量化基金周报-20250519

Report Industry Investment Rating - No information provided Core Viewpoints - The CSI 500 index enhanced funds performed well. This week, the median excess return of CSI 300 index enhanced funds was -0.04% (previous week: 0.01%), the median excess return of CSI 500 index enhanced funds was 0.16% (previous week: 0.40%), and the median excess return of CSI 1000 index enhanced funds was 0.12% (previous week: 0.27%). The median return of other index enhanced funds this week was 0.24% (previous week: 0.02%); the median return of absolute return (hedge) type funds this week was 0.09% (previous week: 0.14%); the median return of other active quantitative type funds this week was 1.90% (previous week: 0.67%) [1][2] - Regarding other strategy funds, the median return of private placement theme funds this week was 0.70% (previous week: 0.22%); the median return of funds with performance fees this week was 0.79% (previous week: 0.28%); the median return of industry theme rotation funds this week was 1.30% (previous week: 0.06%); the median return of multi - factor type funds this week was 2.20% (previous week: 0.26%); the median return of big - data driven active investment funds this week was 1.91% (previous week: 0.47%) [1][13] Summary by Directory Index Enhanced Funds - CSI 300 Index Enhanced Funds: This week, 61 funds were included in the statistics. The median excess return this week was 0.01%, -0.05% this month, 0.11% this quarter, and 1.22% this year. The best - performing excess return this week was 1.05%, and the worst was -0.81% [3] - CSI 500 Index Enhanced Funds: This week, 66 funds were included in the statistics. The median excess return this week was 0.40%, 0.54% this month, 0.76% this quarter, and 1.66% this year. The best - performing excess return this week was 1.00%, and the worst was -0.08% [3] - CSI 1000 Index Enhanced Funds: This week, 109 funds were included in the statistics. The median excess return this week was 0.27%, 0.36% this month, 1.49% this quarter, and 3.61% this year. The best - performing excess return this week was 0.82%, and the worst was -0.27% [3] - Other Index Enhanced Funds: This week, 109 funds were included in the statistics. The median return this week was 0.02%, 0.27% this month, 0.52% this quarter, and 0.67% this year. The best - performing return this week was 1.77%, and the worst was -4.91% [3] Absolute Return and Active Quantitative Funds - Absolute Return (Hedge) Type Funds: This week, 23 funds were included in the statistics. The median return this week was 0.14%, 0.21% this month, 0.27% this quarter, and 0.68% this year. The best - performing return this week was 0.83%, and the worst was -0.32% [6] - Other Active Quantitative Type Funds: This week, 246 funds were included in the statistics. The median return this week was 0.67%, 2.57% this month, -0.16% this quarter, and 2.25% this year. The best - performing return this week was 1.86%, and the worst was -2.87% [6] - Active Quantitative Funds by Main Benchmark Index: For funds with the main index of "000300.SH" (62 funds), the median return this week was 0.85%, 2.86% this month, -0.34% this quarter, and 1.47% this year; for "000905.SH" (45 funds), 0.53% this week, 2.49% this month, -0.39% this quarter, and 3.60% this year; for "000906.SH" (31 funds), 0.64% this week, 2.58% this month, -0.59% this quarter, and 0.49% this year; for "000922.CSI" (12 funds), 0.57% this week, 2.16% this month, 0.45% this quarter, and -1.24% this year; for "000852.SH" (13 funds), 0.15% this week, 2.65% this month, -0.15% this quarter, and 6.81% this year [7][8] Other Strategy Funds - Private Placement Theme Funds: This week, 65 funds were included in the statistics. The median return this week was 0.22%, 0.93% this month, -0.78% this quarter, and 0.29% this year. The best - performing return this week was 2.63%, and the worst was -2.97% [13][14] - Funds with Performance Fees: This week, 141 funds were included in the statistics. The median return this week was 0.28%, 1.36% this month, -0.26% this quarter, and 1.78% this year. The best - performing return this week was 7.09%, and the worst was -1.73% [13][15] - Industry Theme Rotation Funds: This week, 27 funds were included in the statistics. The median return this week was 0.06%, 1.58% this month, -1.01% this quarter, and 2.43% this year. The best - performing return this week was 1.80%, and the worst was -1.15% [13][18] - Multi - factor Type Funds: This week, 12 funds were included in the statistics. The median return this week was 0.26%, 2.49% this month, -0.38% this quarter, and 6.42% this year. The best - performing return this week was 0.92%, and the worst was -0.49% [13][19] - Big - data Driven Active Investment Funds: This week, 7 funds were included in the statistics. The median return this week was 0.47%, 2.18% this month, -1.09% this quarter, and 6.38% this year. The best - performing return this week was 1.12%, and the worst was -2.65%. Additionally, 21 big - data related passive funds were included in the statistics, with a median return of -1.82% this week, 0.25% this month, -4.63% this quarter, and 1.93% this year [13][20]