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基金量化观察:公募基金业绩比较基准规则征求意见稿即将出炉
  • The report tracks the performance of various enhanced index funds, including those based on indices such as CSI 500, CSI 1000, and CSI 2000, highlighting their excess returns over benchmarks. For example, the Huatai-PineBridge CSI 500 Enhanced Index Fund achieved an excess return of 1.25% last week, while the Huatai-PineBridge CSI 1000 Enhanced Index Fund recorded 1.39%[6][39][40] - Over the past year, the best-performing enhanced index fund in the CSI 500 category was the Penghua CSI 500 Enhanced Index Fund, with an excess return of 18.88%. In the CSI 1000 category, the best performer was the Boda CSI 1000 Enhanced Index Fund, achieving an excess return of 29.12%. For the CSI 2000 category, the Huatai-PineBridge CSI 2000 Enhanced Index Fund led with an excess return of 31.92%[40][41][42] - Enhanced strategy ETFs have shown strong performance, with 30 out of 51 ETFs surpassing their benchmarks last week. Over the past year, 29 out of 33 ETFs established for more than a year achieved positive excess returns. The best-performing ETF over the past year was the China Merchants CSI 2000 Enhanced Strategy ETF, with an excess return of 29.97%[26][27][39]