德勝基金研究中心:6月抗震基金排行榜
http://www.sina.com.cn 2007年06月13日 14:54 德勝基金研究中心
德勝基金研究中心 江賽春
我們根據最新數據,計算了6月的開放式基金抗跌排行榜全表,分別按不同的基金類型列出。僅列出股票投資比例較高的基金類型。(注:不滿一年時間的開放式基金不包括在內)
表中四個時間,分別表示今年以來四次比較明顯的市場調整中,基金的凈值跌幅。分別是,1月29日至2月5日、2月26日至2月27日、4月18日至4月19日,以及最近的5月29日至6月4日。
表1:股票型基金抗跌排行榜(截至6月4日)
基金名稱 |
近一年Beta系數 |
近一年負Beta系數 |
近兩年Beta系數 |
近兩年負Beta系數 |
2007-2-5 |
2007-2-27 |
2007-4-19 |
2007-6-4 |
金鷹優選 |
0.57 |
0.34 |
0.59 |
0.40 |
-6.40% |
-5.30% |
-1.27% |
-10.50% |
南方穩健 |
0.72 |
0.37 |
0.75 |
0.42 |
-1.65% |
-7.97% |
-1.48% |
-8.42% |
融通成長 |
0.57 |
0.40 |
0.59 |
0.45 |
-6.88% |
-5.48% |
-3.40% |
-8.81% |
富國天益 |
0.79 |
0.42 |
0.75 |
0.53 |
-8.61% |
-8.69% |
-5.09% |
-8.69% |
中銀增長 |
0.78 |
0.44 |
- |
- |
-6.31% |
-8.23% |
-3.51% |
-9.63% |
天治核心 |
0.81 |
0.44 |
- |
- |
-8.46% |
-8.33% |
-2.16% |
-17.65% |
荷銀成長 |
0.73 |
0.44 |
0.67 |
0.55 |
-6.52% |
-7.44% |
-3.50% |
-8.68% |
普天收益 |
0.62 |
0.44 |
0.65 |
0.50 |
-8.23% |
-7.47% |
-3.29% |
-11.60% |
華寶動力 |
0.63 |
0.46 |
- |
- |
-9.01% |
-9.04% |
-3.77% |
-8.15% |
寶康消費品 |
0.59 |
0.50 |
0.57 |
0.52 |
-7.54% |
-6.73% |
-2.91% |
-8.17% |
華泰中國 |
0.73 |
0.50 |
- |
- |
-8.08% |
-7.42% |
-3.69% |
-9.70% |
長城消費 |
0.66 |
0.51 |
- |
- |
-10.22% |
-8.59% |
-3.79% |
-7.92% |
廣發聚富 |
0.69 |
0.52 |
0.71 |
0.57 |
-8.47% |
-7.60% |
-4.55% |
-10.60% |
華安創新 |
0.68 |
0.52 |
0.67 |
0.54 |
-5.55% |
-7.07% |
-2.64% |
-10.23% |
萬家公用 |
0.58 |
0.52 |
- |
- |
-6.09% |
-6.55% |
-3.09% |
-12.59% |
建信恒久 |
0.75 |
0.52 |
- |
- |
-10.61% |
-8.39% |
-3.65% |
-10.79% |
金鷹精選 |
0.65 |
0.54 |
0.68 |
0.53 |
-5.03% |
-6.11% |
-3.24% |
-15.60% |
海富通精選 |
0.68 |
0.55 |
0.68 |
0.54 |
-6.40% |
-6.94% |
-3.23% |
-9.10% |
交銀精選 |
0.65 |
0.56 |
- |
- |
-7.91% |
-6.44% |
-3.66% |
-8.49% |
荷銀穩定 |
0.62 |
0.56 |
0.64 |
0.53 |
-9.58% |
-7.43% |
-3.62% |
-5.22% |
博時精選 |
0.68 |
0.58 |
0.67 |
0.51 |
-5.06% |
-6.69% |
-4.21% |
-10.10% |
博時價值 |
0.73 |
0.58 |
0.71 |
0.56 |
-10.05% |
-6.35% |
-3.96% |
-6.63% |
廣發聚豐 |
0.82 |
0.59 |
- |
- |
-11.27% |
-8.90% |
-4.80% |
-11.89% |
華夏成長 |
0.80 |
0.59 |
0.77 |
0.63 |
-8.21% |
-7.88% |
-4.00% |
-9.79% |
荷銀周期 |
0.71 |
0.60 |
0.72 |
0.65 |
