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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]