小盘股蓝筹股混合策略:年化收益率（21.7%）
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: 178.83%
- 年化收益率: 21.7%
- 基准收益率: -10.35%
- 阿尔法: 0.22
- 夏普比率: 1.04
- 最大回撤: 12.89%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-11 | 上海银行(601229.SH) | 9.2018401315789 | 15200 | 1 | 9.14 | 138928 | -939.97/-0.672% |
| 2026-06-11 | 锦泓集团(603518.SH) | 8.4016799701046 | 0 | 4 | 8.19 | 0 | -9478.39/-1.686% |
| 2026-06-11 | 伊利股份(600887.SH) | 25.765151515152 | 0 | 4 | 25.61 | 0 | -611/-0.719% |
| 2026-06-11 | 顺控发展(003039.SZ) | 12.462100650759 | 7200 | 13 | 11.84 | 85248 | -4479.12/-4.992% |
| 2026-06-11 | 五 粮 液(000858.SZ) | 92.02667 | 1000 | 25 | 79.79 | 79790 | -12236.67/-13.297% |
| 2026-06-11 | 山西高速(000755.SZ) | 4.6809360134003 | 119400 | 1 | 4.6 | 549240 | -9663.76/-1.729% |
| 2026-06-11 | 格力电器(000651.SZ) | 40.482575894814 | 2300 | 28 | 38.5 | 88550 | -4559.92/-4.897% |
| 2026-06-11 | 兴业银行(601166.SH) | 18.684503921569 | 4500 | 49 | 18.79 | 84555 | 474.73/0.565% |
| 2026-06-11 | 创业环保(600874.SH) | 6.1400484769655 | 97600 | 49 | 5.82 | 568032 | -31236.73/-5.212% |
| 2026-06-11 | 招商银行(600036.SH) | 38.944370858135 | 14400 | 49 | 38.73 | 557712 | -3086.94/-0.55% |
交易详情
| 2026-06-11 | 伊利股份(600887.SH) | 卖 | -3300 | 25.55 | -84315 | ¥16.86 | -710 |
| 2026-06-11 | 锦泓集团(603518.SH) | 卖 | -66900 | 8.17 | -546573 | ¥109.31 | -15499.39 |
| 2026-06-11 | 山西高速(000755.SZ) | 买 | 119400 | 4.68 | 558792 | ¥111.76 | 0 |
| 2026-06-11 | 顺控发展(003039.SZ) | 卖 | -38900 | 11.86 | -461354 | ¥92.27 | -23421.72 |
| 2026-06-11 | 招商银行(600036.SH) | 买 | 10800 | 38.93 | 420444 | ¥84.09 | 0 |
| 2026-06-11 | 创业环保(600874.SH) | 卖 | -2700 | 5.7 | -15390 | ¥5 | -1188.13 |
| 2026-06-11 | 兴业银行(601166.SH) | 卖 | -200 | 18.91 | -3782 | ¥5 | 45.1 |
| 2026-06-11 | 上海银行(601229.SH) | 买 | 15200 | 9.2 | 139840 | ¥27.97 | 0 |
| 2026-06-11 | 海峡环保(603817.SH) | 买 | 2400 | 5.8 | 13920 | ¥5 | 0 |
| 2026-06-08 | 工商银行(601398.SH) | 卖 | -79100 | 7.38 | -583758 | ¥116.75 | 10959.46 |
