量化基金周度跟踪（20251013-20251017）：A股全面下跌，指增录得正超额-20251018

1. Report Industry Investment Rating No information provided 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 this week. During the week from October 13th to October 17th, 2025, the A - share market declined across the board, while index - enhanced funds recorded positive excess returns [1][2][6]. 3. Summary by Directory 3.1 Near - Week Performance of Major Indices and Quantitative Funds - A - shares declined across the board. The one - week returns of the CSI 300, CSI 500, and CSI 1000 were - 2.22%, - 5.17%, and - 4.62% respectively [3][6]. - Both active quantitative and market - neutral funds recorded negative returns. Active quantitative funds fell by an average of 2.94%, and market - neutral funds fell by an average of 0.12%. All types of index - enhanced funds had negative absolute returns but slightly outperformed their corresponding indices. The CSI 300, CSI 500, CSI 1000, and other index - enhanced funds achieved excess returns of 0.05%, 0.81%, 0.57%, and 0.37% respectively [4][9]. 3.2 Performance of Different Types of Public - Offering Quantitative Funds - CSI 300 Index - Enhanced Funds: The one - week return was - 2.17%, with an excess return of 0.05%. The maximum drawdown was - 2.15%, and the excess maximum drawdown was - 0.36% [14]. - CSI 500 Index - Enhanced Funds: The one - week return was - 4.35%, with an excess return of 0.81%. The maximum drawdown was - 3.97%, and the excess maximum drawdown was - 0.27% [14]. - CSI 1000 Index - Enhanced Funds: The one - week return was - 4.06%, with an excess return of 0.57%. The maximum drawdown was - 3.74%, and the excess maximum drawdown was - 0.30% [15]. - Other Index - Enhanced Funds: The one - week return was - 3.73%, with an excess return of 0.37%. The maximum drawdown was - 3.68%, and the excess maximum drawdown was - 0.32% [15]. - Active Quantitative Funds: The one - week return was - 2.94%, and the maximum drawdown was - 2.95% [16]. - Market - Neutral Funds: The one - week return was - 0.12%, and the maximum drawdown was - 0.33% [16]. 3.3 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 half - year, as well as the performance distribution in the past week and the past year. Index - enhanced funds show their excess return performance [17]. 3.4 High - Performing Funds of Different Types of Public - Offering Quantitative Funds - CSI 300 Index - Enhanced High - Performing Funds: The sample - mean one - week excess return was 0.05%. Western Securities CSI 300 Index - Enhanced had a one - week excess return of 1.04% [27]. - CSI 500 Index - Enhanced High - Performing Funds: The sample - mean one - week excess return was 0.81%. Shenwan Hongyuan CSI 500 Index - Enhanced had a one - week excess return of 3.46% [28]. - CSI 1000 Index - Enhanced High - Performing Funds: The sample - mean one - week excess return was 0.57%. Mingya CSI 1000 Index - Enhanced had a one - week excess return of 1.81% [29]. - Other Index - Enhanced High - Performing Funds: The sample - mean one - week excess return was 0.37%. Huashang Shanghai Science and Technology Innovation Board Composite Index - Enhanced had a one - week excess return of 2.18% [30]. - Active Quantitative High - Performing Funds: The sample - mean one - week return was - 2.94%. Tianzhi Core Growth had a one - week return of 3.76% [31]. - Market - Neutral High - Performing Funds: The sample - mean one - week return was - 0.12%. ICBC Absolute Return had a one - week return of 1.17% [32].