中国大数据基金的业绩评价与对比分析

随着金融科技的迅速发展,大数据技术与证券投资的结合日益紧密,大数据基金应运而生,且越来越受到行业的重视。本文遴选18只大数据基金和6只投资结构类似的传统型基金,利用2018年4月1日到2020年3月31日相关数据从收益水平、风险状况、风险调整后收益、业绩归属能力对大数据基金进行考察,运用主成分分析法进行综合评价,并与传统型基金进行了对比分析。研究表明,与传统型基金相比,在考察期内,大数据基金的业绩表现更好,其中,被动指数型基金在各项指标上的优势更为明显,而主动管理型基金的优势相对较弱。

Performance Evaluation and Comparative Analysis of China Big Data Fund

The combination of big data technology and securities investment is increasingly close with the rapid development of financial technology. Big data fund emerges as the times require and is more and more valued by the industry. This paper evaluates the performance of big data fund and compares it with traditional fund based on 18 big data funds and 6 traditional funds with similar investment structure from April 1, 2018 to March 31, 2020 in terms of income level, risk status, risk adjusted income, performance attribution, using principal component analysis for comprehensive evaluation. The results show that compared with traditional funds, the performance of big data funds performed better during the survey period. Among them, passive index funds have more obvious advantages in various indicators, while the advantages of active management funds are relatively weak.