合優(yōu)化中也有良好的應(yīng)用。在收益率不服從正態(tài)分布的時(shí)候，Omega是非常好的替代，并且得到了金融從業(yè)人員的認(rèn)可。國(guó)外對(duì)沖基金的評(píng)價(jià)較多的使用該指標(biāo)。如果高階矩影響不大，Omega和傳統(tǒng)的績(jī)效指標(biāo)相差不大，因此該指標(biāo)具有很好的適應(yīng)性。我國(guó)私募基金收益率分布性質(zhì)檢驗(yàn)我們統(tǒng)計(jì)了我國(guó)306只股票型的私募基金從2010年初至2012年8月中旬的周收益率，對(duì)于缺失的凈值，采用插值法進(jìn)行補(bǔ)足。我們的目的不在于給基金評(píng)級(jí)，而是在于檢驗(yàn)Omega比率與收益率之間的關(guān)系，最低要求收益率的選擇，以及收益率計(jì)算的頻率。因此可以將本報(bào)告使用的數(shù)據(jù)看成是具有模擬性質(zhì)，而不是實(shí)際的，這是需要強(qiáng)調(diào)的，因此，本報(bào)告按照Omega比率的私募基金業(yè)績(jī)?cè)u(píng)價(jià)是建立在插值基礎(chǔ)上的，不一定代表基金的實(shí)際業(yè)績(jī)，按照周計(jì)算，對(duì)于按月公布凈值的基金有較大的誤差。306只私募基金平均偏度為-0.20，306只基金中，214只私募基金的偏度統(tǒng)計(jì)量為負(fù)，占比為70%。圖表SEQ圖表\*ARABIC2私募基金偏度統(tǒng)計(jì)量分布峰度統(tǒng)計(jì)量，小于3.00的基金共有83只，223只基金峰度大于3，具有尖峰厚尾的性質(zhì)。圖表SEQ圖表\*ARABIC3私募基金峰度統(tǒng)計(jì)量分布我們對(duì)樣本中的私募基金也進(jìn)行了正態(tài)分布檢驗(yàn)。JB檢驗(yàn)的原假設(shè)是序列服從正態(tài)分布，P值越大，表明可以接受原假設(shè)。172只基金的伴隨概率小于等于5%，表明這些基金的收益率在5%的顯著性水平下，不能認(rèn)為服從正態(tài)分布。圖表SEQ圖表\*ARABIC4私募基金JB檢驗(yàn)統(tǒng)計(jì)量P值分布因此我們認(rèn)為，私募基金的收益率不是對(duì)稱(chēng)的，具有尖峰厚尾的性質(zhì)，并且多數(shù)是不服從正態(tài)分布的，因此用傳統(tǒng)的基于正態(tài)分布的業(yè)績(jī)衡量指標(biāo)是存在問(wèn)題的。Omega比率參數(shù)的選擇計(jì)算Omega比率，第一個(gè)重要的參數(shù)是最低要求收益率，我們計(jì)算了從0-14%，間隔1%的15個(gè)Omega比率序列，計(jì)算了兩兩之間的相關(guān)系數(shù)，從下表可以看出，當(dāng)最低收益率較為接近的時(shí)候，相關(guān)系數(shù)相當(dāng)?shù)母撸f(shuō)明最低收益率的選擇對(duì)Omega比率的影響并不是太大，表明該比率具有較好的穩(wěn)健性。圖表SEQ圖表\*ARABIC5Omega比率在不同的最低要求收益率下的相關(guān)性1.00%2.00%3.00%4.00%5.00%6.00%7.00%0.00%1.001.000.990.990.980.970.951.00%1.001.000.990.980.980.962.00%1.001.000.990.980.973.00%1.001.000.990.984.00%1.001.000.995.00%1.000.996.00%1.007.00%8.00%9.00%10.00%11.00%12.00%13.00%0.080.090.100.110.120.130.140.00%0.930.910.870.840.800.750.711.00%0.940.920.890.850.820.770.732.00%0.960.930.910.870.840.800.763.00%0.970.950.920.890.860.820.784.00%0.980.960.940.910.880.850.815.00%0.990.970.950.930.900.870.836.00%0.990.980.970.950.920.890.867.00%1.000.990.980.960.940.920.898.00%1.000.990.980.960.940.919.00%1.000.990.980.960.9410.00%1.000.990.980.9611.00%1.000.990.9812.00%1.000.9913.00%1.00Omega比率與期間的累計(jì)收益率之間的相關(guān)性如何呢？從下圖可以看出，當(dāng)最低要求收益率為10%的時(shí)候，兩者的相關(guān)關(guān)系達(dá)到最大，為47.39%。這是否說(shuō)明，私募基金投資者實(shí)際要求的最低收益率就是10%呢？這個(gè)問(wèn)題值得進(jìn)一步研究。不過(guò)如果從業(yè)績(jī)預(yù)測(cè)的角度看，最低收益率應(yīng)該選擇10%，因?yàn)榇藭r(shí)相關(guān)性最好。圖表SEQ圖表\*ARABIC6Omega比率與累計(jì)收益率之間的相關(guān)系數(shù)其次，我們發(fā)現(xiàn)，用周收益率來(lái)計(jì)算Omega，對(duì)于按照月公布凈值的私募基金評(píng)級(jí)存在較大的誤差。這樣就帶來(lái)了困難，用周收益率來(lái)計(jì)算，可以得到更多的數(shù)據(jù)點(diǎn)。這需要實(shí)際的權(quán)衡了，從準(zhǔn)確的角度看，我們?cè)u(píng)級(jí)過(guò)程中，傾向于采用月收益率來(lái)進(jìn)行計(jì)算。圖表SEQ圖表\*ARABIC7最低要求收益率等于10%時(shí)Omega與累計(jì)收益率之間的關(guān)系Omega比率的應(yīng)用使用Omega比率衡量私募基金的業(yè)績(jī)，該比率越大，越好。比如下圖中表明，展博1期的Omega比率在不同的最低要求收益率水平上，高于滬深300指數(shù)，表明該基金以O(shè)mega比率計(jì)算的風(fēng)險(xiǎn)調(diào)整后收益優(yōu)于滬深300指數(shù)。圖表SEQ圖表\*ARABIC8滬深300指數(shù)與展博1期Omega函數(shù)圖使用Omega比率來(lái)選擇基金，還可以適應(yīng)不同風(fēng)險(xiǎn)偏好的投資者。一般來(lái)說(shuō)，投資者是風(fēng)險(xiǎn)厭惡的，因此不同風(fēng)險(xiǎn)偏好的投資者，對(duì)于相同的基金集合進(jìn)行排序，順序也是完全不一樣的。從下圖可以看出，當(dāng)最低要求的20個(gè)交易日的收益率為0.035%時(shí)，明達(dá)私募基金與滬深300的Omega函數(shù)具有交點(diǎn)，低于該收益率，明達(dá)基金優(yōu)于滬深300指數(shù)，反之，滬深300指數(shù)優(yōu)于明達(dá)私募基金。圖表SEQ圖表\*ARABIC9滬深300指數(shù)與明達(dá)基金Omega函數(shù)圖

