小盘股蓝筹股混合策略:年化收益率（27.69%）
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: 195.54%
- 年化收益率: 27.69%
- 基准收益率: -21.34%
- 阿尔法: 0.3
- 夏普比率: 1.3
- 最大回撤: 11.92%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-12 | 蓝焰控股(000968.SZ) | 7.1203791044776 | 20100 | 6 | 7.27 | 146127 | 3007.38/2.101% |
| 2025-08-12 | 绿色动力(601330.SH) | 7.1689461538462 | 81900 | 9 | 7.22 | 591318 | 4181.31/0.712% |
| 2025-08-12 | 海尔智家(600690.SH) | 25.812367647059 | 3400 | 12 | 25.53 | 86802 | -960.05/-1.094% |
| 2025-08-12 | 泸州老窖(000568.SZ) | 114.74569655172 | 725 | 21 | 125.43 | 90936.75 | 7746.12/9.311% |
| 2025-08-12 | 中远海控(601919.SH) | 15.721052896112 | 37300 | 33 | 15.66 | 584118 | -2277.27/-0.388% |
| 2025-08-12 | 海天股份(603759.SH) | 8.7145737205862 | 68100 | 66 | 8.76 | 596556 | 3093.53/0.521% |
| 2025-08-12 | 创业环保(600874.SH) | 5.6046804383483 | 14710 | 72 | 6.01 | 88407.1 | 5962.25/7.232% |
| 2025-08-12 | 中国石油(601857.SH) | 8.966178800233 | 10100 | 15 | 8.77 | 88577 | -1981.41/-2.188% |
| 2025-08-12 | 山西高速(000755.SZ) | 5.1697301062554 | 17600 | 33 | 5.04 | 88704 | -2283.25/-2.509% |
| 2025-08-12 | 格力电器(000651.SZ) | 45.521480232269 | 12400 | 60 | 47.88 | 593712 | 29245.65/5.181% |
交易详情
| 2025-08-08 | 泸州老窖(000568.SZ) | 买 | 25 | 123.81 | -117.75 | ¥0 | 0 |
| 2025-08-08 | 格力电器(000651.SZ) | 卖 | -100 | 47.04 | -4704 | ¥5 | 151.85 |
| 2025-08-08 | 山西高速(000755.SZ) | 卖 | -11400 | 4.99 | -56886 | ¥11.38 | -2048.92 |
| 2025-08-08 | 蓝焰控股(000968.SZ) | 买 | 7900 | 7.21 | 56959 | ¥11.39 | 0 |
| 2025-08-08 | 创业环保(600874.SH) | 买 | 100 | 5.92 | 592 | ¥5 | 0 |
| 2025-08-08 | 绿色动力(601330.SH) | 买 | 1200 | 7.12 | 8544 | ¥5 | 0 |
| 2025-08-08 | 中国石油(601857.SH) | 卖 | -100 | 8.65 | -865 | ¥5 | -31.62 |
| 2025-08-08 | 中远海控(601919.SH) | 卖 | -100 | 15.71 | -1571 | ¥5 | -1.11 |
| 2025-08-08 | 海天股份(603759.SH) | 买 | 700 | 8.52 | 5964 | ¥5 | 0 |
| 2025-08-05 | 东亚机械(301028.SZ) | 卖 | -40000 | 13.14 | -525600 | ¥105.12 | 9896.88 |
