茅台长线持有策略:年化收益率（-4.03%）
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: -16.23%
- 年化收益率: -4.03%
- 基准收益率: -25.09%
- 阿尔法: 0.02
- 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
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-26 | 贵州茅台(600519.SH) | 1802.3243243243 | 444 | 1084 | 1420 | 630480 | -169752/-21.213% |
| 2025-06-25 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1083 | 1435.86 | 626034.96 | -174197.04/-21.768% |
| 2025-06-24 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1082 | 1437.2 | 626619.2 | -173612.8/-21.695% |
| 2025-06-23 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1081 | 1420 | 619120 | -181112/-22.632% |
| 2025-06-20 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1080 | 1428.66 | 622895.76 | -177336.24/-22.161% |
| 2025-06-19 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1079 | 1426 | 621736 | -178496/-22.306% |
| 2025-06-18 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1078 | 1425 | 621300 | -178932/-22.36% |
| 2025-06-17 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1077 | 1427 | 622172 | -178060/-22.251% |
| 2025-06-16 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1076 | 1422.29 | 620118.44 | -180113.56/-22.508% |
| 2025-06-13 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1075 | 1426.95 | 622150.2 | -178081.8/-22.254% |
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 |
