量化基金业绩跟踪周报（2025.08.11-2025.08.15）：本周指增超额回撤较大-20250816

• The report primarily focuses on the performance of quantitative public funds, including index-enhanced funds (tracking indices such as CSI 300, CSI 500, CSI 1000, and CSI A500), actively managed quantitative funds, and market-neutral funds, over various timeframes such as weekly, monthly, and year-to-date (YTD) periods[1][2][3] - The performance metrics include excess returns for index-enhanced funds, absolute returns for actively managed quantitative funds, and market-neutral strategies, along with additional indicators such as tracking error and maximum drawdown for specific categories[10][30] - For CSI 300 index-enhanced funds, the YTD average excess return is 0.83%, with a maximum of 7.15% and a minimum of -3.17%, while the tracking error over the past year ranges from 1.80% to 8.15%[10] - For CSI A500 index-enhanced funds, the YTD average excess return is 2.99%, with a maximum of 5.83% and a minimum of -2.14%, and the tracking error for the year ranges from 3.24% to 9.38%[10] - For CSI 500 index-enhanced funds, the YTD average excess return is 1.58%, with a maximum of 7.75% and a minimum of -5.27%, while the tracking error over the past year ranges from 2.77% to 10.35%[10] - For CSI 1000 index-enhanced funds, the YTD average excess return is 5.10%, with a maximum of 12.99% and a minimum of -3.14%, and the tracking error for the year ranges from 2.89% to 8.28%[10] - Actively managed quantitative funds show a YTD average return of 17.91%, with a maximum of 59.74% and a minimum of -9.92%, while the maximum drawdown over the past year ranges from 5.05% to 31.80%[10] - Market-neutral funds have a YTD average return of 1.00%, with a maximum of 8.81% and a minimum of -2.56%, while the maximum drawdown over the past year ranges from 2.15% to 7.14%[10]