长期持有港金所持股:年化收益率（7.84%）
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: 36.73%
- 年化收益率: 7.84%
- 基准收益率: -28.21%
- 阿尔法: 0.11
- 夏普比率: 0.33
- 最大回撤: 17.39%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 鲁泰A(000726.SZ) | 6.193355559291 | 107082 | 1044 | 6.2 | 663908.4 | 711.5/0.107% |
| 2025-04-28 | 宁沪高速(600377.SH) | 7.5175951835643 | 44099 | 1044 | 15.83 | 698087.17 | 366568.74/113.131% |
| 2025-04-25 | 鲁泰A(000726.SZ) | 6.193355559291 | 107082 | 1043 | 6.23 | 667120.86 | 3923.96/0.605% |
| 2025-04-25 | 宁沪高速(600377.SH) | 7.5175951835643 | 44099 | 1043 | 15.66 | 690590.34 | 359071.91/106.749% |
| 2025-04-24 | 鲁泰A(000726.SZ) | 6.193355559291 | 107082 | 1042 | 6.09 | 652129.38 | -11067.52/-1.682% |
| 2025-04-24 | 宁沪高速(600377.SH) | 7.5175951835643 | 44099 | 1042 | 15.77 | 695441.23 | 363922.8/112.009% |
| 2025-04-23 | 鲁泰A(000726.SZ) | 6.193355559291 | 107082 | 1041 | 6.04 | 646775.28 | -16421.62/-2.488% |
| 2025-04-23 | 宁沪高速(600377.SH) | 7.5175951835643 | 44099 | 1041 | 15.62 | 688826.38 | 357307.95/104.31% |
| 2025-04-22 | 鲁泰A(000726.SZ) | 6.193355559291 | 107082 | 1040 | 6.01 | 643562.82 | -19634.08/-3.004% |
| 2025-04-22 | 宁沪高速(600377.SH) | 7.5175951835643 | 44099 | 1040 | 15.87 | 699851.13 | 368332.7/114.298% |
交易详情
| 2024-12-19 | 鲁泰A(000726.SZ) | 买 | 797 | 6.66 | -6.23 | ¥0 | 0 |
| 2024-11-08 | 鲁泰A(000726.SZ) | 买 | 1605 | 6.52 | -3.4 | ¥0 | 0 |
| 2024-07-26 | 宁沪高速(600377.SH) | 买 | 1552 | 12.88 | -7.33 | ¥0 | 0 |
| 2024-06-19 | 鲁泰A(000726.SZ) | 买 | 1927 | 6.93 | -3.78 | ¥0 | 0 |
| 2023-07-26 | 宁沪高速(600377.SH) | 买 | 2049 | 9.09 | -3.67 | ¥0 | 0 |
| 2023-06-16 | 鲁泰A(000726.SZ) | 买 | 1545 | 6.55 | -1.01 | ¥0 | 0 |
| 2022-08-05 | 宁沪高速(600377.SH) | 买 | 2355 | 7.45 | -1 | ¥0 | 0 |
| 2022-06-23 | 鲁泰A(000726.SZ) | 买 | 990 | 7.08 | -6.09 | ¥0 | 0 |
| 2021-07-15 | 宁沪高速(600377.SH) | 买 | 1843 | 9.06 | -0.44 | ¥0 | 0 |
| 2021-06-18 | 鲁泰A(000726.SZ) | 买 | 818 | 6.07 | -4.73 | ¥0 | 0 |
