量化基金周报-20260112
Yin He Zheng Quan·2026-01-12 11:04
- The report primarily focuses on the performance of quantitative funds, including index-enhanced funds, absolute return funds, and other active quantitative funds, with detailed statistics on their weekly, monthly, quarterly, and annual returns[2][3][4] - The report highlights the performance of index-enhanced funds, such as CSI 300, CSI 500, and CSI 1000, with their weekly excess return medians being -0.05%, -1.77%, and -0.73%, respectively[3][4][5] - For absolute return (hedged) funds, the weekly return median is -0.11%, while for other active quantitative funds, the weekly return median is 4.41%[6][7] - The report also provides detailed performance data for funds categorized by their benchmark indices, such as '000300.SH', '000905.SH', and others, with their respective weekly return medians ranging from 1.76% to 5.86%[7][8][9] - Other strategy funds, including multi-factor funds and big data-driven funds, are also analyzed, with multi-factor funds showing a weekly return median of 5.54% and big data-driven active funds achieving a weekly return median of 8.19%[15][18][19]