本文简要地介绍了证券投资基金研究的背景,论述了资本资产定价理论和基金绩效评价指标——风险与收益,在借鉴国际研究理论和实践的基础上,针对我国实际重点从投资基金基本收益能力、总体投资能力、开放式基金与封闭式基金比较、投资组合结构等方面,对国内投资基金绩效进行实证研究,并为基金业的健康快速发展提出了对策和建议。 This paper briefly introduces the background of securities investment fund research, discusses the capital asset pricing theory and fund performance evaluation index - risk and return, on the basis of reference to international research theory and practice, according to the actual focus of our country from the basic income ability of investment fund , The overall investment ability, the comparison between open-ended funds and closed-end funds, the structure of investment portfolio, and so on, conducts empirical research on the performance of domestic investment funds and puts forward countermeasures and suggestions for the healthy and rapid development of the fund industry.