基金量化

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基金量化观察:首批科创综指增强策略ETF本周上市
SINOLINK SECURITIES· 2025-06-11 09:51
- The report tracks the performance of enhanced index funds, highlighting that in the CSI 300 enhanced index fund category, the best performer last week was E Fund CSI 300 Selected Enhanced A (010736.OF), achieving an excess return of 1.14% relative to the benchmark[5][40][42] - In the CSI 500 enhanced index fund category, HuaAn CSI 500 Enhanced A (005607.OF) delivered an excess return of 0.59% last week[5][40][42] - For the CSI 1000 enhanced index fund category, E Fund CSI 1000 Quantitative Enhanced A (017094.OF) achieved an excess return of 0.84% last week[5][40][42] - In the Guozheng 2000 enhanced index fund category, Penghua Guozheng 2000 Enhanced A (017892.OF) performed the best, with an excess return of 1.04% last week[5][40][42] - Over the past year, the best performer in the CSI 300 enhanced index fund category was Anxin Quantitative Selected CSI 300 Enhanced A (003957.OF), achieving an excess return of 15.24%[41][42][43] - In the CSI 500 enhanced index fund category, ZhongOu CSI 500 Enhanced A (015453.OF) led with an excess return of 9.84% over the past year[41][42][43] - For the CSI 1000 enhanced index fund category, Dacheng CSI 1000 Enhanced A (018661.OF) achieved the highest excess return of 17.26% over the past year[41][42][43] - In the Guozheng 2000 enhanced index fund category, Huaxia Guozheng 2000 Enhanced A (019318.OF) delivered the best performance, with an excess return of 22.77% over the past year[41][42][43]
基金量化观察:港股通消费主题ETF集中申报,军工主题基金业绩占优
SINOLINK SECURITIES· 2025-05-13 11:08
- The report tracks the performance of various enhanced index funds, including Huashang Quantitative Selected CSI 300 Enhanced A, which achieved an excess return of 0.66% last week relative to its benchmark[4][37][40] - Among CSI 500 Enhanced Index Funds, Haitong CSI 500 Enhanced A delivered the best performance last week with an excess return of 1.06%[4][37][40] - For CSI 1000 Enhanced Index Funds, Guojin CSI 1000 Enhanced A achieved an excess return of 0.97% last week, while over the past year, Bosera CSI 1000 Enhanced A led with an excess return of 15.32%[4][37][38] - In the CSI 2000 Enhanced Index Funds category, Wanjia CSI 2000 Enhanced A performed best last week with an excess return of 0.66%, while Huixintong CSI 2000 Enhanced A achieved the highest one-year excess return of 20.64%[4][37][38]