Group 1 - The report indicates that the performance of major public index enhancement funds has been tracked weekly, focusing on the returns of the funds against their respective benchmarks, including CSI 300, CSI 500, CSI 1000, and National Index 2000 [7][8]. - As of September 12, 2025, the CSI 300 enhancement funds have 53 products with a total scale of 77.3 billion, while the CSI 500 enhancement funds have 66 products with a scale of 43.7 billion [8][9]. - The report highlights that the CSI 2000 enhancement strategy has achieved a year-to-date excess return of 21.18%, indicating strong performance compared to its benchmark [1][4]. Group 2 - The report details the top-performing CSI 300 enhancement funds for the year, with the top five funds achieving returns of 28.33%, 27.65%, 23.15%, 22.67%, and 21.93%, respectively, with corresponding excess returns of 13.41%, 12.73%, 8.23%, 7.75%, and 7.01% [9][11]. - For the CSI 500 enhancement funds, the top five funds have returns of 35.46%, 35.31%, 35.02%, 34.39%, and 32.41%, with excess returns of 10.62%, 10.47%, 10.19%, 9.56%, and 7.58% [15][19]. - The CSI 1000 enhancement funds show similar strong performance, with the top five funds achieving returns of 40.4%, 39.68%, 39.21%, 38.57%, and 38.44%, with excess returns of 15.81%, 15.08%, 14.62%, 13.98%, and 13.85% [21][25]. Group 3 - The report emphasizes the performance of the National Index 2000 enhancement funds, with the top five funds achieving returns of 45.03%, 44.3%, 43.56%, 37.72%, and 35.56%, with excess returns of 16.01%, 15.28%, 14.54%, 8.7%, and 6.54% [29][30]. - The report also tracks the performance of various factors used in quantitative stock selection models, highlighting the effectiveness of different factors across various stock pools [34][37]. - The report provides insights into the excess returns of single factors, indicating that certain factors have performed better over different time frames, which can guide investment strategies [38][39].

Group 1 - The report indicates that the small-cap style outperformed last week, with the CSI 2000 index enhancement strategy achieving an excess return of 18.92% year-to-date [1] - The report tracks the performance of public index enhancement funds for major indices, including CSI 300, CSI 500, CSI 1000, and CSI 2000, as of July 11, 2025 [8] - The top three public funds for the CSI 300 index enhancement this year are: Anxin Quantitative Selected CSI 300 Index Enhancement A (003957.OF) with an excess return of 8.86%, Changxin CSI 300 Index Enhancement A (005137.OF) with 5.91%, and Changcheng Jiutai CSI 300 A (200002.OF) with 5.33% [9] Group 2 - For the CSI 500 index enhancement, the top three funds this year are: Zhongou CSI 500 Index Enhancement A (015453.OF) with 9.15%, Penghua CSI 500 Index Enhancement A (014344.OF) with 7.72%, and Baodao CSI 500 Index Enhancement A (006593.OF) with 7.46% [16] - The CSI 1000 index enhancement funds show the best performers as: Guojin CSI 1000 Index Enhancement A (017846.OF) with 13.65%, ICBC Credit Suisse CSI 1000 Index Enhancement A (016942.OF) with 13.62%, and Huitianfu CSI 1000 Index Enhancement A (017953.OF) with 11.89% [22] - The top three funds for the CSI 2000 index enhancement this year are: Huitianfu CSI 2000 Index Enhancement A (019318.OF) with 14.1%, Penghua CSI 2000 Index Enhancement A (017892.OF) with 13.04%, and Tianhong CSI 2000 Index Enhancement A (017547.OF) with 10.94% [27] Group 3 - The report highlights that the excess returns of various factors within the CSI indices are tracked, with significant factors identified for each index [7] - For the CSI 300, the best-performing factors last week were market capitalization, high-frequency minute data, and valuation [34] - In the CSI 500, the top factors were high-frequency minute data, growth, and market capitalization [42]