量化基金周报-2025-04-08

• The report primarily focuses on the performance of quantitative public funds, particularly index-enhanced funds, absolute return funds, and other active quantitative strategies[2][3][5] - Index-enhanced funds such as CSI 500, CSI 1000, and CSI 300 showed varying levels of excess returns, with CSI 500 funds achieving the highest median weekly excess return of 0.22%, followed by CSI 1000 at 0.17%, and CSI 300 at 0.01%[2][3][4] - Absolute return (hedged) funds had a median weekly return of 0.04%, while other active quantitative funds recorded a negative median weekly return of -0.99%[5][6] - Multi-factor funds and big data-driven active investment funds also underperformed this week, with median weekly returns of -0.79% and -0.66%, respectively[11][17][18] - The report includes detailed percentile-based performance metrics for each fund category, highlighting the range of returns from the worst-performing to the best-performing funds within each category[4][5][6][9][10][11][12][13][16][17][18][20]