量化选股策略周报：指增组合年内超额收益悉数转正

Market Performance - As of March 13, 2026, the Shanghai Composite Index decreased by 0.70%, while the Shenzhen Component Index increased by 0.76%[9] - The CSI 300 Index rose by 0.19% during the same period[9] - The ChiNext Index showed better performance amidst market fluctuations, with a weekly increase of 2.51%[10] Enhanced Index Fund Performance - For the CSI 300 enhanced index fund, the minimum excess return was -2.19%, the median was -0.01%, and the maximum was 0.88% for the week[13] - The CSI 500 enhanced index fund had a minimum excess return of -0.59%, a median of 0.80%, and a maximum of 2.92%[13] - The CSI 1000 enhanced index fund reported a minimum excess return of -0.53%, a median of 0.34%, and a maximum of 1.25%[13] Year-to-Date Performance - As of March 13, 2026, the CSI 300 Index increased by 0.8%, while the CSI 300 enhanced portfolio rose by 2.9%, resulting in an excess return of 2.1%[21] - The CSI 500 Index increased by 10.4%, with the enhanced portfolio rising by 11.2%, yielding an excess return of 0.8%[26] - The CSI A500 Index rose by 3.6%, while the enhanced portfolio increased by 5.4%, resulting in an excess return of 1.8%[33] - The CSI 1000 Index increased by 8.1%, with the enhanced portfolio rising by 8.2%, yielding an excess return of 0.1%[39] Risk Considerations - There are risks associated with factor failure, model failure, and changes in market style that could impact performance[5][44]