圖表SEQ圖表\*ARABIC10306只私募基金周收益率均值，中位數(shù)，JB統(tǒng)計(jì)量等基金名稱(chēng)均值中位數(shù)標(biāo)準(zhǔn)差偏度統(tǒng)計(jì)量峰度統(tǒng)計(jì)量JB統(tǒng)計(jì)量JB檢驗(yàn)的P值明達(dá)-0.01%0.13%2.03%-0.282.861.960.38天馬穩(wěn)健增長(zhǎng)0.01%0.27%1.79%-0.794.4726.860.00天馬-0.02%0.22%0.84%-0.322.454.090.13明達(dá)2期-0.01%-0.19%1.43%-0.072.372.390.30惠理價(jià)值1期-0.08%0.14%1.92%-0.172.591.650.44億龍中國(guó)1期-0.06%-0.14%0.42%1.004.8643.290.00金牛1期-0.09%-0.01%2.17%-0.434.4516.500.00睿信-0.14%0.12%1.74%-0.703.3111.870.00泓湖1期-0.03%-0.13%0.73%0.422.316.820.03東方港灣馬拉松0.08%0.04%2.57%-0.363.786.520.04證大1期-0.20%0.16%2.71%-0.614.1416.010.00景林豐收0.12%0.22%0.87%-0.122.422.280.32尚誠(chéng)-0.24%0.19%1.54%0.092.174.160.13明達(dá)3期0.02%0.18%1.53%-0.342.464.370.11萬(wàn)利富達(dá)0.03%0.02%1.00%0.142.432.350.31睿信2期-0.14%-0.16%1.61%-0.934.9742.460.00睿信3期-0.14%-0.14%1.62%-0.985.1148.000.00民森A號(hào)0.06%0.06%1.14%0.675.5146.730.00新同方-0.20%-0.05%0.47%-0.642.769.850.01睿信4期-0.13%-0.05%1.61%-1.045.2654.770.00民森B號(hào)0.05%0.06%1.24%0.666.0262.920.00星石1期0.02%0.03%0.14%0.012.501.420.49云程泰資本增值0.10%0.02%3.02%-0.203.966.350.04星石3期0.03%0.03%0.14%0.092.511.580.45朱雀1期(深國(guó)投)-0.02%0.22%0.93%-0.112.910.310.86景泰復(fù)利回報(bào)1期(國(guó)投)-0.06%0.11%2.36%-0.153.622.760.25道合-0.10%-0.03%1.17%-0.123.220.610.74淡水泉成長(zhǎng)1期-0.02%0.09%2.26%-0.674.0316.400.00美聯(lián)融通1期-0.25%-0.19%1.53%-0.763.6415.740.00紅山1期-0.32%-0.08%1.55%-0.872.8817.460.00林園2期0.25%0.37%1.18%0.012.441.800.41林園3期0.28%0.43%1.21%0.032.193.800.15尚雅1期(深國(guó)投)-0.12%0.10%1.65%0.142.144.680.10武當(dāng)1期-0.16%-0.02%1.94%-0.432.974.260.12武當(dāng)2期(深國(guó)投)-0.12%0.11%1.87%-0.503.416.740.03鑫鵬1期-0.26%-0.01%1.28%-1.235.5974.080.00開(kāi)寶1期-0.35%-0.18%1.57%-1.125.5867.710.00龍馬-0.42%-0.50%1.01%0.864.8637.360.00君豐1期-0.13%-0.21%1.64%-0.023.080.050.97時(shí)策1期-0.84%-0.84%1.56%0.142.243.810.15金域藍(lán)灣1期-0.22%-0.41%1.19%-0.073.511.600.45塔晶老虎1期0.00%-0.01%2.24%0.844.1924.540.00證大價(jià)值-0.15%-0.11%2.21%-0.153.481.910.38尚雅2期-0.18%0.07%1.56%0.152.075.570.06勵(lì)石1號(hào)-0.04%0.08%1.82%-0.373.665.620.06先鋒1號(hào)-0.13%-0.01%1.24%-0.673.3611.180.00尚雅3期-0.23%-0.40%1.43%-0.212.791.260.53中國(guó)優(yōu)質(zhì)1號(hào)-0.25%-0.23%1.67%-0.343.323.260.20龍騰-0.20%-0.40%1.30%0.763.0013.430.00景泰復(fù)利回報(bào)2期-0.05%0.18%2.32%-0.193.462.020.36銀信寶-0.29%-0.28%1.31%0.182.502.190.33中國(guó)機(jī)會(huì)3期-0.01%0.14%2.26%-0.624.0615.430.00瑞象豐年-0.09%0.09%1.33%-0.502.776.140.05合志同方1號(hào)-0.16%-0.06%0.92%-0.373.003.120.21星石2期0.02%0.03%0.14%0.062.441.890.39朱雀2期(深國(guó)投)-0.03%0.18%0.93%-0.062.980.080.96林園0.23%0.21%1.04%-0.292.742.300.32塔晶獅王-0.14%-0.03%3.66%0.395.1931.380.00塔晶獅王2號(hào)-0.15%-0.03%3.61%0.455.1130.280.00新價(jià)值1期-0.26%-0.02%2.49%-0.453.154.900.09金中和西鼎0.09%0.25%2.33%-0.054.5313.680.00合贏(yíng)(粵財(cái))0.00%0.20%2.48%-1.136.59103.930.00廣金成長(zhǎng)-0.25%-0.05%1.32%-0.162.303.390.18乾坤1號(hào)-0.15%-0.35%1.49%0.234.148.800.01以太-0.14%-0.05%1.09%0.073.140.220.89信合東方有限合伙0.44%0.36%0.43%1.547.43168.070.00鑫增長(