小盘股蓝筹股混合策略:年化收益率（24.64%）
持有小盘股和蓝筹股，避免过度风格暴露，保证收益的同时减少风险
概要
核心指标
- 累计收益率: 202.87%
- 年化收益率: 24.64%
- 基准收益率: -15.52%
- 阿尔法: 0.26
- 夏普比率: 1.17
- 最大回撤: 11.93%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 创业环保(600874.SH) | 6.2512500747384 | 66900 | 1 | 6.08 | 406752 | -11456.63/-2.739% |
| 2026-03-31 | 招商银行(600036.SH) | 39.547908695652 | 2300 | 1 | 39.32 | 90436 | -524.19/-0.576% |
| 2026-03-31 | 苏农银行(603323.SH) | 4.9084850789096 | 69700 | 4 | 4.91 | 342227 | 105.59/0.031% |
| 2026-03-31 | 中国移动(600941.SH) | 93.81876 | 0 | 4 | 93.79 | 0 | -418.76/-0.446% |
| 2026-03-31 | 海尔智家(600690.SH) | 24.3463825 | 0 | 7 | 21.38 | 0 | -11025.53/-11.322% |
| 2026-03-31 | 山西高速(000755.SZ) | 5.4531584680851 | 0 | 13 | 5.22 | 0 | -17996.12/-2.809% |
| 2026-03-31 | 美的集团(000333.SZ) | 75.430778013864 | 8400 | 22 | 76.35 | 641340 | 7721.46/1.219% |
| 2026-03-31 | 兴业银行(601166.SH) | 18.72374375 | 4800 | 1 | 18.82 | 90336 | 462.03/0.514% |
| 2026-03-31 | 宝立食品(603170.SH) | 14.035099124977 | 7200 | 31 | 12.35 | 88920 | -12132.71/-12.006% |
| 2026-03-31 | 龙版传媒(605577.SH) | 13.349172257531 | 7100 | 100 | 12.7 | 90170 | -4609.12/-4.863% |
交易详情
| 2026-03-31 | 山西高速(000755.SZ) | 卖 | -117500 | 5.26 | -618050 | ¥123.61 | -22696.12 |
| 2026-03-31 | 中国移动(600941.SH) | 卖 | -1000 | 93.4 | -93400 | ¥18.68 | -418.76 |
| 2026-03-31 | 海尔智家(600690.SH) | 卖 | -4000 | 21.6 | -86400 | ¥17.28 | -10985.53 |
| 2026-03-31 | 华夏银行(600015.SH) | 卖 | -400 | 7.26 | -2904 | ¥5 | 119.57 |
| 2026-03-31 | 招商银行(600036.SH) | 买 | 2300 | 39.54 | 90942 | ¥18.19 | 0 |
| 2026-03-31 | 创业环保(600874.SH) | 买 | 66900 | 6.25 | 418125 | ¥83.63 | 0 |
| 2026-03-31 | 兴业银行(601166.SH) | 买 | 4800 | 18.72 | 89856 | ¥17.97 | 0 |
| 2026-03-31 | 上海银行(601229.SH) | 卖 | -3300 | 9.94 | -32802 | ¥6.56 | 457.87 |
| 2026-03-31 | 宝立食品(603170.SH) | 卖 | -100 | 12.65 | -1265 | ¥5 | -138.51 |
| 2026-03-31 | 苏农银行(603323.SH) | 买 | 39200 | 4.89 | 191688 | ¥38.34 | 0 |
