Research On The Securities Portfolio Strategy Of Strategy Select Fund

With the constant deepening of China's economic reform and the socialist market economy levels gradually increase, residents' portfolio investment has become a major channel for investment and financial management. So the fund investment is the main form of portfolio investment, also is one of the main object of study and content of the modern investment.Fund managers build the right portfolio and focus on both current income and long-term value in order to provide investors with long-term stability to the fund returns. Fund managers make dynamic portfolio between stocks, bonds and money funds to get the maximum of preservation and growth, also to gain stable returns. Modern portfolio theory can provide general guidelines for fund managers to do decentralized investments.This article is intended to Strategy Select Fund of China Asset Management Co., Ltd.. I made the research and evaluation on portfolio strategy and investment performance by the modern portfolio theory, and analyzed the evolution of portfolio strategy of ChinaAMC Strategy Select Fund in recent years and predicted approaching feasible direction. Doing example test with the actual situation of China's securities market in order to provide reference which fund the investors' choice.This article introduces strategy of asset allocation, stock portfolio management and bond portfolio management of ChinaAMC Strategy Select Fund, and evaluation of the applicability of various strategies, and describes important influence of the investment strategy and style impact for the fund performance.Analysis of ChinaAMC Strategy Select Fund can make good reference for other fund companies and portfolio of institutional investors. Which to some extent, promoting small and medium investors to establish the scientific institutions and disciplined investment philosophy, inhibiting of the current bubble of the speculative mind in stock market, optimizing the financial structure, improving the social security system, is conducive to long-term development and standardization in the stock market.