上海诚奇私募基金管理有限公司成立于2013年9月，注册资本5000万元，登记编号P1001430，现为基金业协会观察会员及证券业协会观察员单位，具备投顾资格。截至2026年7月，公司管理资产总规模超700亿元。
公司定位：以国际先进量化投研框架结合本土长期实盘验证，通过多频段、多策略融合与高度分散持仓，为机构投资者创造稳健回报。
创始人何文奇具备10年以上A股量化实战经验，核心合伙人张万成拥有10年海外头部量化对冲基金研究管理经验；策略体系覆盖高、中、低频，量价、基本面与另类因子齐头并进；持仓高度分散，严控风险暴露，超额稳定性较高。
清华大学学士，东京工业大学硕士；历任Millennium Partners高级研究员、尊嘉资产投资经理、雨润国鼎基金经理；2013年创立诚奇基金，拥有10年以上国内量化投资实战经验。
北京大学物理学学士，中国科学院微电子博士；历任WorldQuant高级研究员、基金经理、中国区总经理、全球研究总监、首席研究官及投资决策委员会成员；2020年正式加入诚奇基金。
公司团队超100人，投研和IT人员占比超过8成；核心成员具备国际一线对冲基金背景与长期国内量化投资实践经验，能够支撑大规模策略研发、组合构建与实盘交易。
诚奇以量化多策略为核心，融合高、中、低频信号，覆盖量价、基本面与另类因子，通过算法交易与网下打新、日内T0等策略增厚收益。
整合公司报表、新闻研报、传统量价、高频盘口及互联网平台等多元数据。
在传统多因子、多层统计与人工智能方法基础上持续迭代，提升预测精度。
结合策略评估、产品组合、仓位管理与风险指标，输出目标组合。
通过订单管理、算法交易、高频做市与实时风控实现高效执行。
以下策略线均已纳入中信建投财富代销评估体系，相关数据来源于管理人提供的经托管复核的净值材料，统计截至 2026年8月7日，具体以基金合同及管理人最新披露为准。
策略特点：通过数理统计、数据挖掘与量化分析构建多头组合，配合股指期货等工具进行风险对冲，严格控制多头与空头之间的风险敞口，力争在不同市场环境下获取绝对收益。
收益来源：主要来源于量化选股Alpha，通过中高频换手捕捉市场短期统计型机会并累积收益。
| 年份 | 年度累计 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 0.15% | — | — | — | — | — | — | — | — | — | — | 0.07% | 0.08% |
| 2020 | 29.24% | 1.88% | 2.71% | 0.89% | 2.71% | 2.01% | 2.83% | 6.15% | 2.47% | 0.40% | 0.88% | 0.27% | 2.85% |
| 2021 | 13.68% | 2.02% | -0.73% | 0.01% | 0.06% | 0.59% | 2.99% | 6.65% | 2.66% | -0.68% | -1.38% | 3.20% | -2.18% |
| 2022 | 7.58% | -0.37% | 0.61% | 2.69% | 0.01% | 1.87% | 1.63% | 1.93% | -0.29% | -2.01% | -1.68% | 0.35% | 2.73% |
| 2023 | 8.36% | 0.13% | 1.48% | -0.71% | 0.49% | 0.80% | 1.29% | -0.17% | 1.36% | 1.00% | 0.53% | 2.26% | -0.37% |
| 2024 | 7.28% | 1.30% | -3.98% | 2.52% | -0.28% | 1.81% | 1.08% | 0.02% | -0.71% | -3.13% | 2.80% | 5.20% | 0.78% |
| 2025 | 12.00% | 1.87% | 1.31% | 1.22% | 0.66% | 1.12% | -0.05% | 2.43% | 0.52% | 0.48% | 0.68% | 1.62% | -0.44% |
| 2026 | 8.90% | -1.29% | 2.15% | 2.11% | 1.20% | 3.29% | 2.68% | -5.08% | 3.82% | — | — | — | — |
| 持有时间 | 最高收益 | 最低收益 | 平均收益 | 收益为正概率 | 年化大于5%的概率 |
|---|---|---|---|---|---|
| 0.5年 | 20.64% | -1.82% | 6.23% | 96.28% | 78.33% |
| 1年 | 30.59% | 0.39% | 12.06% | 100.00% | 88.89% |
| 2年 | 49.93% | 5.29% | 22.85% | 100.00% | 96.73% |
| 3年 | 59.73% | 11.17% | 33.29% | 100.00% | 97.95% |
数据来源：净值数据经过托管人复核，截至2026/8/7，未扣除业绩报酬。
策略特点：主要通过统计套利进行量化选股；通过数理统计、数据挖掘、量化分析市场各类信息，包含交易量价、买卖盘口、基本财务数据、技术指标、研究报告、相关新闻公告、论坛讨论等，寻求市场统计性规律，获取统计上能够超越中证500指数的股票组合。
收益来源：主要来源于中证500成分股中的选股Alpha，叠加交易算法与网下打新收益增厚。
| 年份 | 类型 | 年度累计 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 本基金 | 8.72% | — | — | — | — | — | — | — | — | -2.07% | 1.68% | 5.01% | 3.97% |
