量化基金周度跟踪（20260302-20260306）：A股整体收跌，指增超额小幅回升-20260307

1. Report Industry Investment Rating No information provided in the content. 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 in the past week, the overall performance and performance distribution of different types of public - offering quantitative funds, and the quantitative funds with better performance this week. This week (March 2 - March 6), the A - share market closed down overall, and the excess return of index - enhanced funds increased slightly [1][2][6]. 3. Summary of Each Section 3.1 Near - Week Performance of Major Indices and Quantitative Funds - A - share market closed down overall. The one - week returns of CSI 300, CSI 500, and CSI 1000 were - 1.07%, - 3.44%, and - 3.64% respectively [3][6]. - Quantitative stock - selection funds recorded negative returns with an average return of - 2.13%, while market - neutral funds recorded positive returns with an average return of 0.20%. Among index - enhanced funds, except for CSI 300 index - enhanced funds, the excess returns of other types of index - enhanced funds increased slightly compared to last week. The excess returns of CSI 300 index - enhanced, CSI 500 index - enhanced, CSI 1000 index - enhanced, and other index - enhanced funds were - 0.06%, 0.22%, 0.26%, and 0.18% respectively [4][9]. 3.2 Performance of Different Types of Public - Offering Quantitative Funds - CSI 300 Index - Enhanced Funds: The one - week return was - 1.12%, the excess return was - 0.06%, the maximum drawdown was - 2.60%, and the excess maximum drawdown was - 0.41% [13]. - CSI 500 Index - Enhanced Funds: The one - week return was - 3.23%, the excess return was 0.22%, the maximum drawdown was - 4.34%, and the excess maximum drawdown was - 0.45% [13]. - CSI 1000 Index - Enhanced Funds: The one - week return was - 3.38%, the excess return was 0.26%, the maximum drawdown was - 4.41%, and the excess maximum drawdown was - 0.41% [14]. - Other Index - Enhanced Funds: The one - week return was - 2.56%, the excess return was 0.18%, the maximum drawdown was - 3.82%, and the excess maximum drawdown was - 0.36% [14]. - Quantitative Stock - Selection Funds: The one - week return was - 2.13%, the maximum drawdown was - 3.41%, and the return dispersion was 1.53% [15]. - Market - Neutral Funds: The one - week return was 0.20%, the maximum drawdown was - 0.32%, and the return dispersion was 0.35% [15]. 3.3 Performance Distribution of Different Types of Public - Offering Quantitative Funds The content shows the performance trends of different types of public - offering quantitative funds in the past half - year, as well as the performance distribution in the past week and the past year. Index - enhanced funds show the performance of excess returns [16]. 3.4 High - Performing Public - Offering Quantitative Funds - CSI 300 Index - Enhanced High - Performing Funds: The sample - mean one - week excess return was - 0.06%. Western Securities CSI 300 Index - Enhanced had a one - week excess return of 1.08% [27]. - CSI 500 Index - Enhanced High - Performing Funds: The sample - mean one - week excess return was 0.22%. Shenwan Hongyuan CSI 500 Index - Enhanced had a one - week excess return of 1.82% [28]. - CSI 1000 Index - Enhanced High - Performing Funds: The sample - mean one - week excess return was 0.26%. Mingya CSI 1000 Index - Enhanced had a one - week excess return of 1.50% [29]. - Other Index - Enhanced High - Performing Funds: The sample - mean one - week excess return was 0.18%. Puyin AXA Shanghai - Science and Technology Innovation Board 100 Index - Enhanced had a one - week excess return of 1.93% [30]. - Quantitative Stock - Selection High - Performing Funds: The sample - mean one - week return was - 2.13%. Zheshang Huijin Transformation - Driven had a one - week return of 2.67% [31]. - Market - Neutral High - Performing Funds: The sample - mean one - week return was 0.20%. Dacheng Absolute Return had a one - week return of 1.10% [32].