High-net-worth individuals currently focus on four major asset allocations, as highlighted in recent analysis:
1. **Quantitative Enhancement Strategies**: Primarily invested in small-cap stocks, with key risks tied to size factors and nonlinear factors. 2. **Sci-Tech Innovation Funds**: Vulnerable to domestic interest rate hikes triggering style shifts and potential AI bubble bursts due to reduced U.S. capital expenditure expectations. 3. **All-Weather Strategies**: Exposed to bond losses from rising rates and gold price declines. 4. **Overseas Assets**: Risks include RMB exchange rate fluctuations and U.S. AI sector volatility.
**Market Observations Confirm These Trends**: - **Margin Trading**: Since last September, margin balances surged by ¥1.1 trillion, heavily concentrated in TMT sectors led by tech giants. - **Private Funds**: From 2024 to October 2025, private fund assets grew by ¥1.8 trillion, with an estimated ¥1.5 trillion in quantitative strategies. - **ETFs**: In 2025, ETF assets jumped 53% to ¥5.74 trillion, led by Sci-Tech bonds, Hang Seng Tech, gold ETFs, and CSI 300 ETFs. Notably, the A500ETF saw ¥36.7 billion inflows in a month, with its size doubling since June.
**Performance Highlights**: - Top quantitative hedge funds delivered over 40% returns this year, outperforming active managers for three consecutive years. - Mixed equity funds rebounded with 32% gains, while broad indices like the A500ETF and CSI 300ETF rose 22% and 18%, respectively. - QDII funds and gold ETFs (many now capped) exceeded ¥100 billion, with "dividend-gold-Nasdaq" portfolios gaining traction.
**Global Sentiment Echoes Crowding Risks**: A global fund manager survey shows: - Macro optimism at its highest since August 2021. - Equity and commodity allocations peaked since February 2022, with cash levels hitting a record low of 3.3%. - AI泡沫 (37%) and private credit (40%) are seen as top tail risks, while "Mag 7" (54%) and gold (29%) remain crowded trades.
**Outlook Questions**: Can 2025’s "liquidity-driven rally" repeat? Key uncertainties include: - Whether crowded positions will reverse trends. - If rising rates will revive real estate. - Whether macro hedging is the best response to style rotations.
Amid the fog, investors continue seeking clarity.
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