量化基金月度跟踪（2026年3月）：2月市场上涨，跟踪沪深300的量化基金跑赢基准-20260303

Group 1 - The report indicates that in February 2026, active quantitative funds tracking the CSI 300 index achieved an average excess return of 2.2%, while those tracking the CSI 500 index had an average excess return of -0.8% [3][26][44] - Among industry-themed funds, those tracking the China Interconnect A-share strategy, leading enterprises, and specialized and innovative indices ranked highest in excess returns for February [39] - Smart beta funds tracking the CSI 500 Growth Index had the highest excess return for the month [40] Group 2 - The report states that in February 2026, the average excess return for index-enhanced funds tracking the CSI 500 index was -0.2%, with a tracking error average of 5.3% [44][48] - For funds tracking the CSI 300 index, the average excess return was 0.4%, with a tracking error average of 3.6% [48] - The report highlights that the absolute return for hedge quantitative funds in February 2026 was 0.64%, with lower net asset value volatility compared to the year-to-date average [5][59] Group 3 - The report categorizes quantitative funds into three types: active quantitative funds, index-enhanced funds, and hedge quantitative funds, each with distinct characteristics and advantages [10] - As of February 28, 2026, there were 217 active quantitative funds tracking 18 indices, with 69 tracking the CSI 300, 55 tracking the CSI 500, and 38 tracking the CSI 800 [22] - The report notes that the median return for various types of quantitative funds in February 2026 was higher than the median return of the CSI Equity Index, which was 0.65% [13][18]