zhǎng)1號(hào)0.08%0.27%2.88%0.043.965.340.07星石4期0.03%0.03%0.14%0.072.501.570.46星石5期0.02%0.03%0.14%-0.012.431.880.39中歐瑞博成長(zhǎng)1期-0.02%0.09%1.69%-0.233.331.860.39東方遠(yuǎn)見(jiàn)1期(國(guó)民)-0.20%0.00%1.97%-1.3413.94734.520.00博頤精選-0.04%-0.09%1.18%0.362.474.680.10世通1期0.17%0.04%1.96%0.162.135.000.08尚雅4期-0.20%-0.34%1.37%-0.202.771.200.55龍票1期(華潤(rùn))-0.29%-0.29%1.06%-1.076.4495.030.00智博方略快樂(lè)人生1號(hào)-0.37%-0.58%1.06%0.172.184.510.10淡水泉2008-0.02%-0.03%2.26%-0.353.223.110.21華銀金股典-0.47%-0.20%1.74%-0.503.185.990.05合德豐泰-0.22%-0.04%1.49%-0.733.7015.110.00鵬遠(yuǎn)核心1期-0.36%-0.16%2.39%-0.333.102.530.28景良能量1期-0.12%-0.01%0.64%-0.584.3318.210.00云程泰資本增值2期0.06%-0.03%3.00%-0.174.067.200.03從容優(yōu)勢(shì)2期-0.18%-0.05%1.89%-0.724.0018.020.00從容優(yōu)勢(shì)1期-0.22%-0.04%1.92%-0.864.3627.650.00世誠(chéng)揚(yáng)子2號(hào)0.01%0.00%1.86%-0.794.6430.160.00向日葵1號(hào)-0.06%0.03%1.55%-0.544.0312.870.00新同方2期-0.19%-0.03%0.52%-0.432.475.810.05國(guó)軒-0.29%-0.24%1.12%0.143.733.520.17泰石1期-0.04%0.12%1.40%-0.272.911.730.42新價(jià)值3期-0.10%-0.08%1.98%-0.133.180.570.75新價(jià)值2期(粵財(cái))-0.29%-0.27%2.40%-0.102.481.780.41價(jià)值聯(lián)成成長(zhǎng)2號(hào)0.02%-0.02%1.79%-0.132.362.770.25翼虎成長(zhǎng)1期0.11%0.02%1.30%0.445.5140.920.00匯陽(yáng)匯峰-0.11%-0.14%1.26%0.834.5629.890.00銘遠(yuǎn)巴克萊-0.03%0.07%2.73%0.265.1027.040.00六禾銀盞1期0.07%0.11%2.04%0.083.270.570.75武當(dāng)3期-0.12%0.06%1.75%-0.353.112.930.23海昊1號(hào)-0.11%-0.38%2.29%1.246.36101.200.00智德持續(xù)增長(zhǎng)-0.03%0.05%0.76%0.183.060.760.68普邦恒升聚富-0.11%0.00%0.98%-0.683.3211.310.00星石6期0.02%0.03%0.14%0.032.451.780.41瑞天價(jià)值成長(zhǎng)-0.01%0.03%1.04%-0.624.2818.320.00宏利2期-0.28%-0.22%1.60%0.035.4434.480.00證大穩(wěn)健增長(zhǎng)-0.27%0.14%2.86%-0.713.8015.520.00同威1期(深國(guó)投)-0.35%-0.40%1.60%0.945.2750.330.00尚雅5期-0.02%-0.13%1.76%0.131.986.410.04麥爾斯通1期0.04%0.06%0.63%-0.314.9824.850.00君富1期-0.17%-0.33%2.41%-0.083.592.140.34匯利優(yōu)選-0.05%0.06%1.95%-0.262.771.900.39未爾弗1期-0.23%-0.40%2.08%1.6410.85418.750.00價(jià)值聯(lián)成成長(zhǎng)3號(hào)-0.13%0.23%1.70%-0.164.5314.090.00武當(dāng)4期-0.16%0.12%1.86%-0.463.074.900.09理成風(fēng)景1號(hào)0.10%0.20%1.26%0.204.9122.180.00從容優(yōu)勢(shì)3期-0.20%-0.04%1.87%-0.744.0418.910.00星石7期0.02%0.03%0.14%0.022.461.690.43民森C號(hào)0.00%-0.08%1.07%-1.177.26136.810.00博鴻智富1號(hào)-0.14%-0.06%1.25%-0.757.60135.350.00樂(lè)晟精選0.07%0.18%1.30%-0.493.698.310.02鑫蘭瑞0.06%-0.09%1.08%4.2829.844597.880.00重陽(yáng)1期0.01%0.23%1.01%-0.142.382.680.26博頤精選2期-0.06%-0.10%1.18%0.292.404.020.13京福1號(hào)-0.21%0.12%2.20%-0.313.072.320.31金中和1期(深國(guó)投)-0.01%0.08%1.87%-0.333.614.680.10小海豚-0.16%-0.01%0.92%0.8910.41336.200.00創(chuàng)贏(yíng)1號(hào)-0.11%-0.09%1.85%0.242.244.690.10鼎輝1號(hào)0.35%0.03%2.78%1.4610.67389.680.00混沌1號(hào)(中融)-0.09%0.06%2.45%0.012.640.740.69中歐瑞博1期0.02%0.16%0.94%-0.062.571.160.56鼎鋒1期0.06%0.19%1.81%-0.063.220.350.84朱雀1期(陜國(guó)投)0.01%0.01%0.92%-0.393.535.110.08金瀛1號(hào)0.12%0.17%1.00%-0.573.217.680.02重陽(yáng)2期0.02%0.23%0.99%-0.122.382.550.28赑元成長(zhǎng)1期-0.18%-0.09%1.16%-0.543.216.980.03長(zhǎng)金2號(hào)-0.01%0.14%1.31%-0.162.631.430.49智德持續(xù)增長(zhǎng)2-0.03%-0.05%0.69%0.372.713.750.15價(jià)值聯(lián)