小盘股蓝筹股混合策略:年化收益率（23.08%）
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: 191.21%
- 年化收益率: 23.08%
- 基准收益率: -7.75%
- 阿尔法: 0.23
- 夏普比率: 1.1
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 伊利股份(600887.SH) | 27.911 | 17900 | 6 | 27.61 | 494219 | -5387.9/-1.078% |
| 2026-05-15 | 格力电器(000651.SZ) | 40.498097297297 | 2300 | 9 | 40.28 | 92644 | -501.62/-0.539% |
| 2026-05-15 | 五 粮 液(000858.SZ) | 92.618522222222 | 900 | 6 | 86.87 | 78183 | -5173.67/-6.207% |
| 2026-05-15 | 紫金银行(601860.SH) | 2.6936105336427 | 56400 | 12 | 2.59 | 146076 | -5843.63/-3.847% |
| 2026-05-15 | 创业环保(600874.SH) | 6.1547514397202 | 96400 | 30 | 5.95 | 573580 | -19738.04/-3.327% |
| 2026-05-15 | 招商银行(600036.SH) | 39.547908695652 | 2300 | 30 | 37.65 | 86595 | -4365.19/-4.799% |
| 2026-05-15 | 苏农银行(603323.SH) | 4.9199992684931 | 123100 | 33 | 4.79 | 589649 | -16002.91/-2.642% |
| 2026-05-15 | 兴业银行(601166.SH) | 18.701994 | 5000 | 30 | 17.67 | 88350 | -5159.97/-5.518% |
| 2026-05-15 | 龙版传媒(605577.SH) | 13.124739277306 | 7700 | 129 | 11.32 | 87164 | -13896.49/-13.751% |
| 2026-05-15 | 海峡环保(603817.SH) | 7.3741332831525 | 82783 | 168 | 6.88 | 569547.04 | -40905.84/-6.701% |
交易详情
| 2026-05-13 | 创业环保(600874.SH) | 买 | 400 | 6.21 | 2484 | ¥5 | 0 |
| 2026-05-13 | 伊利股份(600887.SH) | 买 | 11200 | 28.13 | 315056 | ¥63.01 | 0 |
| 2026-05-13 | 紫金银行(601860.SH) | 卖 | -43500 | 2.66 | -115710 | ¥23.14 | -1462.06 |
| 2026-05-13 | 苏农银行(603323.SH) | 卖 | -200 | 4.87 | -974 | ¥5 | -10 |
| 2026-05-13 | 海峡环保(603817.SH) | 买 | 1500 | 7.22 | 10830 | ¥5 | 0 |
| 2026-05-08 | 华夏银行(600015.SH) | 卖 | -12614 | 6.65 | -83883.1 | ¥16.78 | -8827.38 |
| 2026-05-08 | 上海银行(601229.SH) | 卖 | -9600 | 9.27 | -88992 | ¥17.8 | -4798.79 |
| 2026-05-08 | 格力电器(000651.SZ) | 卖 | -1400 | 39.85 | -55790 | ¥11.16 | -907.34 |
| 2026-05-08 | 五 粮 液(000858.SZ) | 买 | 900 | 92.6 | 83340 | ¥16.67 | 0 |
| 2026-05-08 | 创业环保(600874.SH) | 卖 | -200 | 6.29 | -1258 | ¥5 | 27.11 |
