in which selected value factor and small share

After nearly two years of development, as unique Quant fund categories increasing investor attention. 4 consecutive months of decline, the market rebounded strongly in October ushered in by the end of.　　Quantitative camp under the sharp sudden stop market does not go hand in hand, serious performance and differentiation. According to the data swtor credits, a total of 13 quantitative funds currently on the market, which contains 11 common stockTicket Fund, 1 Index Fund and 1 partial stocks mixed fund. As of November 15, 11 common equity Quant Funds only the last 3 months, 4 months, 5 months difference between the first and last performance of more than 10%. Main capital stocks (eleven-twenty fifths) unit fled to cut meat must regret having sudden boom is not likely in a move investors Gospel: tied up unitTicket saved! One of the most eye-catching is Morgan Stanley multi strategy Fund, in the last 3, 4, 5-month performance ranking are the first place. Since the Fund was established on May 17 this year, as of November 15, in the case of Shanghai composite index has dropped 11.32%, falling market rose 2.4%, during the same period the establishment of 18 common stock andStocks ranked 2nd in the mixed-type Fund. For outstanding performance, Morgan Stanley huaxin quantitative investment team leader Liu Zhao, said Morgan Stanley multi-factor stock selection and timing of the Fund's contribution to the excess profits in the near future about and 70%, in which selected value factor and small share, mainly due to market factors. He further explained that due to early cash-strapped SMEs shadowLarge, small stocks fell more deeply, but recent credit policy began to shift, SMEs are inclined.　　Therefore, small and low valuation companies is the Fund's recent gains in the market value of the two major driving forces. In his view, after early sharp callback swtor power leveling, some small and medium enterprises valuation is relatively reasonable investment opportunities gradually get market recognition.