| 中证500 | -3.80% | — | — | — | — | — | — | — | — | -6.44% | -1.31% | 3.93% | 0.24% | |
| 超额收益 | 12.52% | — | — | — | — | — | — | — | — | 4.37% | 2.99% | 1.08% | 3.72% | |
| 2021 | 本基金 | 43.84% | 1.27% | 0.70% | -0.01% | 4.52% | 4.56% | 6.02% | 7.86% | 7.79% | -1.01% | -1.73% | 7.41% | 0.23% |
| 中证500 | 15.58% | -0.33% | 0.29% | -1.77% | 3.74% | 2.81% | 2.18% | -0.68% | 6.10% | -1.07% | -1.14% | 3.28% | 1.47% | |
| 超额收益 | 28.26% | 1.60% | 0.41% | 1.76% | 0.78% | 1.74% | 3.84% | 8.54% | 1.69% | 0.05% | -0.59% | 4.13% | -1.24% | |
| 2022 | 本基金 | -7.34% | -10.28% | 4.78% | -5.46% | -9.74% | 7.12% | 11.52% | 1.61% | -0.20% | -9.51% | -0.47% | 6.08% | -0.21% |
| 中证500 | -20.31% | -10.58% | 3.63% | -8.08% | -10.22% | 4.83% | 7.94% | -1.16% | 0.07% | -9.28% | 1.19% | 5.29% | -3.67% | |
| 超额收益 | 12.97% | 0.30% | 1.15% | 2.62% | 0.47% | 2.28% | 3.58% | 2.78% | -0.27% | -0.23% | -1.65% | 0.78% | 3.46% | |
| 2023 | 本基金 | 1.78% | 7.23% | 1.81% | -0.18% | -0.70% | -2.14% | 1.71% | 0.35% | -6.92% | 2.88% | -2.65% | 3.34% | -2.24% |
| 中证500 | -7.42% | 7.24% | 0.82% | -0.02% | -1.55% | -3.30% | -0.60% | 0.74% | -7.65% | 1.96% | -3.49% | 1.36% | -2.47% | |
| 超额收益 | 9.20% | -0.02% | 0.99% | -0.17% | 0.86% | 1.16% | 2.31% | -0.40% | 0.73% | 0.92% | 0.84% | 1.98% | 0.23% | |
| 2024 | 本基金 | 21.33% | -6.07% | 2.49% | 2.18% | 3.27% | -0.25% | -5.15% | -4.03% | -1.62% | 21.63% | 3.51% | 7.00% | -0.73% |
| 中证500 | 5.46% | -7.41% | 7.00% | -1.73% | 2.93% | -2.44% | -6.89% | -4.18% | -2.05% | 23.80% | 1.16% | 0.73% | -2.16% | |
| 超额收益 | 15.87% | 1.36% | -4.51% | 3.91% | 0.34% | 2.19% | 1.74% | 0.15% | 0.43% | -2.17% | 2.35% | 6.27% | 1.42% | |
| 2025 | 本基金 | 54.14% | 0.16% | 5.80% | 2.19% | -2.26% | 3.73% | 4.78% | 7.85% | 12.18% | 4.97% | 0.63% | -0.37% | 5.21% |
| 中证500 | 30.39% | -2.38% | 4.84% | -0.04% | -3.86% | 0.70% | 3.40% | 5.96% | 13.37% | 5.23% | -1.10% | -4.08% | 6.17% | |
| 超额收益 | 23.75% | 2.54% | 0.96% | 2.23% | 1.60% | 3.04% | 1.39% | 1.89% | -1.19% | -0.26% | 1.73% | 3.72% | -0.96% | |
| 2026 | 本基金 | 18.18% | 8.85% | 4.96% | -6.46% | 9.83% | 3.48% | 6.49% | -17.22% | 10.39% | — | — | — | — |
| 中证500 | 6.89% | 12.12% | 3.44% | -10.64% | 7.91% | 0.12% | 4.12% | -13.90% | 6.49% | — | — | — | — | |
| 超额收益 | 11.29% | -3.27% | 1.52% | 4.17% | 1.92% | 3.36% | 2.38% | -3.32% | 3.90% | — | — | — | — |
数据来源：净值数据经过托管人复核，指数数据来源于Wind，截至2026/8/7，未扣除业绩报酬。
