量化基金周度跟踪（20260112-20260116）：中小盘继续上涨，500指增难获超额-20260117

Report Summary 1. Report Industry Investment Rating No relevant content provided. 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, the overall performance and distribution of different types of public - offering quantitative funds, and the better - performing quantitative funds from January 12 to January 16, 2026, for investors' reference [1]. 3. Summary by Directory 3.1 Main Index and Quantitative Fund Performance - This week (January 12 - January 16), A - shares showed mixed performance, with small - cap growth stocks leading the rise and large - cap value stocks falling. Quantitative funds recorded positive returns, and the excess returns of index - enhanced funds were divergent. Active quantitative funds rose by an average of 1.21%. The excess returns of CSI 300 Index - enhanced, CSI 500 Index - enhanced, and CSI 1000 Index - enhanced funds were 0.63%, - 0.34%, and 0.34% respectively, and the average excess return of other index - enhanced funds was 0.25%. Market - neutral funds rose by 0.16% [2][4][6]. - The weekly returns of the CSI 300, CSI 500, and CSI 1000 were - 0.57%, 2.18%, and 1.27% respectively [3][6]. 3.2 Performance of Different Types of Public - Offering Quantitative Funds - CSI 300 Index - enhanced funds: The weekly return was 0.06%, the excess return was 0.63%, the maximum drawdown was - 0.72%, the excess maximum drawdown was - 0.19%, and the excess return dispersion was 0.53% [14]. - CSI 500 Index - enhanced funds: The weekly return was 1.84%, the excess return was - 0.34%, the maximum drawdown was - 1.18%, the excess maximum drawdown was - 1.08%, and the excess return dispersion was 0.48% [14]. - CSI 1000 Index - enhanced funds: The weekly return was 1.61%, the excess return was 0.34%, the maximum drawdown was - 1.46%, the excess maximum drawdown was - 0.79%, and the excess return dispersion was 0.44% [15]. - Other index - enhanced funds: The weekly return was 1.23%, the excess return was 0.25%, the maximum drawdown was - 1.38%, the excess maximum drawdown was - 0.50%, and the excess return dispersion was 0.68% [15]. - Active quantitative funds: The weekly return was 1.21%, the maximum drawdown was - 1.16%, and the return dispersion was 1.61% [16]. - Market - neutral funds: The weekly return was 0.16%, the maximum drawdown was - 0.13%, and the return dispersion was 0.61% [16]. 3.3 Performance Distribution of Different Types of Public - Offering Quantitative Funds The report shows the performance trends of different types of public - offering quantitative funds in the past six months, as well as the performance distribution this week and in the past year. Index - enhanced funds show the performance of excess returns, but specific data is not further elaborated in the text [17]. 3.4 High - Performing Public - Offering Quantitative Funds - CSI 300 Index - enhanced high - performing funds: Such as E Fund CSI 300 Selected Enhanced (managed by Zhang Shengji, with a scale of 4024 million yuan, and a weekly excess return of 2.15%), and others [31]. - CSI 500 Index - enhanced high - performing funds: For example, Bosera CSI 500 Index - enhanced (managed by Yang Meng, with a scale of 2764 million yuan, and a weekly excess return of 0.31%) [32]. - CSI 1000 Index - enhanced high - performing funds: Like Huatai - Peregrine CSI 1000 Enhanced Strategy ETF (managed by Da Huang and Liu Jun, with a scale of 40 million yuan, and a weekly excess return of 1.12%) [33]. - Other index - enhanced high - performing funds: Such as E Fund SSE 50 Enhanced Strategy ETF (managed by Zhang Shengji, with a scale of 49 million yuan, and a weekly excess return of 2.04%) [34]. - Active quantitative high - performing funds: For instance, Huian Quantitative Selection (managed by Wang Minglu, with a scale of 3 million yuan, and a weekly return of 8.68%) [35]. - Market - neutral high - performing funds: Such as China Post Absolute Return Strategy (managed by Yao Yi and Xing Rufeng, with a scale of 48 million yuan, and a weekly return of 2.39%) [36].