小盘股蓝筹股混合策略:年化收益率（22.01%）
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: 191.86%
- 年化收益率: 22.01%
- 基准收益率: -10.74%
- 阿尔法: 0.22
- 夏普比率: 1.05
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-10 | 香飘飘(603711.SH) | 11.152229919679 | 49800 | 3 | 12.19 | 607062 | 51680.95/9.305% |
| 2026-08-10 | 北京银行(601169.SH) | 5.0806899408284 | 16900 | 12 | 5.03 | 85007 | -856.66/-0.998% |
| 2026-08-10 | 上海银行(601229.SH) | 9.269770143081 | 61300 | 15 | 9.27 | 568251 | 14.09/0.002% |
| 2026-08-10 | 兴业银行(601166.SH) | 18.054661842105 | 4600 | 18 | 18.34 | 84364 | 1312.56/1.58% |
| 2026-08-10 | 通达电气(603390.SH) | 10.092714130435 | 8600 | 24 | 10.18 | 87548 | 750.66/0.865% |
| 2026-08-10 | 五 粮 液(000858.SZ) | 87.290571177504 | 1138 | 66 | 76.19 | 86704.22 | -12632.45/-12.717% |
| 2026-08-10 | 格力电器(000651.SZ) | 40.347119783459 | 3600 | 69 | 40.67 | 146412 | 1162.37/0.8% |
| 2026-08-10 | 创业环保(600874.SH) | 5.6052588359082 | 102526 | 90 | 5.61 | 575170.86 | 486.09/0.085% |
| 2026-08-10 | 龙版传媒(605577.SH) | 12.402044316224 | 8956 | 189 | 9.77 | 87500.12 | -23572.59/-21.223% |
| 2026-08-10 | 海峡环保(603817.SH) | 6.998834980838 | 101128 | 228 | 5.76 | 582497.28 | -125280.9/-17.701% |
交易详情
| 2026-08-06 | 顺控发展(003039.SZ) | 卖 | -13700 | 11.93 | -163441 | ¥32.69 | 241.37 |
| 2026-08-06 | 格力电器(000651.SZ) | 卖 | -10100 | 40.22 | -406222 | ¥81.24 | -1283.91 |
| 2026-08-06 | 创业环保(600874.SH) | 买 | 1800 | 5.53 | 9954 | ¥5 | 0 |
| 2026-08-06 | 北京银行(601169.SH) | 买 | 400 | 5.04 | 2016 | ¥5 | 0 |
| 2026-08-06 | 上海银行(601229.SH) | 买 | 46000 | 9.3 | 427800 | ¥85.56 | 0 |
| 2026-08-06 | 通达电气(603390.SH) | 卖 | -400 | 9.95 | -3980 | ¥5 | -57.09 |
| 2026-08-06 | 香飘飘(603711.SH) | 买 | 49800 | 11.15 | 555270 | ¥111.05 | 0 |
| 2026-08-06 | 海峡环保(603817.SH) | 卖 | -1400 | 5.65 | -7910 | ¥5 | -1888.37 |
| 2026-08-03 | 香飘飘(603711.SH) | 卖 | -13500 | 11.5 | -155250 | ¥31.05 | 14782.12 |
| 2026-08-03 | 顺控发展(003039.SZ) | 买 | 13700 | 11.91 | 163167 | ¥32.63 | 0 |
