量化基金周度跟踪（20250804-20250808）：A股上涨，量化基金表现较好-20250809

Report Summary 1. Report Industry Investment Rating There is no information about the industry investment rating in the report. 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 in the week from August 4th to August 8th, 2025, for investors' reference. During this period, the A - share market rose, and quantitative funds showed good performance [1][2]. 3. Summary by Directory I. Performance of Major Indices and Quantitative Funds in the Past Week - A - shares continued to rise, with the weekly returns of the CSI 300, CSI 500, and CSI 1000 being 2.51%, 1.78%, and 1.23% respectively [3][6]. - Quantitative funds performed well. Active quantitative funds rose 1.88%, market - neutral funds rose 0.29%, and all types of index - enhanced funds recorded positive returns. In terms of excess returns, CSI 300 index - enhanced, CSI 500 index - enhanced, and other index - enhanced funds achieved positive excess returns of 0.20%, 0.04%, and 0.07% respectively, while CSI 1000 index - enhanced funds underperformed the index [4][9]. II. Performance of Different Types of Public - Offering Quantitative Funds - CSI 300 Index - Enhanced Funds: The weekly return was 1.44%, the excess return was 0.20%, the maximum drawdown was - 0.15%, and the excess maximum drawdown was - 0.13% [14]. - CSI 500 Index - Enhanced Funds: The weekly return was 1.81%, the excess return was 0.04%, the maximum drawdown was - 0.37%, and the excess maximum drawdown was - 0.29% [14]. - CSI 1000 Index - Enhanced Funds: The weekly return was 2.36%, the excess return was - 0.15%, the maximum drawdown was - 0.39%, and the excess maximum drawdown was - 0.47% [15]. - Other Index - Enhanced Funds: The weekly return was 1.49%, the excess return was 0.07%, the maximum drawdown was - 0.59%, and the excess maximum drawdown was - 0.26% [15]. - Active Quantitative Funds: The weekly return was 1.88%, the maximum drawdown was - 0.37%, and the return dispersion was 1.09% [16]. - Market - Neutral Funds: The weekly return was 0.29%, the maximum drawdown was - 0.11%, and the return dispersion was 0.45% [16]. III. Performance Distribution of Different Types of Public - Offering Quantitative Funds The report presents the performance trends of different types of public - offering quantitative funds in the past six months, as well as the performance distribution in the past week and the past year. Index - enhanced funds show the performance of excess returns [17]. IV. Top - Performing Public - Offering Quantitative Funds - CSI 300 Index - Enhanced: Funds such as Anxin Quantitative Selection CSI 300 Index Enhancement and Zhongou CSI 300 Quantitative Index Enhancement performed well in the past week [30]. - CSI 500 Index - Enhanced: Funds like Guotai CSI 500 Index Enhancement and Huian CSI 500 Enhancement had good performance [31]. - CSI 1000 Index - Enhanced: Funds including Guolianan CSI 1000 Index Enhancement and Penghua CSI 1000 Enhanced Strategy ETF showed good results [32]. - Other Index - Enhanced: Funds such as Great Wall GEM Index Enhancement and Fuguocheng GEM Enhanced Strategy ETF performed well [33]. - Active Quantitative: Funds like Changxin National Defense and Military Industry and Huian Quantitative Pioneer had high returns [34]. - Market - Neutral: Funds such as Zhongyou Absolute Return Strategy and Southern Absolute Return Strategy performed well [35].