A股上涨,量化基金表现较好,指增录得正超额
CMS·2025-10-11 13:01
  1. Report Industry Investment Rating There is no information about the report industry investment rating in the provided content. 2. Core View of the Report The report focuses on the performance of the quantitative fund market during the period from September 27 to October 10, 2025. During this period, the A - share market rose comprehensively, quantitative funds generally performed well, and the excess returns of index - enhanced funds rebounded [1][2][6]. 3. Summary by Relevant Catalogs 3.1 Main Index and Quantitative Fund Performance - A - shares rose comprehensively, with the yields of CSI 300, CSI 500, and CSI 1000 being 1.47%, 2.17%, and 1.84% respectively [3][6]. - Quantitative funds generally performed well, and the excess returns of index - enhanced funds rebounded. Active quantitative funds rose by an average of 1.43%. The CSI 300, CSI 500, and CSI 1000 index - enhanced funds recorded positive excess returns of 0.16%, 0.19%, and 0.25% respectively. Market - neutral funds rose by an average of 0.51% [4][9]. 3.2 Performance of Different Types of Public Quantitative Funds - CSI 300 Index - Enhanced Funds: The current - period yield was 1.63%, the excess return was 0.16%, the maximum drawdown was - 1.62%, the excess maximum drawdown was - 0.44%, and the excess return dispersion was 0.46% [14]. - CSI 500 Index - Enhanced Funds: The current - period yield was 2.36%, the excess return was 0.19%, the maximum drawdown was - 1.39%, the excess maximum drawdown was - 0.56%, and the excess return dispersion was 0.43% [14]. - CSI 1000 Index - Enhanced Funds: The current - period yield was 2.09%, the excess return was 0.25%, the maximum drawdown was - 0.93%, the excess maximum drawdown was - 0.48%, and the excess return dispersion was 0.37% [15]. - Other Index - Enhanced Funds: The current - period yield was 1.01%, the excess return was 0.14%, the maximum drawdown was - 2.49%, the excess maximum drawdown was - 0.50%, and the excess return dispersion was 0.51% [15]. - Active Quantitative Funds: The current - period yield was 1.43%, the maximum drawdown was - 1.47%, and the return dispersion was 1.31% [16]. - Market - Neutral Funds: The current - period yield was 0.51%, the maximum drawdown was - 0.18%, and the return dispersion was 0.45% [16]. 3.3 Performance Distribution of Different Types of Public Quantitative Funds The report shows the six - month performance trends of different types of public quantitative funds and the performance distribution in the current period and the past year. Index - enhanced funds show the performance of excess returns [17]. 3.4 High - Performing Public Quantitative Funds - CSI 300 Index - Enhanced High - Performing Funds: For example, Huashang 300 Zhixuan had a current - period excess return of 1.72%, a one - month excess return of 4.35%, and a one - year excess return of 8.18% [31]. - CSI 500 Index - Enhanced High - Performing Funds: For example, Guangda CSI 500 Index - Enhanced had a current - period excess return of 1.28%, a one - month excess return of - 1.14%, and a one - year excess return of - 0.39% [32]. - CSI 1000 Index - Enhanced High - Performing Funds: For example, ICBC CSI 1000 Enhanced Strategy ETF had a current - period excess return of 1.19%, a one - month excess return of 1.18%, and a one - year excess return of 21.20% [33]. - Other Index - Enhanced High - Performing Funds: For example, Taikang Shanghai - Shenzhen Science and Technology Innovation Board Composite Index - Enhanced had a current - period excess return of 1.53%, a one - month excess return of 1.33% [34]. - Active Quantitative High - Performing Funds: For example, Huian Quantitative Pioneer had a current - period return of 11.59%, a one - month return of 11.36%, and a one - year return of 44.53% [35]. - Market - Neutral High - Performing Funds: For example, ICBC Absolute Return had a current - period return of 1.91%, a one - month return of 2.31%, and a one - year return of 2.07% [36].
A股上涨,量化基金表现较好,指增录得正超额 - Reportify