-11.56% |
-7.55% |
-3.78% |
-9.23% |
光大紅利 |
0.84 |
0.60 |
- |
- |
-10.16% |
-7.82% |
-4.50% |
-11.93% |
鵬華成長 |
0.71 |
0.60 |
0.69 |
0.61 |
-8.24% |
-6.77% |
-4.04% |
-9.89% |
國泰精選 |
0.73 |
0.61 |
0.68 |
0.62 |
-9.26% |
-8.82% |
-3.61% |
-10.27% |
景順增長 |
0.74 |
0.62 |
0.73 |
0.62 |
-11.57% |
-6.74% |
-3.20% |
-9.06% |
招商成長 |
0.79 |
0.62 |
- |
- |
-9.61% |
-8.47% |
-4.07% |
-11.25% |
博時主題 |
0.67 |
0.62 |
0.66 |
0.54 |
-9.06% |
-8.37% |
-4.45% |
-7.27% |
銀華88 |
0.82 |
0.62 |
0.78 |
0.67 |
-12.15% |
-8.87% |
-4.26% |
-9.34% |
景順資源 |
0.78 |
0.62 |
- |
- |
-12.68% |
-7.88% |
-3.30% |
-9.46% |
銀華優選 |
0.86 |
0.63 |
- |
- |
-10.28% |
-9.07% |
-4.97% |
-9.78% |
上投阿爾法 |
0.74 |
0.63 |
- |
- |
-9.62% |
-8.18% |
-4.08% |
-9.73% |
景順股票 |
0.71 |
0.64 |
0.68 |
0.59 |
-10.83% |
-7.37% |
-3.21% |
-9.66% |
華寶增長 |
0.83 |
0.64 |
0.78 |
0.61 |
-11.29% |
-8.96% |
-4.31% |
-9.40% |
大成價值 |
0.74 |
0.65 |
0.71 |
0.64 |
-6.22% |
-7.34% |
-3.09% |
-10.72% |
保德信量化 |
0.86 |
0.66 |
0.83 |
0.69 |
-10.39% |
-8.45% |
-4.72% |
-11.64% |
申萬新動力 |
0.86 |
0.67 |
- |
- |
-8.94% |
-8.53% |
-1.48% |
-12.22% |
荷銀精選 |
0.87 |
0.68 |
0.83 |
0.69 |
-11.47% |
-8.86% |
-5.06% |
-9.71% |
國投核心 |
0.87 |
0.69 |
- |
- |
-11.98% |
-9.58% |
-4.26% |
-7.46% |
工銀價值 |
0.80 |
0.69 |
- |
- |
-9.82% |
-8.60% |
-3.71% |
-9.36% |
金鷹增長 |
0.77 |
0.70 |
0.73 |
0.68 |
-12.34% |
-8.83% |
-3.13% |
-10.97% |
中信紅利 |
0.81 |
0.70 |
- |
- |
-8.18% |
-7.95% |
-4.57% |
-14.03% |
招商股票 |
0.73 |
0.71 |
0.71 |
0.63 |
-7.64% |
-6.21% |
-3.34% |
-11.47% |
長信金利 |
1.04 |
0.72 |
- |
- |
-9.38% |
-9.03% |
-3.65% |
-15.80% |
海通股票 |
0.80 |
0.74 |
- |
- |
-10.30% |
-7.81% |
-4.00% |
-11.68% |
景順鼎益 |
0.75 |
0.77 |
0.70 |
0.64 |
-11.99% |
-7.95% |
-3.26% |
-9.60% |
諾安股票 |
0.71 |
0.78 |
- |
- |
-7.82% |
-7.97% |
-3.90% |
-12.76% |
寶盈沿海 |
0.77 |
0.80 |
0.70 |
0.63 |
-10.01% |
-6.45% |
-3.72% |
-13.69% |
易方達成長 |
0.88 |
0.81 |
0.81 |
0.74 |
-8.94% |
-8.61% |
-3.76% |
-12.13% |
融通景氣 |
0.93 |
0.81 |
0.83 |
0.75 |
-12.13% |
-8.08% |
-4.58% |
-13.59% |
南方高增 |
0.80 |
0.81 |
- |
- |
-12.66% |
-9.16% |
-1.85% |
-9.90% |
融通深100 |
0.98 |
0.83 |
