金工量化周报 500 指增超额收益回升 量化基金业绩跟踪周报（2026.01.26-2026.01.30） 核心结论 周度业绩：本周（2026.01.26-2026.01.30），公募沪深 300 指增平均超额收 益-0.03%，实现正超额收益的基金占比 46.84%；公募中证 A500 指增平均 超额收益-0.01%，实现正超额收益的基金占比 57.75%；公募中证 500 指增 平均超额收益 0.42%，实现正超额收益的基金占比 82.89%；公募中证 1000 指增平均超额收益 0.24%，实现正超额收益的基金占比 73.91%；公募主动 量化基金平均收益-1.09%，实现正收益的基金占比 25.65%；公募股票市场 中性基金平均收益-0.03%，实现正收益的基金占比 36.36%。 月度业绩：2026 年 1 月（截至 2026.01.30），公募沪深 300 指增平均超额 收益 0.94%，实现正超额收益的基金占比 75.64%；公募中证 A500 指增平 均超额收益 0.36%，实现正超额收益的基金占比 60.29%；公募中证 500 指 增平均超额收益-1.88%，实现正超额收益的基金占比 2. ...

- 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]

- 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]