Since July, market fluctuations have intensified, and the performance of quantitative strategic private equity products has been under pressure. However, judging from the segmentation strategy, the CTA strategy showed strong resilience. According to data from the Private Equity Ranking Network, as of July 24, quantified private equity earnings were less than 1% during the year. The average revenue of quantitative CTA strategy private equity products during the same period was close to 6%, and judging from the July performance, the quantitative CTA strategy's performance was more steady. According to data from the Private Equity Ranking Network, as of July 24, the average retracement of quantitative private equity products since July was 9.52%, accounting for only 17.35% of positive returns, while the average retracement of quantitative CTAs during the same period was only 1.8%, accounting for 38.68% of positive returns.

Zhitongcaijing · 1d ago
Since July, market fluctuations have intensified, and the performance of quantitative strategic private equity products has been under pressure. However, judging from the segmentation strategy, the CTA strategy showed strong resilience. According to data from the Private Equity Ranking Network, as of July 24, quantified private equity earnings were less than 1% during the year. The average revenue of quantitative CTA strategy private equity products during the same period was close to 6%, and judging from the July performance, the quantitative CTA strategy's performance was more steady. According to data from the Private Equity Ranking Network, as of July 24, the average retracement of quantitative private equity products since July was 9.52%, accounting for only 17.35% of positive returns, while the average retracement of quantitative CTAs during the same period was only 1.8%, accounting for 38.68% of positive returns.