策略特点：以中证1000指数为业绩基准，通过统计套利进行量化选股，获取超越中证1000指数的股票组合。
收益来源：依托中证1000成分股的高波动与高弹性特征，通过多频段预测模型挖掘成分股中的定价偏差。
| 年份 | 类型 | 年度累计 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 本基金 | 7.04% | — | — | — | — | — | — | — | — | — | 4.86% | 4.92% | -2.71% |
| 中证1000 | -3.15% | — | — | — | — | — | — | — | — | — | -2.67% | 3.61% | -3.96% | |
| 超额收益 | 10.19% | — | — | — | — | — | — | — | — | — | 7.53% | 1.31% | 1.25% | |
| 2024 | 本基金 | 19.20% | -7.25% | -2.59% | 4.18% | 1.59% | 0.13% | -5.19% | -3.55% | -0.64% | 22.12% | 4.63% | 8.74% | -1.38% |
| 中证1000 | 1.20% | -10.49% | 2.51% | 0.73% | 1.03% | -2.59% | -8.58% | -3.96% | -1.55% | 23.32% | 4.66% | 3.59% | -3.74% | |
| 超额收益 | 18.00% | 3.24% | -5.10% | 3.45% | 0.56% | 2.71% | 3.38% | 0.41% | 0.91% | -1.19% | -0.03% | 5.15% | 2.36% | |
| 2025 | 本基金 | 60.74% | 0.03% | 7.94% | 2.49% | -1.73% | 4.51% | 4.90% | 8.04% | 11.20% | 4.95% | 0.78% | 0.65% | 5.42% |
| 中证1000 | 27.49% | -1.87% | 7.26% | -0.70% | -4.44% | 1.28% | 4.15% | 6.27% | 11.52% | 1.83% | -0.90% | -2.30% | 3.56% | |
| 超额收益 | 33.25% | 1.91% | 0.69% | 3.19% | 2.71% | 3.23% | 0.75% | 1.77% | -0.32% | 3.12% | 1.68% | 2.95% | 1.86% | |
| 2026 | 本基金 | 13.23% | 9.61% | 5.28% | -7.98% | 9.76% | 3.49% | 5.42% | -21.77% | 13.82% | — | — | — | — |
| 中证1000 | 1.11% | 8.68% | 3.71% | -9.51% | 8.21% | 0.32% | 2.29% | -17.74% | 8.54% | — | — | — | — | |
| 超额收益 | 12.12% | 0.92% | 1.57% | 1.53% | 1.55% | 3.17% | 3.13% | -4.03% | 5.29% | — | — | — | — |
数据来源：净值数据经过托管人复核，截至2026/8/7，未扣除业绩报酬。
策略特点：通过量化多策略叠加构建因子组合，对个股的预期超额收益进行预测，由此筛选出不同期限下一篮子优质的股票，在长期中追求绝对收益，并通过保持分散度降低组合风险。与指数增强策略不同的是取消对于个别指数的锚定，允许持仓组合按照alpha预期高低调整一篮子股票的风格。
收益来源：主要依赖相对中高频的换手，获取市场无效性报价中大量微小的统计型机会，经过长期累积形成可观收益；同时通过全市场分散持股，充分参与市场分化中各类指数的上涨机会。
数据来源：净值数据经过托管人复核，指数数据来源于Wind，截至2026/8/7，未扣除业绩报酬；业绩曲线为招享指数增强1号与诚奇量化精选1期产品业绩拼接而成。
| 年份 | 类型 | 年度累计 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 本基金 | 5.50% | — | — | — | — | — | — | — | — | — | -2.00% | 7.49% | 0.85% |
| 中证500 | 3.78% | — | — | — | — | — | — | — | — | — | -0.97% | 3.28% | 1.47% | |
| 中证1000 | 7.87% | — | — | — | — | — | — | — | — | — | -0.54% | 9.06% | -0.55% | |
| 中证2000 | 12.53% | — | — | — | — | — | — | — | — | — | -1.87% | 12.87% | 1.60% | |
| 2022 | 本基金 | -6.64% | -9.72% | 4.47% | -5.02% | -9.86% | 7.23% | 11.91% | 1.97% | -0.83% | -10.01% | -0.76% | 5.61% | 0.20% |
| 中证500 | -20.31% | -10.58% | 3.63% | -8.08% | -10.22% | 4.83% | 7.94% | -1.16% | 0.07% | -9.28% | 1.19% | 5.29% | -3.67% | |
