4、金管理人的监督和信息交流。论文的研究贡献之处：1、鼓励个人进行储蓄型的定期投资；2、运用全国社保基金的基金组合中选作样本，通过国际上常用的三大绩效指标夏普指数、特雷诺指数、詹森指数对社保基金的投资绩效进行实证分析。关键词：社会保障基金，投资绩效，投资组合IAbstractThe fund of social security of our country has been widely concerned are mainly two reasons: China to speed up the p
5、rocess of aging. The fund of social security of our country accounted for than the largest pension is worth spending is becoming more and more obvious; local pension fund is huge, only risk‐free investment without increasing the value of the law, did n
6、ot find a better more effective investment tool, into the city is high feasibility. If China's social security fund to become a long‐term investors in the capital market, not only conducive to the social security fund, such a large investment fund also
7、 has a great impact on the development of China's capital market. The national social security fund as other social security fund of the reference object, the investment fund rate of return, Sharpe index, Treynor index and Jensen index of our country's
8、 social security fund stock and bond type fund portfolio selection in recent years of performance data for evaluation, and the Shanghai and Shenzhen stock index returns 80% + of bond index return rate of 20%, the benchmark. From the res