成成長(zhǎng)1號(hào)-0.17%-0.21%1.63%0.212.512.480.29國(guó)淼1期-0.41%0.00%4.47%-0.744.0919.530.00同威2期-0.20%-0.23%1.55%0.996.1981.740.00宏石1號(hào)0.13%0.38%1.88%-0.443.828.350.02歲騰1號(hào)-0.25%-0.35%2.09%0.293.032.000.37麥爾斯通3期0.04%0.06%0.63%-0.354.9725.260.00麥爾斯通2期0.01%0.04%0.23%-2.5818.951627.370.00盈捷九頭鳥(niǎo)2期-0.22%-0.42%1.07%0.373.033.220.20盈捷九頭鳥(niǎo)1期-0.21%-0.03%1.38%-0.313.312.720.26安蘇1號(hào)-0.15%-0.24%2.54%-1.4413.71712.730.00智德精選-0.05%-0.24%0.75%0.292.394.080.13融興進(jìn)取-0.31%-0.40%1.62%0.103.471.490.47星石9期0.02%0.02%0.17%0.173.945.790.06武當(dāng)5期-0.17%0.03%1.79%-0.513.386.780.03星石12期0.02%0.02%0.27%-0.314.2310.920.00星石10期0.02%0.03%0.14%-0.032.491.520.47從容穩(wěn)健2期-0.14%0.02%1.89%-0.353.998.530.01星石11期0.02%0.03%0.14%-0.022.441.790.41金中和2期-0.02%0.07%1.94%-0.213.442.100.35朱雀4期-0.06%0.15%1.54%-0.664.5724.230.00武當(dāng)6期-0.15%-0.03%1.84%-0.353.092.940.23菁英時(shí)代成長(zhǎng)1號(hào)-0.16%0.13%1.81%-0.572.628.450.01武當(dāng)7期-0.17%-0.03%1.96%-0.623.6611.530.00從容成長(zhǎng)1期-0.15%-0.13%0.70%0.142.691.030.60國(guó)投凱益-0.29%-0.16%2.91%-1.055.7469.160.00朱雀專(zhuān)項(xiàng)-0.03%0.16%0.93%-0.023.010.011.00朱雀5期-0.04%0.19%1.57%-0.594.4019.440.00中睿吉祥管家1期0.00%-0.09%1.41%2.6023.722643.640.00武當(dāng)8期-0.18%0.01%2.00%-0.613.4710.040.01茂源1號(hào)-0.07%0.04%1.97%-0.413.565.750.06武當(dāng)9期-0.18%0.02%1.95%-0.633.4010.070.01朱雀7期-0.07%0.19%1.56%-0.664.5123.480.00星石13期0.03%0.03%0.14%0.092.591.180.55星石14期0.02%0.02%0.27%-0.214.158.750.01瑞象ALPHA-0.22%-0.62%1.46%0.211.947.530.02朱雀8期0.05%0.08%1.28%0.077.0293.790.00精熙1期0.24%0.15%1.27%0.294.4814.590.00星石8期0.02%0.02%0.14%0.012.780.290.86六禾光輝歲月1期0.13%0.15%1.91%0.073.260.510.77久銘1期-0.20%-0.40%1.69%0.554.7324.430.00武當(dāng)10期-0.14%0.07%1.87%-0.483.135.520.06金中和5期-0.11%0.15%2.12%-1.035.5562.300.00金中和4期-0.11%0.17%2.15%-1.075.8372.850.00京福2號(hào)-0.20%0.00%2.28%-0.383.193.570.17智誠(chéng)2期-0.13%-0.13%1.32%-0.533.126.610.04德源安戰(zhàn)略成長(zhǎng)1號(hào)0.18%0.41%1.82%-0.232.781.540.46武當(dāng)11期-0.14%0.00%1.82%-0.503.577.640.02理成轉(zhuǎn)子2號(hào)0.16%0.15%1.20%0.063.260.470.79從容成長(zhǎng)2期-0.16%-0.15%0.70%0.072.760.470.79慧安1號(hào)-0.15%0.02%1.43%-0.595.6749.320.00匯利優(yōu)選2號(hào)-0.07%0.07%1.98%-0.352.883.000.22長(zhǎng)金4號(hào)0.04%0.00%2.10%-0.012.930.030.99明曜精選1期-0.06%0.16%2.87%-0.452.994.600.10尚雅6期-0.22%-0.33%1.39%-0.253.041.450.48楓嶺1期-0.11%-0.02%0.77%-0.373.766.580.04武當(dāng)12期-0.15%-0.06%1.82%-0.423.415.080.08盈捷九頭鳥(niǎo)3期-0.36%-0.05%2.02%-0.555.3238.220.00和祿1號(hào)-0.05%-0.15%1.44%0.487.35114.890.00弘酬1號(hào)-0.13%-0.11%1.36%-0.404.2512.850.00國(guó)弘1期-0.03%0.19%2.17%-0.925.3852.550.00星石15期0.02%0.02%0.27%-0.284.078.400.02銀葉1號(hào)0.06%0.08%1.12%-0.335.0326.510.00從容成長(zhǎng)3期-0.13%-0.12%0.66%0.062.770.410.82康成亨1期(華潤(rùn))-0.21%-0.30%1.37%0.864.0723.760.00隱形冠軍1期-0.03%0.10%2.75%0.083.030.170.92淡水泉成長(zhǎng)3期-0.03%0.07%2.27%-0.643.9314.620.00同威增值1期-0.39%-0.48%2.55%-0.193.431.920.38混沌2號(hào)0.22%0.21%2.54%-0.272.871.810.40博頤精選3期-0.05%-0.10%1.15%0.292.334.630.10證研1期-0.41%-0.25%2.85%-0.064.3310.360.01理成風(fēng)景2號(hào)-0.13%-0.27%1.88%0.343.122.750.25淡水泉成長(zhǎng)4期-0.03%0.10%2.26%-0.643.9514.790.00普邦