| 中证1000 | -21.58% | -12.95% | 6.41% | -8.73% | -15.32% | 10.79% | 10.11% | 1.74% | -5.15% | -9.27% | 2.74% | 4.73% | -4.68% | |
| 中证2000 | -14.77% | 10.43% | 5.40% | -5.03% | -18.32% | 11.76% | 8.21% | 4.74% | -4.68% | -9.39% | 4.21% | 7.33% | -4.88% | |
| 2023 | 本基金 | 5.58% | 7.31% | 2.74% | 0.09% | -1.29% | -2.24% | 1.62% | 0.00% | -6.77% | 3.73% | -2.33% | 5.47% | -1.98% |
| 中证500 | -7.42% | 7.24% | 0.82% | -0.02% | -1.55% | -3.30% | -0.60% | 0.74% | -7.65% | 1.96% | -3.49% | 1.36% | -2.47% | |
| 中证1000 | -6.28% | 8.34% | 2.21% | -1.15% | -2.22% | -2.40% | 0.62% | -1.31% | -6.32% | -0.42% | -1.80% | 1.86% | -3.18% | |
| 中证2000 | 5.57% | 8.17% | 3.28% | -2.07% | -3.36% | 1.06% | 2.82% | -2.09% | -3.92% | 0.21% | -0.74% | 5.00% | -2.21% | |
| 2024 | 本基金 | 21.92% | -6.92% | -0.72% | 5.13% | 1.17% | -0.29% | -5.51% | -3.68% | -0.43% | 21.45% | 3.16% | 9.28% | -1.17% |
| 中证500 | 5.46% | -7.41% | 3.39% | 1.70% | 2.93% | -2.44% | -6.89% | -4.18% | -2.05% | 23.80% | 1.16% | 0.73% | -2.16% | |
| 中证1000 | 1.20% | -10.49% | -0.84% | 4.13% | 1.03% | -2.59% | -8.58% | -3.69% | -1.55% | 23.32% | 4.66% | 3.59% | -3.74% | |
| 中证2000 | -2.14% | -10.72% | -7.67% | 7.91% | -2.93% | -2.20% | -9.15% | -4.63% | 0.73% | 22.49% | 6.10% | 7.52% | -4.98% | |
| 2025 | 本基金 | 63.33% | 0.95% | 6.88% | 1.97% | -2.22% | 5.57% | 5.14% | 8.65% | 11.67% | 5.28% | 0.88% | 1.49% | 4.60% |
| 中证500 | 30.39% | -2.38% | 4.84% | -0.04% | -3.86% | 0.70% | 3.40% | 5.96% | 13.37% | 5.23% | -1.10% | -4.08% | 6.17% | |
| 中证1000 | 27.49% | -1.87% | 7.26% | -0.70% | -4.44% | 1.28% | 4.15% | 6.27% | 11.52% | 1.83% | -0.90% | -2.30% | 3.56% | |
| 中证2000 | 36.42% | -1.08% | 9.47% | -1.12% | -2.84% | 4.11% | 4.79% | 6.60% | 9.17% | -0.27% | 0.34% | -0.40% | 3.62% | |
| 2026 | 本基金 | 14.82% | 8.06% | 4.92% | -5.92% | 11.91% | 3.35% | 6.21% | -20.78% | 13.24% | — | — | — | — |
| 中证500 | 6.89% | 12.12% | 3.44% | -10.64% | 10.81% | 0.12% | 4.12% | -13.90% | 6.49% | — | — | — | — | |
| 中证1000 | 1.11% | 8.68% | 3.71% | -9.51% | 11.22% | 0.32% | 2.29% | -17.74% | 8.54% | — | — | — | — | |
| 中证2000 | -3.68% | 8.16% | 4.80% | -9.52% | 6.92% | -1.19% | -0.68% | -18.50% | 9.83% | — | — | — | — |
数据来源：净值数据经过托管人复核，指数数据来源于Wind，截至2026/8/7，未扣除业绩报酬。
诚奇重视风险控制，通过Barra因子及自研风控模型对持仓组合进行严格分析，在评价收益的同时评估获取收益可能面临的风险。
在组合优化环节嵌入Barra约束与自研风险指标，控制行业、风格、个股集中度等风险暴露。
实时监测仓位、敞口与交易异常，投资风控委员会针对市场各种风险及时制定风控预案。
持续进行绩效归因与风险复盘，检验策略运行状态，及时修正模型与参数。