0.95 |
0.85 |
-11.68% |
-8.97% |
-4.64% |
-14.91% |
長信精選 |
0.81 |
0.83 |
0.76 |
0.68 |
-10.79% |
-6.80% |
-3.34% |
-12.90% |
長城久泰 |
0.88 |
0.84 |
0.88 |
0.80 |
-11.24% |
-7.96% |
-4.53% |
-14.38% |
華安MSCI |
0.87 |
0.84 |
0.84 |
0.74 |
-11.75% |
-8.72% |
-4.51% |
-13.54% |
博時裕富 |
0.76 |
0.84 |
0.78 |
0.77 |
-12.06% |
-8.75% |
-4.17% |
-12.43% |
50ETF |
0.77 |
0.84 |
0.77 |
0.75 |
-14.14% |
-9.45% |
-4.09% |
-10.90% |
易方達50 |
0.77 |
0.85 |
0.76 |
0.74 |
-13.37% |
-9.22% |
-4.31% |
-9.95% |
融通巨潮 |
0.83 |
0.85 |
- |
- |
-12.91% |
-9.50% |
-4.43% |
-11.47% |
萬家180 |
0.82 |
0.85 |
0.79 |
0.75 |
-11.45% |
-8.94% |
-4.32% |
-12.84% |
易方達策略 |
0.97 |
0.86 |
0.88 |
0.81 |
-9.95% |
-8.64% |
-3.66% |
-12.04% |
寶盈鴻利 |
0.72 |
0.89 |
0.73 |
0.69 |
-7.61% |
-5.45% |
-3.90% |
-11.91% |
南方積配 |
0.82 |
0.89 |
0.77 |
0.78 |
-12.90% |
-8.81% |
-3.90% |
-9.02% |
180ETF |
0.87 |
0.90 |
- |
- |
-12.87% |
-9.32% |
-4.53% |
-14.02% |
德盛精選 |
0.81 |
0.91 |
- |
- |
-4.69% |
-7.71% |
-5.24% |
-16.25% |
深100ETF |
0.99 |
0.91 |
- |
- |
-11.25% |
-9.17% |
-4.89% |
-15.49% |
大成300 |
0.88 |
0.91 |
- |
- |
-11.61% |
-8.56% |
-4.10% |
-15.19% |
廣發小盤 |
0.89 |
0.93 |
0.88 |
0.88 |
-7.73% |
-8.81% |
-4.11% |
-17.71% |
巨田基礎 |
0.85 |
0.99 |
0.79 |
0.76 |
-8.37% |
-7.64% |
-3.03% |
-18.55% |
嘉實300 |
0.97 |
1.02 |
- |
- |
-13.39% |
-8.77% |
-4.51% |
-15.15% |
上證指數 |
1.00 |
1.00 |
1.00 |
1.00 |
-11.30% |
-8.84% |
-4.52% |
-15.33% |
表2:偏股混合型基金抗跌排行榜(截至6月4日)
基金名稱 |
近一年Beta系數 |
近一年負Beta系數 |
近兩年Beta系數 |
近兩年負Beta系數 |
2007-2-5 |
2007-2-27 |
2007-4-19 |
2007-5-30 |
嘉實成長 |
0.43 |
0.32 |
0.53 |
0.32 |
-5.13% |
-3.87% |
-3.09% |
-6.80% |
盛利精選 |
0.66 |
0.38 |
0.64 |
0.46 |
-8.31% |
-6.97% |
-3.67% |
-7.74% |
信誠四季紅 |
0.68 |
0.43 |
- |
- |
-8.10% |
-6.64% |
-3.72% |
-9.55% |
荷銀效率 |
0.61 |
0.44 |
- |
- |
-9.12% |
-7.06% |
-3.40% |
-8.15% |
嘉實增長 |
0.66 |
0.47 |
0.66 |
0.53 |
-5.83% |
-7.08% |
-3.39% |
-7.88% |
嘉實穩健 |
0.60 |
0.47 |
0.61 |
0.48 |
-11.50% |
-6.85% |
-3.13% |
-5.98% |
廣發穩健 |
0.66 |
0.47 |
0.67 |
0.53 |
-9.82% |
-7.81% |
-4.62% |
-7.97% |
富國動態 |
0.59 |
0.50 |
0.58 |
0.57 |
-5.10% |
-6.43% |
