量化基金周报-20250515

• The report highlights the performance of index-enhanced funds, with the CSI 500 index-enhanced funds showing the highest weekly excess return median of 0.16%, followed by CSI 1000 index-enhanced funds at 0.12%, and CSI 300 index-enhanced funds at -0.04%[2][3][4] - Other index-enhanced funds had a weekly return median of 0.24%, with the best weekly performance reaching 4.24% and the worst at -3.33%[3][6] - Absolute return (hedge) funds had a weekly return median of 0.09%, with the best weekly performance at 0.63% and the worst at -0.34%[6][7] - Active quantitative funds showed a weekly return median of 1.90%, with the best weekly performance at 7.27% and the worst at -3.19%[6][7] - Multi-factor funds demonstrated a weekly return median of 2.20%, with the best weekly performance at 2.95% and the worst at 0.57%[19][22] - Big data-driven active investment funds had a weekly return median of 1.91%, with the best weekly performance at 4.18% and the worst at -1.61%[20][22] - Sector rotation funds had a weekly return median of 1.30%, with the best weekly performance at 4.37% and the worst at -1.55%[18] - Funds extracting performance fees had a weekly return median of 0.79%, with the best weekly performance at 3.66% and the worst at -4.41%[15][17] - Thematic funds focused on private placements had a weekly return median of 0.70%, with the best weekly performance at 3.65% and the worst at -2.98%[14]