长期持有港金所持股:年化收益率（5.84%）
本策略旨在模拟长期投资于一组预先选定的股票的表现。策略在回测开始时买入用户指定的股票列表，并在整个回测期间持续持有，不做任何交易操作，以观察长期持有的投资效果。
概要
核心指标
- 累计收益率: 33.04%
- 年化收益率: 5.84%
- 基准收益率: -15.52%
- 阿尔法: 0.07
- 夏普比率: 0.24
- 最大回撤: 17.45%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 鲁泰A(000726.SZ) | 6.0104861712883 | 110784 | 1267 | 7.02 | 777703.68 | 111837.98/16.796% |
| 2026-03-31 | 宁沪高速(600377.SH) | 7.2707165040899 | 45722 | 1267 | 12.05 | 550950.1 | 218518.4/65.733% |
| 2026-03-30 | 鲁泰A(000726.SZ) | 6.0104861712883 | 110784 | 1266 | 7.06 | 782135.04 | 116269.34/17.461% |
| 2026-03-30 | 宁沪高速(600377.SH) | 7.2707165040899 | 45722 | 1266 | 11.97 | 547292.34 | 214860.64/64.633% |
| 2026-03-27 | 鲁泰A(000726.SZ) | 6.0104861712883 | 110784 | 1265 | 6.99 | 774380.16 | 108514.46/16.297% |
| 2026-03-27 | 宁沪高速(600377.SH) | 7.2707165040899 | 45722 | 1265 | 12.1 | 553236.2 | 220804.5/66.421% |
| 2026-03-26 | 鲁泰A(000726.SZ) | 6.0104861712883 | 110784 | 1264 | 6.97 | 772164.48 | 106298.78/15.964% |
| 2026-03-26 | 宁沪高速(600377.SH) | 7.2707165040899 | 45722 | 1264 | 12.34 | 564209.48 | 231777.78/69.722% |
| 2026-03-25 | 鲁泰A(000726.SZ) | 6.0104861712883 | 110784 | 1263 | 7 | 775488 | 109622.3/16.463% |
| 2026-03-25 | 宁沪高速(600377.SH) | 7.2707165040899 | 45722 | 1263 | 12.14 | 555065.08 | 222633.38/66.971% |
交易详情
| 2025-10-23 | 鲁泰A(000726.SZ) | 买 | 1499 | 7.29 | -0.79 | ¥0 | 0 |
| 2025-07-30 | 宁沪高速(600377.SH) | 买 | 1502 | 14.42 | -8.96 | ¥0 | 0 |
| 2025-06-20 | 鲁泰A(000726.SZ) | 买 | 1771 | 6.07 | -1.43 | ¥0 | 0 |
| 2024-12-19 | 鲁泰A(000726.SZ) | 买 | 801 | 6.66 | -0.99 | ¥0 | 0 |
| 2024-11-08 | 鲁泰A(000726.SZ) | 买 | 1611 | 6.52 | -6.48 | ¥0 | 0 |
| 2024-07-26 | 宁沪高速(600377.SH) | 买 | 1556 | 12.88 | -10.8 | ¥0 | 0 |
| 2024-06-19 | 鲁泰A(000726.SZ) | 买 | 1935 | 6.93 | -2.16 | ¥0 | 0 |
| 2023-07-26 | 宁沪高速(600377.SH) | 买 | 2055 | 9.09 | -0.19 | ¥0 | 0 |
| 2023-06-16 | 鲁泰A(000726.SZ) | 买 | 1551 | 6.55 | -2.51 | ¥0 | 0 |
| 2022-08-05 | 宁沪高速(600377.SH) | 买 | 2361 | 7.45 | -4.6 | ¥0 | 0 |
