反转因子表现出色，沪深300增强组合年内超额 17.58%【国信金工】

Performance of Index Enhancement Portfolios - The CSI 300 index enhancement portfolio achieved an excess return of 0.24% this week and 17.58% year-to-date [1][7] - The CSI 500 index enhancement portfolio recorded an excess return of 0.17% this week and 8.16% year-to-date [1][7] - The CSI 1000 index enhancement portfolio had an excess return of 0.39% this week and 17.94% year-to-date [1][7] - The CSI A500 index enhancement portfolio experienced an excess return of -1.77% this week and 8.45% year-to-date [1][7] Stock Selection Factor Performance Tracking - In the CSI 300 component stocks, factors such as one-month reversal, three-month reversal, and EPTTM one-year percentile performed well [1][10] - In the CSI 500 component stocks, factors like three-month volatility, three-month reversal, and EPTTM one-year percentile showed strong performance [1][10] - For the CSI 1000 component stocks, factors including one-month volatility, one-month turnover, and three-month reversal performed well [1][10] - In the CSI A500 index component stocks, factors such as one-month reversal, EPTTM one-year percentile, and one-month volatility were notable [1][10] - Among public fund heavy stocks, factors like dividend yield, three-month reversal, and EPTTM performed well [1][10] Public Fund Index Enhancement Products Performance Tracking - The CSI 300 index enhancement products had a maximum excess return of 0.92%, a minimum of -3.08%, and a median of 0.01% this week [1][23] - The CSI 500 index enhancement products achieved a maximum excess return of 3.20%, a minimum of -0.48%, and a median of 0.49% this week [1][25] - The CSI 1000 index enhancement products recorded a maximum excess return of 1.58%, a minimum of -0.82%, and a median of 0.37% this week [1][28] - The CSI A500 index enhancement products had a maximum excess return of 1.20%, a minimum of -0.84%, and a median of 0.23% this week [1][29]