This site presents selected fund-of-funds research and interactive tools. All results are for research only and do not constitute investment advice, an offering, or a trading instruction.
Research universe
FOF Research Pool
Only funds approved for public display are shown. Filter by category, official Chinese fund name, or code.
Fund code
Official fund name
Category
Composite score
3-year return
3-year Sharpe
3-year max drawdown
Historical research portfolios
Three FOF Profiles
Shows research weights and historical metrics. Correlations, risk attribution, constraints, rebalance differences, manual review, and frozen inputs are not displayed.
Selection order
Fund code
Official fund name
Category
Target weight
Independent calculation
FOF Research Calculator
Filters precomputed historical scenarios from the public research sample. It does not save, trade, or alter the formal research portfolios.
Set the criteria and select “Calculate research portfolio.”
Score methodology
Score Details
Select “View basis” for a fund to expand its inputs, percentiles, and score components on this page.
Composite score: 100 points
Long-term performance contributes 90 points and scale stability contributes 10. With a complete five-year window, the three- and five-year windows receive 40% and 60% of the performance weight. Otherwise, only the complete three-year window is used. Within each horizon: return 35%, Sharpe 30%, maximum drawdown 20%, and excess return versus the category benchmark 15%.
Sh,m = 90 × wh × wm × Ph,m; S = ΣSh,m + Sscale
Fund code
Official fund name
Category
Composite score
Long-term performance
Scale stability
Calculation basis
Methodology
Pool Entry and Promotion Rules
Detailed criteria within the scope of the public research edition.
Step 1
Off-exchange research universe and observation
A/C classes, exchange/off-exchange classes, and historical share classes are consolidated into one research entity before ETF bodies are excluded. ETF feeder funds follow the off-exchange fund review path. A fund is hard-excluded from the current non-QDII FOF if its name, fund type, or category contains QDII.
Funds that do not yet qualify but have a clear trigger remain under observation—for example, approaching three years since inception, reopening subscriptions, crossing a scale threshold, or reaching the manager-tenure threshold. Observation does not imply poor quality.
Step 2
Observation to reserve
Non-mixed-fund path: the fund must be available off exchange, at least three years old, open for subscription, and above the research scale threshold.
Active mixed-fund path: in addition to the common conditions, the median equity allocation over the latest four quarters must be at least 65% for equity-oriented mixed funds. Flexible-allocation funds must remain between 60% and 85% without breaching the style floor. The two paths are evaluated and audited separately.
Step 3
Reserve to candidate
All conditions must be met: available off exchange, open for subscription, at least three years old, current scale of at least RMB 50 million, current manager tenure of at least 548 days, and an auditable total-return history. Mixed funds must also remain style-comparable. Eligibility is bidirectional: a fund is demoted when a condition fails, while historical evidence is retained.
Step 4
Candidate to FOF research pool
In addition to candidate eligibility, the fund must have a completed total-return audit, a reconciled review queue, a score calculated no earlier than the audit, at least 10 category peers, non-negative and non-missing one- and three-year Sharpe ratios, a non-missing composite score, a three-year return at or above the category median, a three-year maximum drawdown no more than five percentage points worse than the category median, qualifying manager and scale conditions, and at least two formally verified scale snapshots.