量化基金周度跟踪（20250603-20250606）

• The report focuses on the performance of quantitative funds in the A-share market during the week of June 3 to June 6, 2025, highlighting that quantitative funds outperformed other fund categories during this period [1][2][8] - Among the major indices, the CSI 1000, CSI 500, and CSI 300 recorded weekly returns of 2.10%, 1.60%, and 0.88%, respectively, indicating a positive market trend [3][8] - Quantitative fund categories showed varied performance: active quantitative funds gained 1.60%, market-neutral funds rose by 0.17%, and index-enhanced funds linked to the CSI 1000 and other indices achieved excess returns of 0.22% and 0.21%, respectively, while CSI 500 index-enhanced funds recorded negative excess returns [4][11][14] - The performance of index-enhanced funds was analyzed based on excess returns and maximum drawdowns relative to their benchmark indices. For example, CSI 300 index-enhanced funds achieved a weekly excess return of 0.06% with a maximum drawdown of -0.03%, while CSI 1000 index-enhanced funds achieved a weekly excess return of 0.22% with a maximum drawdown of -0.04% [16][18][20] - Active quantitative funds demonstrated a weekly return of 1.60% with a maximum drawdown of -0.21%, while market-neutral funds achieved a weekly return of 0.17% with a maximum drawdown of -0.11% [24][25] - The report also highlights the top-performing funds within each quantitative category, such as the CSI 300, CSI 500, and CSI 1000 index-enhanced funds, as well as active and market-neutral funds. For instance, the Bosera CSI 500 Enhanced Strategy ETF achieved a weekly excess return of 0.80%, while the Bosera CSI 1000 Enhanced Strategy ETF achieved a weekly excess return of 0.79% [37][39][41][43][45]