恒升聚富2期-0.15%-0.01%0.99%-0.723.6614.650.00尚雅7期-0.10%-0.08%1.82%0.102.065.380.07展博1期0.30%0.08%0.91%3.4016.151270.030.00中域增值1期-0.32%0.31%2.66%-0.633.6011.400.00銳集1號(hào)-0.09%0.17%1.43%-1.265.0260.330.00新價(jià)值4期-0.41%-0.47%2.47%-0.142.551.610.45星石16期0.03%0.03%0.14%0.042.501.460.48凱信1號(hào)-0.18%-0.03%2.01%-0.273.011.720.42鑫蘭瑞2期0.01%-0.12%1.24%3.7826.703583.670.00太極1號(hào)-0.03%0.01%1.68%0.212.383.190.20恒復(fù)趨勢(shì)1號(hào)-0.32%-0.21%2.00%0.122.880.410.81同威3期-0.27%-0.34%1.99%0.204.5414.720.00民森E號(hào)0.04%0.27%1.42%-0.033.995.650.06民森G號(hào)0.06%0.31%1.38%-0.113.713.190.20民森F號(hào)0.06%0.30%1.37%-0.133.612.540.28和聚1期0.03%0.45%2.15%-0.583.559.550.01朱雀3期-0.02%0.17%0.94%0.013.020.001.00慧安2號(hào)-0.11%0.02%2.04%-0.837.92156.600.00金中和6期-0.06%0.12%1.85%-0.693.9416.170.00武當(dāng)13期-0.16%0.05%1.90%-0.463.395.890.05贏(yíng)隆1期0.14%0.01%2.50%0.063.733.140.21淡水泉成長(zhǎng)6期-0.04%0.13%2.22%-0.653.9815.320.00淡水泉成長(zhǎng)7期-0.05%0.13%2.22%-0.674.0516.710.00星石18期0.02%0.01%0.30%-0.334.9123.570.00淡水泉成長(zhǎng)5期-0.04%0.10%2.24%-0.674.0516.870.00智誠(chéng)3期-0.11%0.20%1.15%-0.132.105.140.08同威增值3期-0.27%-0.44%2.06%0.424.0710.680.00同威增值2期-0.25%-0.47%1.97%0.454.2613.830.00新價(jià)值5期-0.45%-0.33%2.37%-0.242.671.980.37匯利優(yōu)選4期-0.08%0.13%2.00%-0.282.891.900.39奕金安1期-0.11%0.06%1.70%-0.043.702.840.24穩(wěn)健增長(zhǎng)(外貿(mào))-0.07%0.00%1.67%-0.837.86152.860.00恒達(dá)通匯1期-0.10%-0.04%0.86%1.025.9273.620.00諾亞大成2號(hào)-0.11%-0.13%0.94%-0.354.109.890.01重陽(yáng)3期0.00%0.14%1.00%-0.192.263.960.14投資精英(武當(dāng)A)-0.20%-0.09%2.11%-0.826.7998.800.00投資精英(從容A)-0.26%-0.04%1.71%-0.986.5494.690.00慧安3號(hào)-0.14%0.01%1.82%-0.0413.39624.890.00投資精英(星石A)0.01%0.01%0.28%-0.525.7349.290.00投資精英(淡水泉A)-0.03%0.16%2.17%-0.674.0717.110.00星石19期0.03%0.02%0.27%-0.224.219.610.01國(guó)弘2期-0.05%0.25%2.03%-1.245.9987.290.00聚益1號(hào)0.20%0.30%2.13%-0.093.723.230.20長(zhǎng)江2期(A)-0.05%-0.10%0.83%-0.105.0223.970.00武當(dāng)2期(平安)-0.17%-0.03%1.84%-0.864.9238.430.00博頤穩(wěn)健1期-0.06%-0.11%1.16%0.332.374.820.09遠(yuǎn)策1期-0.02%0.20%1.28%-0.543.417.750.02遠(yuǎn)策2期-0.04%0.12%1.33%-0.503.587.710.02投資精英(朱雀A)-0.07%0.17%1.50%-0.755.2843.340.00喜馬拉雅1期0.05%0.14%1.11%-0.574.7625.660.00雙贏(yíng)8期-0.24%-0.11%2.42%-0.593.8312.060.00雙贏(yíng)5期0.05%0.15%2.27%-0.425.7648.320.00朱雀12期0.00%0.20%1.41%-0.694.6927.710.00遠(yuǎn)策3期-0.03%0.14%1.27%-0.603.529.860.01從容成長(zhǎng)5期-0.26%-0.21%1.51%-1.076.2788.500.00原君1期-0.11%-0.01%2.04%-0.936.72100.330.00投資精英(匯利A)-0.11%0.07%1.88%-0.173.170.860.65簡(jiǎn)適亨通1期-0.27%-0.17%2.12%-0.334.5416.130.00彤源2號(hào)0.14%0.49%2.80%-0.463.546.660.04淡水泉成長(zhǎng)9期-0.04%0.17%2.20%-0.623.8413.090.00武當(dāng)14期-0.16%-0.08%1.82%-0.403.324.290.12遠(yuǎn)策4期-0.05%0.20%1.31%-0.723.7515.330.00同威1期(平安)-0.15%-0.03%1.91%-0.093.904.870.09弘酬3期-0.12%-0.13%1.40%-0.203.261.270.53金百镕1期-0.05%-0.04%1.28%0.314.149.750.01投資精英(從容B)-0.26%-0.04%1.71%-0.996.5494.980.00投資精英(朱雀B)-0.07%0.17%1.50%-0.765.2843.370.00投資精英(匯利B)-0.10%0.06%1.88%-0.173.160.840.66投資精英(淡水泉B)-0.03%0.16%2.17%-0.674.0717.120.00投資精英(武當(dāng)B)-0.20%-0.09%2.11%-0.826.8099.290.00投資精英(星石B)0.02%0.01%0.28%-0.535.7851.370.00朱雀13期0.00%0.20%1.