银河证券量化基金周报-2025-03-25
Yin He Zheng Quan·2025-03-25 06:49- The report highlights the performance of index-enhanced funds, with the CSI 1000 index-enhanced funds achieving the highest weekly excess return median of 0.96%, followed by CSI 500 at 0.88%, and CSI 300 at 0.44%[2][3][4] - The CSI 1000 index-enhanced funds showed a quarterly excess return median of 1.04%, while CSI 500 funds had 0.33%, and CSI 300 funds achieved 0.86%[3][4][5] - Absolute return (hedge) funds recorded a weekly return median of 0.27%, while other active quantitative funds had a negative weekly return median of -1.39%[6][7] - Multi-factor funds demonstrated a weekly return median of -1.41%, with a quarterly return median of 6.99%, and an annual return median of 6.99%[17][20] - Big data-driven active investment funds had a weekly return median of -1.37%, a quarterly return median of 5.95%, and an annual return median of 5.95%[18][20]