量化基金周度跟踪（20250428-20250430）：A股涨跌互现，量化基金表现偏弱-20250503

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. During April 28 - April 30, 2025, A - shares showed mixed trends, and quantitative funds performed weakly [1][2][8]. 3. Summary by Directory 3.1 Near - Week Performance of Major Indices and Quantitative Funds - A - shares showed mixed trends, and quantitative funds performed weakly. Among the major indices, the one - week yields of CSI 1000, CSI 500, and SSE 500 were 0.18%, 0.08%, and - 0.43% respectively [8]. - Quantitative funds had average returns. Active quantitative funds fell 0.07%, and market - neutral funds fell 0.09%. Index - enhanced funds had weak excess returns, and none of the SSE 300, CSI 500, and CSI 1000 index - enhanced funds outperformed their benchmarks. The average excess return of CSI 500 index - enhanced funds was - 0.41% [4][11]. 3.2 Performance of Different Types of Public - Offering Quantitative Funds - SSE 300 Index - Enhanced Funds: The one - week return was - 0.51%, the excess return was - 0.08%, the maximum drawdown was - 0.37%, and the excess maximum drawdown was - 0.19% [16]. - CSI 500 Index - Enhanced Funds: The one - week return was - 0.33%, the excess return was - 0.41%, the maximum drawdown was - 0.04%, and the excess maximum drawdown was - 0.46% [17]. - CSI 1000 Index - Enhanced Funds: The one - week return was 0.14%, the excess return was - 0.04%, the maximum drawdown was 0.00%, and the excess maximum drawdown was - 0.25% [18]. - Other Index - Enhanced Funds: The one - week return was 0.33%, the excess return was 0.03%, the maximum drawdown was - 0.15%, and the excess maximum drawdown was - 0.18% [19]. - Active Quantitative Funds: The one - week return was - 0.08%, and the maximum drawdown was - 0.27% [20]. - Market - Neutral Funds: The one - week return was - 0.09%, and the maximum drawdown was - 0.11% [20]. 3.3 Performance Distribution of Different Types of Public - Offering Quantitative Funds The report presents the semi - annual performance trends of various types of public - offering quantitative funds, as well as the performance distributions in the past week and the past year. Index - enhanced funds show excess return performance [21]. 3.4 Top - Performing Public - Offering Quantitative Funds - SSE 300 Index - Enhanced Top - Performing Funds: Such as Anxin Quantitative Selection SSE 300 Index - Enhanced, with a one - week excess return of 0.46% [32]. - CSI 500 Index - Enhanced Top - Performing Funds: For example, Huaan CSI 500 Index - Enhanced, with a one - week excess return of 0.48% [33]. - CSI 1000 Index - Enhanced Top - Performing Funds: Like Huaan CSI 1000 Index - Enhanced, with a one - week excess return of 1.08% [34]. - Other Index - Enhanced Top - Performing Funds: Such as Huatai - Peregrine CSI 2000 Index - Enhanced, with a one - week excess return of 1.09% [35]. - Active Quantitative Top - Performing Funds: For instance, Jinxin Quantitative Selection, with a one - week return of 5.02% [36]. - Market - Neutral Top - Performing Funds: Such as Southern Absolute Return Strategy, with a one - week return of 0.43% [37].