28%-0.704.8330.890.00新價(jià)值成長(zhǎng)1期(A)-0.40%-0.54%2.38%0.133.030.390.82朱雀10期-0.03%0.17%0.72%-0.653.5911.820.00泓湖2期-0.04%-0.15%0.70%0.442.347.040.03星石17期0.03%0.03%0.27%-0.214.2510.090.01鼎諾秋實(shí)1期0.11%0.39%2.12%-0.363.363.730.16柘弓1期-0.05%0.00%1.24%-0.423.747.280.03華夏優(yōu)選1號(hào)-0.12%0.02%1.49%-0.7312.99590.690.00覽眾1期-0.13%-0.15%1.35%-0.373.414.100.13朱雀11期-0.06%0.00%0.68%-0.663.2910.530.01黃金優(yōu)選1期2號(hào)-0.04%0.16%2.18%-0.684.0417.050.00黃金優(yōu)選1期1號(hào)-0.04%0.17%2.18%-0.684.0316.800.00圖原精選1期-0.33%-0.14%1.84%-0.824.8134.370.00豐瑞世紀(jì)1期-0.09%0.14%1.74%-0.733.7015.080.00民森H號(hào)0.09%-0.05%0.91%-0.322.832.480.29新價(jià)值成長(zhǎng)1期(B)-0.40%-0.54%2.38%0.133.030.380.82長(zhǎng)江2期(B)-0.05%-0.10%0.83%-0.105.0424.240.00民森D號(hào)0.01%-0.34%1.12%0.394.1310.940.00重陽(yáng)5期0.00%0.16%1.11%-0.272.801.890.39麥星0.01%0.04%0.74%-0.272.931.740.42萬(wàn)豐友方避險(xiǎn)增值1期0.09%0.11%0.27%-0.503.406.730.03萬(wàn)豐友方避險(xiǎn)增值2期0.08%0.08%0.27%-0.713.3412.220.00萬(wàn)豐友方穩(wěn)健成長(zhǎng)1期-0.13%-0.14%0.46%-0.242.403.390.18萬(wàn)豐友方穩(wěn)健成長(zhǎng)2期-0.12%-0.17%0.51%0.042.322.710.26萬(wàn)豐友方穩(wěn)健成長(zhǎng)3期-0.11%-0.07%0.50%-0.482.596.360.04國(guó)富精選2號(hào)0.02%-0.01%2.15%-0.635.8556.220.00光大銀行基金寶-均衡價(jià)值-0.11%-0.03%1.67%-0.533.327.070.03滬深300指數(shù)-0.27%-0.42%2.96%-0.243.502.800.25圖表SEQ圖表\*ARABIC11私募基金不同最低要求收益率下的Omega值基金名稱(chēng)/最低收益率00.010.020.030.040.050.060.070.080.09明達(dá)1.081.061.031.010.980.960.940.920.900.88天馬穩(wěn)健增長(zhǎng)0.970.940.920.890.870.840.820.800.770.75天馬0.970.910.860.810.760.720.670.630.600.56明達(dá)2期1.141.101.071.031.000.970.940.920.890.86惠理價(jià)值1期0.850.820.800.780.760.750.730.710.690.68億龍中國(guó)1期0.590.520.470.420.380.340.310.280.250.23金牛1期0.860.840.820.810.790.770.750.740.720.71睿信0.820.800.780.760.730.710.690.680.660.64泓湖1期0.860.810.760.710.670.630.600.560.530.50東方港灣馬拉松1.081.061.041.021.000.990.970.950.930.92證大1期0.800.780.770.750.740.720.710.700.680.67景林豐收1.391.311.251.181.121.061.010.960.910.86尚誠(chéng)0.660.640.620.600.580.560.540.530.510.50明達(dá)3期1.151.121.081.051.020.990.960.930.900.88萬(wàn)利富達(dá)1.020.970.920.880.840.800.770.730.700.67睿信2期0.740.720.690.670.650.630.610.590.570.55睿信3期0.740.710.690.670.640.620.600.580.570.55民森A號(hào)1.051.000.950.910.870.830.790.750.720.69新同方0.310.270.230.200.180.160.140.130.110.10睿信4期0.750.730.700.680.660.630.610.590.570.56民森B號(hào)0.990.940.900.860.820.790.750.720.690.66星石1期1.501.040.720.510.360.260.190.140.100.07云程泰資本增值1.021.000.990.970.950.940.920.910.900.88星石3期1.541.080.760.540.390.280.210.160.120.09朱雀1期(深國(guó)投)0.970.920.880.830.790.740.710.670.630.60景泰復(fù)利回報(bào)1期(國(guó)投)0.920.910.890.870.850.830.820.800.780.77道合0.730.700.670.640.620.590.570.540.520.50淡水泉成長(zhǎng)1期0.960.940.920.900.880.860.850.830.810.80美聯(lián)融通1期0.670.650.630.610.590.570.550.530.520.50紅山1期0.540.520.500.480.470.450.440.420.410.39林園2期1.561.511.451.401.351.301.261.211.171.13林園3期1.621.571.511.461.411.361.311.271.231.19尚雅1期(深國(guó)投)0.870.850.820.800.780.750.730.710.690.67武當(dāng)1期0.770.750.730.710.690.670.660.640.620.61武當(dāng)2期(深國(guó)投)0.800.780.760.740.720.710.690.670.650.64