小盘股蓝筹股混合策略:年化收益率（20.86%）
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: 187.55%
- 年化收益率: 20.86%
- 基准收益率: -22.07%
- 阿尔法: 0.22
- 夏普比率: 1
- 最大回撤: 18.9%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-10-23 | 中国中车(601766.SH) | 6.341268 | 12500 | 3 | 6.35 | 79375 | 109.15/0.138% |
| 2026-10-23 | 蓝焰控股(000968.SZ) | 6.8313659649123 | 85500 | 3 | 6.61 | 565155 | -18926.79/-3.24% |
| 2026-10-23 | 国航远洋(920571.BJ) | 8.6611621621622 | 10800 | 12 | 8.19 | 88452 | -5088.55/-5.44% |
| 2026-10-23 | 杭州银行(600926.SH) | 17.09182704 | 34800 | 12 | 16.52 | 574896 | -19899.58/-3.346% |
| 2026-10-23 | 中国平安(601318.SH) | 53.223664197531 | 8600 | 24 | 51.76 | 445136 | -12587.51/-2.75% |
| 2026-10-23 | 三祥科技(920195.BJ) | 13.088227027027 | 7200 | 27 | 12.37 | 89064 | -5171.23/-5.488% |
| 2026-10-23 | 中远海控(601919.SH) | 16.285219841829 | 35745 | 33 | 15.85 | 566558.25 | -15556.93/-2.672% |
| 2026-10-23 | 宝地矿业(601121.SH) | 7.020349360068 | 45240 | 36 | 6.32 | 285916.8 | -31683.81/-9.976% |
| 2026-10-23 | 锦泓集团(603518.SH) | 8.0851997392438 | 11800 | 36 | 7.15 | 84370 | -11035.36/-11.567% |
| 2026-10-23 | 五 粮 液(000858.SZ) | 85.994886914378 | 1238 | 114 | 73.86 | 91438.68 | -15022.99/-14.111% |
交易详情
| 2026-10-23 | 中远海控(601919.SH) | 买 | 945 | 15.82 | -14.1 | ¥0 | 0 |
| 2026-10-21 | 百通能源(001376.SZ) | 卖 | -8000 | 11.21 | -89680 | ¥17.94 | 142.1 |
| 2026-10-21 | 上海银行(601229.SH) | 卖 | -60800 | 9.44 | -573952 | ¥114.79 | -10452.86 |
| 2026-10-21 | 蓝焰控股(000968.SZ) | 买 | 85500 | 6.83 | 583965 | ¥116.79 | 0 |
| 2026-10-21 | 杭州银行(600926.SH) | 卖 | -200 | 16.8 | -3360 | ¥5 | -58.37 |
| 2026-10-21 | 宝地矿业(601121.SH) | 买 | 5500 | 6.51 | 35805 | ¥7.16 | 0 |
| 2026-10-21 | 中国平安(601318.SH) | 卖 | -400 | 51.28 | -20512 | ¥5 | -777.47 |
| 2026-10-21 | 中国中车(601766.SH) | 买 | 12500 | 6.34 | 79250 | ¥15.85 | 0 |
| 2026-10-21 | 三祥科技(920195.BJ) | 卖 | -200 | 12.35 | -2470 | ¥5 | -147.65 |
| 2026-10-21 | 国航远洋(920571.BJ) | 卖 | -300 | 8.1 | -2430 | ¥5 | -168.35 |
