量化基金周度跟踪（20260323-20260327）：A股收跌，量化基金超额为正-20260329

Group 1: Report Summary - The report focuses on the performance of the quantitative fund market, summarizing the performance of major indices and quantitative funds, the overall performance and performance distribution of different types of public quantitative funds, and the quantitative funds with better performance for investors' reference [1] Group 2: Market Overall Performance - From March 23 to March 27, A-share major indices declined, while quantitative funds had positive excess returns. Specifically, quantitative stock selection decreased by an average of 0.24%; CSI 300 Index Enhancement, CSI 500 Index Enhancement, CSI 1000 Index Enhancement, and other index enhancements recorded positive excess returns of 0.44%, 0.23%, 0.27%, and 0.30% respectively; market neutral funds increased by an average of 0.31% [2][4][6] - A-share major indices declined, with the weekly returns of CSI 300, CSI 500, and CSI 1000 being -1.41%, -0.29%, and -0.48% respectively [3][6] Group 3: Performance of Different Types of Public Quantitative Funds Quantitative Fund Performance - Quantitative stock selection decreased by an average of 0.24%; CSI 300 Index Enhancement, CSI 500 Index Enhancement, CSI 1000 Index Enhancement, and other index enhancements recorded positive excess returns of 0.44%, 0.23%, 0.27%, and 0.30% respectively; market neutral funds increased by an average of 0.31% [2][4][6] Index Enhancement Funds - CSI 300 Index Enhancement Funds: The weekly return was -0.97%, and the excess return was 0.44%. The maximum drawdown was -1.17%, and the excess maximum drawdown was -0.20%. The excess return dispersion was 0.45% [13] - CSI 500 Index Enhancement Funds: The weekly return was -0.06%, and the excess return was 0.23%. The maximum drawdown was -1.28%, and the excess maximum drawdown was -0.20%. The excess return dispersion was 0.51% [13] - CSI 1000 Index Enhancement Funds: The weekly return was -0.20%, and the excess return was 0.27%. The maximum drawdown was -1.19%, and the excess maximum drawdown was -0.27%. The excess return dispersion was 0.50% [14] - Other Index Enhancement Funds: The weekly return was -0.66%, and the excess return was 0.30%. The maximum drawdown was -1.36%, and the excess maximum drawdown was -0.43%. The excess return dispersion was 0.44% [14] Other Types of Funds - Quantitative Stock Selection Funds: The weekly return was -0.24%, and the maximum drawdown was -1.16%. The return dispersion was 1.16% [15] - Market Neutral Funds: The weekly return was 0.31%, and the maximum drawdown was -0.17%. The return dispersion was 0.36% [15] Group 4: Performance Distribution of Different Types of Public Quantitative Funds - The report shows the performance trends of different types of public quantitative funds in the past six months, as well as the performance distribution this week and in the past year. Index enhancement funds show the performance of excess returns [16] Group 5: High-Performing Public Quantitative Funds CSI 300 Index Enhancement High-Performing Funds - The sample average of 77 funds had a weekly excess return of 0.44%, a one-month excess return of 0.20%, a one-year excess return of 4.00%, and a year-to-date excess return of 1.70%. The top five funds included Yongying CSI 300 Index Enhancement, Zheshang CSI 300 Index Enhancement, etc. [29] CSI 500 Index Enhancement High-Performing Funds - The sample average of 78 funds had a weekly excess return of 0.23%, a one-month excess return of 1.62%, a one-year excess return of 1.31%, and a year-to-date excess return of -0.23%. The top five funds included Zheshang CSI 500 Index Enhancement, Hongde CSI 500 Index Enhancement, etc. [30] CSI 1000 Index Enhancement High-Performing Funds - The sample average of 47 funds had a weekly excess return of 0.27%, a one-month excess return of 0.89%, a one-year excess return of 9.21%, and a year-to-date excess return of 1.80%. The top five funds included ICBC CSI 1000 Enhanced Strategy ETF, Zheshang CSI 1000 Index Enhancement, etc. [31] Other Index Enhancement High-Performing Funds - The sample average of 260 funds had a weekly excess return of 0.30%, a one-month excess return of 0.66%, a one-year excess return of 3.73%, and a year-to-date excess return of 0.64%. The top five funds included Yinhuazhongzhengquanzhi Medical and Health Enhancement, Yongying CSI A500 Index Enhancement, etc. [32] Quantitative Stock Selection High-Performing Funds - The sample average of 390 funds had a weekly return of -0.24%, a one-month return of -6.26%, a one-year return of 25.67%, and a year-to-date return of 2.05%. The top five funds included Huian Quantitative Pioneer, Dongwu Smart Medical Quantitative Strategy, etc. [33] Market Neutral High-Performing Funds - The sample average of 21 funds had a weekly return of 0.31%, a one-month return of -0.16%, a one-year return of 1.60%, and a year-to-date return of 0.72%. The top five funds included ICBC Preferred Hedge, Haifutong Alpha Hedge, etc. [34]