量化基金周度跟踪（20250324-20250328）：量化基金表现分化，指增持续跑赢基准-2025-03-29

1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report The report focuses on the performance of the quantitative fund market, summarizing the performance of major indices and quantitative funds in the past week, the overall performance and distribution of different types of public - offering quantitative funds, and the top - performing quantitative funds this week for investors' reference. During March 24 - 28, 2025, the A - share market was weak, and the average returns of various types of quantitative funds were differentiated. All index - enhanced funds outperformed their benchmarks on average, with the CSI 1000 index - enhanced fund having a relatively large outperformance margin [1][6]. 3. Summary by Directory 3.1 Near - Week Performance of Major Indices and Quantitative Funds - The A - share market was weak during March 24 - 28, 2025, and the average returns of various types of quantitative funds were differentiated [6]. - Major broad - based indices performed weakly. The CSI 300 index rose 0.01%, while the CSI 500 and CSI 1000 indices fell 0.94% and 2.14% respectively [3][6]. - In terms of specific types of quantitative funds, active quantitative funds fell 0.56%, market - neutral funds fell 0.04%, and only 35% of market - neutral funds achieved positive returns due to the widening of the stock - index basis. All index - enhanced funds outperformed their benchmarks on average, with the CSI 1000 index - enhanced fund having an excess return of 0.91% [4][8]. 3.2 Performance of Different Types of Public - Offering Quantitative Funds - CSI 300 Index - Enhanced Funds: The weekly return was 0.17%, the excess return was 0.16%, the maximum drawdown was - 0.49%, and the excess maximum drawdown was - 0.15% [13]. - CSI 500 Index - Enhanced Funds: The weekly return was - 0.59%, the excess return was 0.34%, the maximum drawdown was - 0.72%, and the excess maximum drawdown was - 0.22% [13]. - CSI 1000 Index - Enhanced Funds: The weekly return was - 1.23%, the excess return was 0.91%, the maximum drawdown was - 0.97%, and the excess maximum drawdown was - 0.09% [14]. - Other Index - Enhanced Funds: The weekly return was - 0.71%, the excess return was 0.37%, the maximum drawdown was - 1.13%, and the excess maximum drawdown was - 0.19% [15]. - Active Quantitative Funds: The weekly return was - 0.56%, and the maximum drawdown was - 0.98% [15]. - Market - Neutral Funds: The weekly return was - 0.04%, and the maximum drawdown was - 0.30% [17]. 3.3 Performance Distribution of Different Types of Public - Offering Quantitative Funds The report shows the performance trends of various types of public - offering quantitative funds in the past six months, as well as the performance distribution in the past week and the past year. Index - enhanced funds show their excess return performance [18]. 3.4 Top - Performing Public - Offering Quantitative Funds - CSI 300 Index - Enhanced Top - Performing Funds: Funds such as Manulife CSI 300 Index - Enhanced had relatively high excess returns in the near - week, near - month, and near - year periods [30]. - CSI 500 Index - Enhanced Top - Performing Funds: Funds like Shenwan Hongyuan CSI 500 Optimal Enhanced had good excess return performance [31]. - CSI 1000 Index - Enhanced Top - Performing Funds: Shenwan Hongyuan CSI 1000 Index - Enhanced and other funds showed strong performance [32]. - Other Index - Enhanced Top - Performing Funds: China Merchants CSI 2000 Enhanced Strategy ETF and other funds had high excess returns [33]. - Active Quantitative Top - Performing Funds: Chang Sheng Medical Industry and other funds had relatively high returns [34]. - Market - Neutral Top - Performing Funds: Dacheng Absolute Return and other funds had good performance [35].