鑫鵬1期0.510.490.470.450.430.410.390.380.360.34開(kāi)寶1期0.490.470.460.440.420.410.390.380.370.35龍馬0.320.310.290.280.270.260.250.230.220.22君豐1期0.780.760.740.710.690.670.650.630.610.60時(shí)策1期0.270.260.250.250.240.230.230.220.210.21金域藍(lán)灣1期0.610.580.560.540.510.490.470.460.440.42塔晶老虎1期0.940.920.900.880.860.840.820.800.790.77證大價(jià)值0.800.780.760.750.730.720.700.690.670.66尚雅2期0.790.770.740.720.700.680.660.640.620.60勵(lì)石1號(hào)0.910.880.850.830.810.780.760.740.720.70先鋒1號(hào)0.730.710.680.650.620.600.580.550.530.51尚雅3期0.660.640.620.600.580.560.540.530.510.50中國(guó)優(yōu)質(zhì)1號(hào)0.750.730.710.700.680.660.640.630.610.60龍騰0.670.650.630.600.580.560.540.520.510.49景泰復(fù)利回報(bào)2期0.930.910.890.870.850.840.820.800.790.77銀信寶0.540.520.510.490.470.450.440.420.410.40中國(guó)機(jī)會(huì)3期0.970.950.930.910.890.870.850.840.820.80瑞象豐年0.770.750.720.690.670.640.620.600.580.56合志同方1號(hào)0.640.600.570.540.510.480.460.430.410.39星石2期1.461.020.720.510.370.270.200.150.110.08朱雀2期(深國(guó)投)0.940.890.840.800.750.710.680.640.600.57林園1.631.551.491.421.361.301.241.191.141.09塔晶獅王0.870.850.840.830.820.800.790.780.770.76塔晶獅王2號(hào)0.860.840.830.820.810.790.780.770.760.75新價(jià)值1期0.690.680.660.650.640.630.610.600.590.58金中和西鼎1.081.051.031.010.990.960.940.920.900.88合贏(yíng)(粵財(cái))1.010.990.970.950.930.910.890.870.860.84廣金成長(zhǎng)0.540.520.500.480.470.450.440.420.410.39乾坤1號(hào)0.810.780.760.730.710.690.670.650.630.61以太0.680.650.620.590.570.540.520.500.480.46信合東方有限合伙39.3334.1028.0823.4619.2716.0613.6311.599.888.33鑫增長(zhǎng)1號(hào)0.950.930.920.900.880.870.850.840.820.81星石4期1.601.110.780.550.400.290.210.160.120.09星石5期1.501.050.740.520.370.270.200.150.110.08中歐瑞博成長(zhǎng)1期0.930.900.880.850.830.800.780.760.740.72東方遠(yuǎn)見(jiàn)1期(國(guó)民)0.670.640.620.590.570.550.530.510.500.48博頤精選0.940.900.870.830.800.770.740.710.690.66世通1期1.201.171.141.111.091.061.031.010.990.96尚雅4期0.690.660.640.620.600.580.560.550.530.51龍票1期(華潤(rùn))0.420.390.370.350.330.320.300.280.270.26智博方略快樂(lè)人生1號(hào)0.440.420.400.390.370.360.340.330.310.30淡水泉20080.960.940.920.900.880.860.840.820.810.79華銀金股典0.470.460.440.430.420.400.390.380.370.36合德豐泰0.650.630.610.590.570.550.530.510.490.48鵬遠(yuǎn)核心1期0.700.690.670.660.650.630.620.610.600.59景良能量1期0.580.530.480.440.410.370.340.320.290.27云程泰資本增值2期0.990.980.960.940.930.910.900.890.870.86從容優(yōu)勢(shì)2期0.770.750.730.710.690.670.650.640.620.61從容優(yōu)勢(shì)1期0.730.710.690.670.660.640.620.610.590.58世誠(chéng)揚(yáng)子2號(hào)1.000.970.940.920.890.870.840.820.800.78向日葵1號(hào)0.910.880.850.820.790.760.740.710.690.66新同方2期0.390.350.310.280.250.230.200.180.160.15國(guó)軒0.440.430.410.390.380.360.350.330.320.31泰石1期0.800.770.740.720.700.670.650.630.610.59新價(jià)值3期0.790.770.750.740.720.700.680.670.650.64新價(jià)值2期(粵財(cái))0.630.620.610.600.590.580.570.560.550.54價(jià)值聯(lián)成成長(zhǎng)2號(hào)1.000.970.950.930.900.880.860.840.820.80翼虎成長(zhǎng)1期1.251.201.141.091.041.000.960.920.880.85匯陽(yáng)匯峰0.740.710.680.650.630.610.580.560.540.52銘遠(yuǎn)巴克萊0.960.940.920.900.880.860.850.830.810.80六禾銀盞1期1.020.990.970.940.920.900.880.860.830.82武當(dāng)3期0.800