小盘股蓝筹股混合策略:年化收益率（21.72%）
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: 194.73%
- 年化收益率: 21.72%
- 基准收益率: -14.43%
- 阿尔法: 0.22
- 夏普比率: 1.04
- 最大回撤: 18.9%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-09-18 | 上海建科(603153.SH) | 12.932586567164 | 6700 | 2 | 13.14 | 88038 | 1389.67/1.604% |
| 2026-09-18 | 中国石油(601857.SH) | 10.702140036563 | 54700 | 2 | 10.56 | 577632 | -7775.06/-1.328% |
| 2026-09-18 | 中国平安(601318.SH) | 54.228622222222 | 2700 | 5 | 53.37 | 144099 | -2318.28/-1.583% |
| 2026-09-18 | 三祥科技(920195.BJ) | 13.121954929577 | 7100 | 8 | 12.55 | 89105 | -4060.88/-4.359% |
| 2026-09-18 | 锦泓集团(603518.SH) | 8.0950307692308 | 11700 | 17 | 7.63 | 89271 | -5440.86/-5.745% |
| 2026-09-18 | 中远海控(601919.SH) | 16.733340482574 | 36200 | 14 | 16.1 | 582820 | -22926.93/-3.785% |
| 2026-09-18 | XD宝立食(603170.SH) | 12.081397764905 | 7388 | 17 | 11.88 | 87769.44 | -1487.93/-1.667% |
| 2026-09-18 | 上海银行(601229.SH) | 9.5858303281943 | 61500 | 17 | 9.56 | 587940 | -1588.57/-0.269% |
| 2026-09-18 | 宝地矿业(601121.SH) | 7.3867827336634 | 83400 | 17 | 7.19 | 599646 | -16411.68/-2.664% |
| 2026-09-18 | 五 粮 液(000858.SZ) | 85.994886914378 | 1238 | 95 | 70 | 86660 | -19801.67/-18.6% |
交易详情
| 2026-09-17 | 海康威视(002415.SZ) | 卖 | -17900 | 32.56 | -582824 | ¥116.56 | -19273.4 |
| 2026-09-17 | 华人健康(301408.SZ) | 卖 | -16200 | 14.05 | -227610 | ¥45.52 | 4977.48 |
| 2026-09-17 | 宝地矿业(601121.SH) | 买 | 10900 | 7.02 | 76518 | ¥15.3 | 0 |
| 2026-09-17 | 上海银行(601229.SH) | 买 | 100 | 9.58 | 958 | ¥5 | 0 |
| 2026-09-17 | 中国平安(601318.SH) | 买 | 1100 | 53.4 | 58740 | ¥11.75 | 0 |
| 2026-09-17 | 中国石油(601857.SH) | 买 | 54700 | 10.7 | 585290 | ¥117.06 | 0 |
| 2026-09-17 | 中远海控(601919.SH) | 卖 | -700 | 16.42 | -11494 | ¥5 | -219.34 |
| 2026-09-17 | 上海建科(603153.SH) | 买 | 6700 | 12.93 | 86631 | ¥17.33 | 0 |
| 2026-09-17 | 锦泓集团(603518.SH) | 买 | 500 | 7.56 | 3780 | ¥5 | 0 |
| 2026-09-14 | 宝立食品(603170.SH) | 买 | 88 | 12.04 | -5.48 | ¥0 | 0 |
