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，努力预期降低相对收益的波动。","declarationDate":"2025-01-21T16:00:00.000Z","lastUpdated":"2026-03-09T14:00:25.484Z","mo":"随着全市场量化投资管理不断规范发展，各类产品在资产配置中的占比也有所提高。公募指数增强类产品（包括基于宽基和特定选股域的增强产品）以相对明确的风险收益特征更方便投资者选取和配置，展望来看,此类产品对管理人和投资者而言都具有较好的战略价值。","fund":{"_id":3000000017846,"__csrcFundId":12433,"stockCode":"017846","shortName":"国金中证1000指数增强(017846)","masterFundShortName":"国金中证1000指数增强","fundSecondLevel":"company","stockType":"fund","areaCode":"cn","market":"a","tickerId":17846,"currency":"CNY","masterFundFlag":1,"lastUpdated":"2026-07-10T17:13:07.950Z","status":"normal","exchange":"jj","fundCollectionId":4000050690000,"name":"国金中证1000指数增强型证券投资基金","inceptionDate":"2023-03-21T16:00:00.000Z","followedNum":7,"setUpDate":"2023-03-21T16:00:00.000Z","setUpAssetScale":627872206.43,"setUpShares":627872206.43,"pinyin":"gjzz1000zszqxzqtzjj","__indexSourceEastMoney":1,"__indexSourceCsi":1,"indexFundFlag":1,"indexId":1000000000852,"managers":[{"stockCode":"j101020411","stockType":"fund_manager","exchange":"fm","tickerId":120803258460,"name":"李洪超"}]},"announcement":{"linkText":"国金中证1000指数增强型证券投资基金2024年年度报告","linkUrl":"http://eid.csrc.gov.cn/fund/disclose/instance_show_pdf_id.do?instanceid=1249410","linkType":"PDF","source":"csrc_pdf"}},{"_id":"69aed2797fea5b3eb052e3a5","date":"2024-09-29T16:00:00.000Z","stockId":3000000017846,"sao":"市场环境来看：报告期内除了9月底交易活跃度骤升以外，大部分时间市场活跃度处于2019年以来低水平位置；市场风格波动维持在近5年较高水平位置，特别是动量和贝塔值。具体因子层面：报告期内大部分风格持续性较弱，动量、贝塔值和市值等波动大、持续性差。行业涨跌方面，各中信一级行业在报告期内录得正收益，其中涨幅大于40%的行业为非银金融和综合金融，房地产行业区间涨幅超过28%；涨幅低于10%的行业有纺织服装、农林牧渔、电力及公用事业、煤炭和石油石化等。本基金投资组合指数成份占比不低于80%，报告期内对相对收益影响较大的是选股收益以及行业配置等。国金量化策略收益来源多样化、持仓分散度高。","declarationDate":"2024-10-24T16:00:00.000Z","lastUpdated":"2026-03-09T14:00:25.482Z","fund":{"_id":3000000017846,"__csrcFundId":12433,"stockCode":"017846","shortName":"国金中证1000指数增强(017846)","masterFundShortName":"国金中证1000指数增强","fundSecondLevel":"company","stockType":"fund","areaCode":"cn","market":"a","tickerId":17846,"currency":"CNY","masterFundFlag":1,"lastUpdated":"2026-07-10T17:13:07.950Z","status":"normal","exchange":"jj","fundCollectionId":4000050690000,"name":"国金中证1000指数增强型证券投资基金","inceptionDate":"2023-03-21T16:00:00.000Z","followedNum":7,"setUpDate":"2023-03-21T16:00:00.000Z","setUpAssetScale":627872206.43,"setUpShares":627872206.43,"pinyin":"gjzz1000zszqxzqtzjj","__indexSourceEastMoney":1,"__indexSourceCsi":1,"indexFundFlag":1,"indexId":1000000000852,"managers":[{"stockCode":"j101020411","stockType":"fund_manager","exchange":"fm","tickerId":120803258460,"name":"