.770.750.730.710.690.670.650.640.62海昊1號(hào)0.810.790.770.750.740.720.700.690.680.66智德持續(xù)增長(zhǎng)0.910.850.800.750.700.660.610.580.540.51普邦恒升聚富0.710.670.630.600.560.530.500.480.450.43星石6期1.481.040.740.520.380.280.200.150.110.08瑞天價(jià)值成長(zhǎng)1.000.950.910.870.830.790.750.720.690.66宏利2期0.600.580.560.540.520.500.490.470.460.44證大穩(wěn)健增長(zhǎng)0.760.750.730.720.710.700.680.670.660.65同威1期(深國(guó)投)0.510.500.480.470.450.440.430.410.400.39尚雅5期1.010.980.960.930.910.880.860.840.820.80麥爾斯通1期1.201.090.990.900.820.750.680.630.570.53君富1期0.810.790.780.760.750.730.720.700.690.67匯利優(yōu)選0.970.950.930.900.880.860.850.830.810.79未爾弗1期0.750.730.710.700.680.660.650.630.620.60價(jià)值聯(lián)成成長(zhǎng)3號(hào)0.790.770.750.730.710.690.670.650.630.61武當(dāng)4期0.760.740.720.700.680.670.650.630.610.60理成風(fēng)景1號(hào)1.161.111.061.020.980.940.900.870.840.80從容優(yōu)勢(shì)3期0.750.720.710.690.670.650.630.620.600.59星石7期1.491.040.730.510.370.270.200.150.110.08民森C號(hào)0.870.830.790.750.710.680.650.620.590.57博鴻智富1號(hào)0.670.640.610.580.550.520.500.480.460.44樂(lè)晟精選1.191.151.111.071.041.000.970.940.910.88鑫蘭瑞1.221.141.060.990.920.860.810.760.720.68重陽(yáng)1期0.940.900.860.820.780.750.720.680.650.63博頤精選2期0.890.860.820.790.760.730.700.680.650.63京福1號(hào)0.770.750.730.720.700.690.670.660.640.63金中和1期(深國(guó)投)0.900.880.850.830.810.790.770.750.730.71小海豚0.520.480.440.410.380.360.330.310.300.28創(chuàng)贏(yíng)1號(hào)0.840.820.800.780.760.740.730.710.690.68鼎輝1號(hào)1.411.381.351.321.291.261.231.201.171.15混沌1號(hào)(中融)0.900.880.860.850.830.810.800.780.770.75中歐瑞博1期0.980.930.890.840.800.760.720.690.660.62鼎鋒1期1.161.131.101.071.041.020.990.960.940.92朱雀1期(陜國(guó)投)1.030.970.910.860.810.770.730.690.650.61金瀛1號(hào)1.371.301.241.181.121.071.020.970.930.89重陽(yáng)2期0.950.910.870.830.790.760.720.690.660.63赑元成長(zhǎng)1期0.630.600.570.550.530.510.490.470.450.44長(zhǎng)金2號(hào)0.880.840.810.780.760.730.700.680.650.63智德持續(xù)增長(zhǎng)20.930.870.810.750.700.650.610.570.530.49價(jià)值聯(lián)成成長(zhǎng)1號(hào)0.770.750.730.710.690.670.650.640.620.60國(guó)淼1期0.730.720.710.700.690.690.680.670.660.66同威2期0.610.590.570.550.530.510.500.480.460.45宏石1號(hào)1.211.181.151.131.101.071.051.021.000.97歲騰1號(hào)0.690.680.660.650.640.620.610.600.580.57麥爾斯通3期1.201.090.990.900.810.740.680.620.570.53麥爾斯通2期1.340.900.550.350.260.190.150.120.110.09盈捷九頭鳥(niǎo)2期0.590.570.540.520.500.470.450.430.420.40盈捷九頭鳥(niǎo)1期0.630.600.580.560.540.520.500.480.470.45安蘇1號(hào)0.800.780.760.750.730.710.690.670.660.64智德精選0.850.800.750.710.670.630.600.560.530.50融興進(jìn)取0.600.580.570.550.530.520.500.490.480.46星石9期1.270.940.690.510.380.280.210.160.130.10武當(dāng)5期0.750.730.710.690.670.650.630.620.600.58星石12期1.261.030.850.700.580.480.400.330.280.24星石10期1.471.020.720.510.360.270.190.140.100.08從容穩(wěn)健2期0.800.780.760.740.720.700.680.660.640.63星石11期1.521.060.750.530.380.280.200.150.110.08金中和2期0.900.880.850.830.810.790.770.750.730.71朱雀4期0.890.860.830.800.770.750.720.700.670.65武當(dāng)6期0.770.750.730.710.690.670.650.640.620.60菁英時(shí)代成長(zhǎng)1號(hào)0.720.700.680.670.650.630.610.600.580.57武當(dāng)7期0.750