量化基金业绩跟踪周报(2026.01.26-2026.01.30):500指增超额收益回升-20260131
Western Securities·2026-01-31 12:09
- The report tracks the weekly performance of quantitative public funds, showing that the average excess return for CSI 500 index-enhanced funds was 0.42%, with 82.89% of funds achieving positive excess returns during the week of January 26-30, 2026 [1][10][13] - Monthly performance data indicates that in January 2026, the average excess return for CSI 500 index-enhanced funds was -1.88%, with only 2.70% of funds achieving positive excess returns, while CSI 1000 index-enhanced funds had an average excess return of 0.73%, with 73.91% of funds achieving positive excess returns [2][3][10] - Annual performance (YTD as of January 30, 2026) shows that CSI 500 index-enhanced funds had an average excess return of -1.88%, while CSI 1000 index-enhanced funds achieved an average excess return of 0.73% [3][10][13] - The report includes detailed statistical distributions of excess returns for various index-enhanced funds, such as CSI 300, CSI 500, and CSI 1000, across different time periods, highlighting the variability in fund performance [10][13][21] - Scatter plots and cumulative net value trends for quantitative public funds over the past year and two years are provided, illustrating the performance dispersion and trends for index-enhanced, active quantitative, and market-neutral products [14][19][21]