李洪超"}]},"announcement":{"linkText":"国金中证1000指数增强型证券投资基金2024年第3季度报告","linkUrl":"http://eid.csrc.gov.cn/fund/disclose/instance_show_pdf_id.do?instanceid=1179597","linkType":"PDF","source":"csrc_pdf"}},{"_id":"69aed2797fea5b3eb052e3a4","date":"2024-06-29T16:00:00.000Z","stockId":3000000017846,"sao":"报告期内，市场环境方面：2024年2月前后的市场波动为近十年高点，后续虽有所降低，4月和5月的波动水平仍处于历史较高位置，市场活跃度呈现持续下降的趋势，处于2019年以来的较低水平位置。具体因子方面：报告期内动量因子收益持续性较强，市值类和残差波动等因子波动性较大、持续性较弱。行业涨跌方面：大部分行业在报告期内录得负收益，其中涨幅高于10%的行业为银行、煤炭、石油石化和家电等，综合、消费者服务和计算机等行业跌幅较大，最大跌幅超过37%。　　国金量化策略收益来源多样化、持仓分散度高。本基金投资于中证1000指数成份股及其备选成份股的资产不低于非现金基金资产的80%，2024年上半年的市场环境下本基金的风险特征与所对标的业绩比较基准类似。","declarationDate":"2024-07-18T16:00:00.000Z","lastUpdated":"2026-03-09T14:00:25.479Z","mo":"当前市场环境下，伴随市场活跃度较低的特征，市场风格的切换或较为频繁。但基于历史数据，较大范围偏离均值的情况其均值回归的动力亦较强。","fund":{"_id":3000000017846,"__csrcFundId":12433,"stockCode":"017846","shortName":"国金中证1000指数增强(017846)","masterFundShortName":"国金中证1000指数增强","fundSecondLevel":"company","stockType":"fund","areaCode":"cn","market":"a","tickerId":17846,"currency":"CNY","masterFundFlag":1,"lastUpdated":"2026-07-10T17:13:07.950Z","status":"normal","exchange":"jj","fundCollectionId":4000050690000,"name":"国金中证1000指数增强型证券投资基金","inceptionDate":"2023-03-21T16:00:00.000Z","followedNum":7,"setUpDate":"2023-03-21T16:00:00.000Z","setUpAssetScale":627872206.43,"setUpShares":627872206.43,"pinyin":"gjzz1000zszqxzqtzjj","__indexSourceEastMoney":1,"__indexSourceCsi":1,"indexFundFlag":1,"indexId":1000000000852,"managers":[{"stockCode":"j101020411","stockType":"fund_manager","exchange":"fm","tickerId":120803258460,"name":"李洪超"}]},"announcement":{"linkText":"国金中证1000指数增强型证券投资基金2024年中期报告","linkUrl":"http://eid.csrc.gov.cn/fund/disclose/instance_show_pdf_id.do?instanceid=1151504","linkType":"PDF","source":"csrc_pdf"}},{"_id":"69aed2797fea5b3eb052e3a3","date":"2024-03-30T16:00:00.000Z","stockId":3000000017846,"sao":"一季度市场环境有以下特征：一月中下旬以来主要市场风格波动显著增大，2月初达到峰值，3月相较2月的极端情况波动有所降低，但依然高于长期均值水平。具体看市值类因子、贝塔值和动量波动大，区间切换较为剧烈；成长和分析师预期等因子延续性相对较好。一季度市场活跃度提升明显，市场波动高于近三年平均水平。行业涨跌方面，大部分行业（中信一级）在报告期内录得下跌收益，其中石油石化、家电和银行等行业涨幅相对较高，最大涨幅超过12%；综合、医药和电子等行业区间跌幅较大，最大跌幅超过-15%。国金中证1000指数增强型证券投资基金受此次剧烈震荡影响相对较小，但频繁切换的市场风格一定程度上不利于收益积累。量化策略是不断储备和迭代优化的过程，随着市场环境稳定性提升，预期超额趋于恢复。国金量化策略收益来源多样化、持仓分散度高，报告期内本基金保持高仓位运作。","declarationDate":"2024-04-19T16:00:00.000Z","lastUpdated":"2026-03-09T14:00:25.476Z","fund":{"_id":3000000017846,"__csrcFundId":12433,"stockCode":"017846","shortName":"国金中证1000指数增强(017846)","masterFundShortName":"国金中证1000指数增强","fundSecondLevel":"company","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