-0.46% |
-5.31% |
富國天瑞 |
0.63 |
0.51 |
0.66 |
0.55 |
-8.79% |
-8.18% |
-5.04% |
-9.44% |
銀華優勢 |
0.66 |
0.52 |
0.62 |
0.58 |
-8.88% |
-6.88% |
-3.61% |
-5.86% |
長盛成長 |
0.58 |
0.52 |
0.59 |
0.57 |
-7.52% |
-5.90% |
-2.92% |
-11.33% |
銀河穩健 |
0.84 |
0.56 |
0.82 |
0.58 |
-8.99% |
-7.98% |
-3.75% |
-11.61% |
富國天惠 |
0.68 |
0.56 |
- |
- |
-9.45% |
-9.46% |
-3.93% |
-7.92% |
招商先鋒 |
0.63 |
0.57 |
0.66 |
0.49 |
-7.05% |
-7.20% |
-3.51% |
-10.01% |
華夏精選 |
0.88 |
0.58 |
0.84 |
0.57 |
-5.85% |
-7.14% |
-4.24% |
-12.63% |
添富優勢 |
0.82 |
0.60 |
- |
- |
-10.70% |
-8.62% |
-3.92% |
-9.74% |
興業趨勢 |
0.78 |
0.61 |
- |
- |
-8.21% |
-7.99% |
-3.93% |
-6.35% |
中海成長 |
0.76 |
0.62 |
0.77 |
0.60 |
-7.98% |
-8.15% |
-4.46% |
-12.67% |
諾安平衡 |
0.68 |
0.62 |
0.66 |
0.53 |
-4.57% |
-7.62% |
-3.46% |
-9.02% |
易方達增長 |
0.60 |
0.64 |
0.58 |
0.61 |
-6.89% |
-6.66% |
-3.01% |
-10.43% |
天治優選 |
0.87 |
0.64 |
0.78 |
0.64 |
-11.20% |
-8.74% |
-2.41% |
-16.71% |
東方精選 |
0.81 |
0.67 |
- |
- |
-8.88% |
-7.44% |
-3.67% |
-12.42% |
鵬華50 |
0.72 |
0.67 |
0.71 |
0.67 |
-4.52% |
-6.74% |
-3.93% |
-14.44% |
長城平衡 |
0.60 |
0.69 |
0.62 |
0.61 |
-9.98% |
-6.13% |
-3.40% |
-9.37% |
嘉禾精選 |
0.79 |
0.73 |
0.75 |
0.61 |
-9.25% |
-8.93% |
-2.15% |
-12.16% |
德盛穩健 |
0.76 |
0.74 |
0.68 |
0.66 |
-8.24% |
-6.95% |
-3.78% |
-10.85% |
新藍籌 |
0.82 |
0.74 |
0.76 |
0.70 |
-10.59% |
-7.51% |
-3.79% |
-10.93% |
泰信策略 |
0.86 |
0.75 |
0.86 |
0.72 |
-10.30% |
-7.58% |
-2.43% |
-13.72% |
大成精選 |
0.93 |
0.75 |
0.89 |
0.73 |
-12.39% |
-9.31% |
-4.45% |
-11.31% |
大成穩健 |
0.88 |
0.78 |
0.79 |
0.73 |
-11.44% |
-8.71% |
-3.72% |
-10.55% |
上投優勢 |
0.96 |
0.87 |
0.91 |
0.86 |
-11.65% |
-8.21% |
-4.56% |
-14.35% |
長盛精選 |
0.79 |
0.87 |
0.74 |
0.79 |
-5.72% |
-6.55% |
-1.59% |
-13.56% |
華富優選 |
0.95 |
0.90 |
0.91 |
0.88 |
-11.22% |
-8.22% |
-4.18% |
-16.38% |
巨田資源 |
0.94 |
0.91 |
- |
- |
-10.93% |
-9.65% |
-3.88% |
-15.24% |
國泰回報 |
0.82 |
0.94 |
0.75 |
0.79 |
-8.30% |
-8.51% |
-3.34% |
-14.47% |
上證指數 |
1.00 |
1.00 |
1.00 |
1.00 |
-11.30% |
-8.84% |
-4.52% |
-15.33% |
表3:配置混合型基金抗跌排行榜(截至6月4日)
基金名稱 |
近一年Beta系數 |
近一年負Beta系數 |
近兩年Beta系數 |
