Product Goldstream Evolution Series》 

 

China A+H-share Market Neutral Index

Interested clients can download “Goldstream Connect” to include this index into their portfolios or contact our client service team

Index Highlights

  • Absolute Return:The index pursuits absolute return in the highly volatile China A-share and Hong Kong market. 

  • Systematic Approach:Niu One algorithm extracts the best ideas from 2700+ analysts and 1800+ portfolio managers to construct the portfolio. 

  • Market Neutral:  The portfolio is balanced with shorting the corresponding market index leaving little market exposure. 

  • Stable Return:In the past three years' bull & bust markets, the index generates positive returns every year and 79% of the months. The average annual return was 8%. 

  • Low Draw-down:  In the past three years the largest draw-down was -2.67% as compared to ~-30% of the market.

  • Low Volatility:  In the past three years the annualized volatility was 3.59%, comparable to the bond index.

  • Good Liquidity:  The underlying assets are highly liquid while the index fund provides quarterly liquidity with first-year lock-up.   

 

Index Performance 

 

 

Index Statistics

 

Index Description

  • The index pursuits absolute return in the highly volatile China A-share and Hong Kong market. 

  • Niu One algorithm extracts the best ideas from 2700+ analysts and 1800+ portfolio managers to construct the portfolio. The portfolio is balanced with shorting the corresponding market index leaving little market exposure. 

  • In the nutshell, the index tries to capture the "idea quality differential" between the best investment professionals and all market participants including more than 100 million retail investors.

 

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