- The weekly performance of public quantitative funds shows that the average excess return of CSI 500 index-enhanced funds was -1.79%, with no funds achieving positive excess returns during the week[1][3][10] - Monthly performance data indicates that the average excess return of CSI 500 index-enhanced funds remained at -1.79%, consistent with the weekly data, and no funds achieved positive excess returns during the month[2][10][34] - Year-to-date (YTD) performance reveals that the average excess return of CSI 500 index-enhanced funds was -1.79%, with no funds achieving positive excess returns so far this year[3][10][34] - The average return of active quantitative funds for the week was 4.17%, with 98.81% of funds achieving positive returns[1][10][34] - The average return of active quantitative funds for the month was also 4.17%, consistent with the weekly data, and 98.81% of funds achieved positive returns during the month[2][10][34] - Year-to-date (YTD) performance of active quantitative funds shows an average return of 4.17%, with 98.81% of funds achieving positive returns so far this year[3][10][34] - The weekly average return of market-neutral quantitative funds was -0.07%, with 36.36% of funds achieving positive returns[1][10][34] - Monthly performance data for market-neutral quantitative funds shows an average return of -0.07%, consistent with the weekly data, and 36.36% of funds achieved positive returns during the month[2][10][34] - Year-to-date (YTD) performance of market-neutral quantitative funds reveals an average return of -0.07%, with 36.36% of funds achieving positive returns so far this year[3][10][34]

年度业绩：2025YTD（截至 2025.12.12），公募沪深 300 指增平均超额收益 -0.24%，实现正超额收益的基金占比 40.68%；公募中证 A500 指增平均超 额收益 1.04%，实现正超额收益的基金占比 75.00%；公募中证 500 指增平 均超额收益 0.64%，实现正超额收益的基金占比 58.46%；公募中证 1000 指增平均超额收益 7.52%，实现正超额收益的基金占比 89.13%；公募主动 量化基金平均收益 26.64%，实现正收益的基金占比 97.51%；公募股票市场 中性基金平均收益 1.03%，实现正收益的基金占比 59.09%。 金工量化周报 大盘指增和中小盘指增超额收益出现分化 量化基金业绩跟踪周报（2025.12.08-2025.12.12） 核心结论 周度业绩：本周（2025.12.08-2025.12.12），公募沪深 300 指增平均超额收 益 0.21%，实现正超额收益的基金占比 71.62%；公募中证 A500 指增平均 超额收益-0.04%，实现正超额收益的基金占比 45.59%；公募中证 500 指增 平均超额收益-0.44%，实现正超额收益的基金占 ...