Sector Selection: Top 5 by Exposure in a Typical All-China Index Fund
Portfolios of Interest: Markowitz 19% Target, Minimum Variance, Maximum Sharpe
Data Source: S&P Global China Indices

Returns from
China Industrials and
China Communication Services
have driven efficient frontier
higher up along returns axis
enabling higher Sharpe 3.05

Date of Observation: 2026-01-20
Lookback Period: 90-days