近兩年負Beta系數 |
2007-2-5 |
2007-2-27 |
2007-4-19 |
2007-5-30 |
盛利配置 |
0.34 |
0.12 |
0.29 |
0.15 |
-5.11% |
-3.82% |
-1.54% |
-4.09% |
荷銀預算 |
0.37 |
0.24 |
0.36 |
0.24 |
-5.21% |
-4.37% |
-2.34% |
-7.74% |
中國精選 |
0.54 |
0.29 |
0.56 |
0.31 |
-4.25% |
-5.98% |
-4.10% |
-8.65% |
華夏回報 |
0.72 |
0.39 |
0.71 |
0.55 |
-7.59% |
-6.93% |
-2.89% |
-8.64% |
上投雙息 |
0.63 |
0.39 |
- |
- |
-10.13% |
-7.05% |
-3.77% |
-8.27% |
德盛小盤 |
0.72 |
0.40 |
0.66 |
0.46 |
-6.73% |
-7.70% |
-2.88% |
-7.48% |
寶康配置 |
0.52 |
0.43 |
0.57 |
0.47 |
-4.18% |
-5.75% |
-3.30% |
-9.80% |
國海收益 |
0.41 |
0.48 |
- |
- |
-8.48% |
-5.13% |
-2.64% |
-8.20% |
德盛安心 |
0.50 |
0.50 |
- |
- |
-9.51% |
-6.57% |
-2.76% |
-5.37% |
中信配置 |
0.64 |
0.51 |
0.63 |
0.50 |
-7.82% |
-6.95% |
-3.86% |
-9.95% |
嘉實服務 |
0.68 |
0.52 |
0.69 |
0.48 |
-9.89% |
-8.20% |
-3.85% |
-10.17% |
國投景氣 |
0.69 |
0.53 |
0.65 |
0.55 |
-10.39% |
-7.35% |
-3.60% |
-9.18% |
景順平衡 |
0.64 |
0.54 |
0.58 |
0.48 |
-11.53% |
-7.42% |
-2.76% |
-5.95% |
華夏紅利 |
0.82 |
0.54 |
- |
- |
-8.41% |
-7.68% |
-4.15% |
-13.12% |
招商平衡 |
0.55 |
0.55 |
0.53 |
0.47 |
-6.22% |
-4.93% |
-2.52% |
-8.27% |
海富通收益 |
0.67 |
0.56 |
0.62 |
0.51 |
-6.34% |
-7.30% |
-3.98% |
-11.21% |
中海紅利 |
0.72 |
0.64 |
- |
- |
-6.81% |
-8.19% |
-3.07% |
-12.40% |
天弘精選 |
0.72 |
0.65 |
- |
- |
-9.88% |
-8.44% |
-3.33% |
-12.35% |
天治增長 |
0.79 |
0.66 |
0.66 |
0.59 |
-9.44% |
-6.67% |
-2.26% |
-14.06% |
銀河銀泰 |
0.85 |
0.75 |
0.77 |
0.71 |
-11.85% |
-8.90% |
-3.87% |
-12.44% |
世紀分紅 |
0.87 |
0.83 |
- |
- |
-10.60% |
-7.38% |
-4.22% |
-15.76% |
東方龍 |
0.89 |
0.84 |
0.79 |
0.79 |
-9.17% |
-8.90% |
-4.68% |
-17.23% |
上證指數 |
1.00 |
1.00 |
1.00 |
1.00 |
-11.30% |
-8.84% |
-4.52% |
-15.33% |
表4:轉債混合型基金抗跌排行榜(截至6月4日)
基金名稱 |
近一年Beta系數 |
近一年負Beta系數 |
近兩年Beta系數 |
近兩年負Beta系數 |
2007-2-5 |
2007-2-27 |
2007-4-19 |
2007-5-30 |
華安配置 |
0.69 |
0.49 |
0.67 |
0.53 |
-8.11% |
-7.45% |
-3.52% |
-8.72% |
興業可轉債 |
0.52 |
0.53 |
0.49 |
0.43 |
-6.71% |
-6.24% |
-1.77% |
-7.52% |
上證指數 |
1.00 |
1.00 |
1.00 |
1.00 |
-11.30% |
-8.84% |
-4.52% |
-15.33% |
數據來源:德勝基金研究中心
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