茅台长线持有策略:年化收益率（-3.89%）
本策略为最简单的长期投资策略，在回测开始时买入贵州茅台股票并长期持有，考察贵州茅台在指定时间段内的投资收益表现。
概要
核心指标
- 累计收益率: -16.06%
- 年化收益率: -3.89%
- 基准收益率: -21.91%
- 阿尔法: 0.01
- 夏普比率: -0.2
- 最大回撤: 39.72%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 贵州茅台(600519.SH) | 1802.3243243243 | 444 | 1113 | 1423.88 | 632202.72 | -168029.28/-20.998% |
| 2025-08-05 | 贵州茅台(600519.SH) | 1802.3243243243 | 444 | 1112 | 1427.74 | 633916.56 | -166315.44/-20.783% |
| 2025-08-04 | 贵州茅台(600519.SH) | 1802.3243243243 | 444 | 1111 | 1419 | 630036 | -170196/-21.268% |
| 2025-08-01 | 贵州茅台(600519.SH) | 1802.3243243243 | 444 | 1110 | 1417 | 629148 | -171084/-21.379% |
| 2025-07-31 | 贵州茅台(600519.SH) | 1802.3243243243 | 444 | 1109 | 1421.67 | 631221.48 | -169010.52/-21.12% |
| 2025-07-30 | 贵州茅台(600519.SH) | 1802.3243243243 | 444 | 1108 | 1449.44 | 643551.36 | -156680.64/-19.579% |
| 2025-07-29 | 贵州茅台(600519.SH) | 1802.3243243243 | 444 | 1107 | 1439 | 638916 | -161316/-20.159% |
| 2025-07-28 | 贵州茅台(600519.SH) | 1802.3243243243 | 444 | 1106 | 1438.66 | 638765.04 | -161466.96/-20.178% |
| 2025-07-25 | 贵州茅台(600519.SH) | 1802.3243243243 | 444 | 1105 | 1455 | 646020 | -154212/-19.271% |
| 2025-07-24 | 贵州茅台(600519.SH) | 1802.3243243243 | 444 | 1104 | 1491.5 | 662226 | -138006/-17.246% |
交易详情
| 2025-06-26 | 贵州茅台(600519.SH) | 买 | 8 | 1408.26 | -767.52 | ¥0 | 0 |
| 2024-12-20 | 贵州茅台(600519.SH) | 买 | 6 | 1527.13 | -1105.62 | ¥0 | 0 |
| 2024-06-19 | 贵州茅台(600519.SH) | 买 | 8 | 1490.62 | -1106.4 | ¥0 | 0 |
| 2023-12-20 | 贵州茅台(600519.SH) | 买 | 4 | 1655.89 | -1364.38 | ¥0 | 0 |
| 2023-06-30 | 贵州茅台(600519.SH) | 买 | 6 | 1687.8 | -548.09 | ¥0 | 0 |
| 2022-12-27 | 贵州茅台(600519.SH) | 买 | 5 | 1720.15 | -316.63 | ¥0 | 0 |
| 2022-06-30 | 贵州茅台(600519.SH) | 买 | 4 | 2008.33 | -699.64 | ¥0 | 0 |
| 2021-06-25 | 贵州茅台(600519.SH) | 买 | 3 | 2048.76 | -1569.7 | ¥0 | 0 |
| 2021-01-04 | 贵州茅台(600519.SH) | 买 | 400 | 1999.98 | 799992 | ¥240 | 0 |
