指增超额收益
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量化基金业绩跟踪周报(2025.12.08-2025.12.12):大盘指增和中小盘指增超额收益出现分化-20251213
Western Securities· 2025-12-13 14:42
- The report provides weekly performance statistics for quantitative public funds, showing that the average excess return of CSI 300 enhanced index funds was 0.21%, with 71.62% of funds achieving positive excess returns, while CSI A500 enhanced index funds had an average excess return of -0.04%, with 45.59% of funds achieving positive excess returns[1][8] - Monthly performance data indicates that as of December 12, 2025, the average excess return of CSI 300 enhanced index funds was 0.33%, with 75.34% of funds achieving positive excess returns, while CSI 1000 enhanced index funds had an average excess return of 0.25%, with 65.22% of funds achieving positive excess returns[2][8] - Year-to-date (YTD) performance data shows that as of December 12, 2025, the average excess return of CSI 1000 enhanced index funds was 7.52%, with 89.13% of funds achieving positive excess returns, while active quantitative funds had an average return of 26.64%, with 97.51% of funds achieving positive returns[3][8] - The report includes detailed performance distribution and scatter plots for quantitative public funds, highlighting the absolute and excess performance of various fund categories over the past year[9][12][19] - The cumulative net value trends of quantitative public fund portfolios, including enhanced index funds and active quantitative products, are presented for the current year and the past two years, showing the performance dynamics over time[17][20][26]
量化基金业绩跟踪周报(2025.10.13-2025.10.17):近2周指增超额收益显著回升-20251018
Western Securities· 2025-10-18 13:15
- The report tracks the weekly performance of quantitative funds, showing that the average excess return of CSI 500 index-enhanced funds was 0.79%, with 94.37% of funds achieving positive excess returns during the week[1][9] - Monthly performance data indicates that CSI 500 index-enhanced funds achieved an average excess return of 1.26%, with 92.96% of funds recording positive excess returns as of October 17, 2025[2][9] - Year-to-date performance reveals that CSI 1000 index-enhanced funds delivered an average excess return of 7.11%, with 89.13% of funds achieving positive excess returns[3][9] - The report includes scatter plots illustrating the absolute and excess performance of quantitative funds over the past year, highlighting the distribution of returns across different fund categories[13][19][15] - The cumulative net value trends of various index-enhanced fund portfolios are presented, showing the performance of CSI 300, CSI 500, CSI 1000, and A500 index-enhanced funds over the year[20][21][22]