稳健小盘掘金策略:年化收益率（31.67%）
本策略精选沪深主板小市值股票，掘金市场潜力，通过严格的条件筛选和市值排序，构建稳健投资组合，力求在控制风险的前提下，获取长期超额收益。
概要
核心指标
- 累计收益率: 89.39%
- 年化收益率: 31.67%
- 基准收益率: 42.25%
- 阿尔法: 0.25
- 夏普比率: 0.84
- 最大回撤: 44.25%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-05 | 退市熊猫(600599.SH) | 0.56016800299426 | 1202300 | 4 | 0.5 | 601150 | -72339.99/-10.741% |
| 2026-06-05 | 退市华嵘(600421.SH) | 0.38011399874808 | 1757300 | 4 | 0.36 | 632628 | -35346.33/-5.292% |
| 2026-06-05 | 天元智能(603273.SH) | 17.264359101124 | 44500 | 29 | 14.81 | 659045 | -109218.98/-14.216% |
| 2026-06-04 | 退市熊猫(600599.SH) | 0.56016800299426 | 1202300 | 3 | 0.48 | 577104 | -96385.99/-14.311% |
| 2026-06-04 | 退市华嵘(600421.SH) | 0.38011399874808 | 1757300 | 3 | 0.33 | 579909 | -88065.33/-13.184% |
| 2026-06-04 | 天元智能(603273.SH) | 17.264359101124 | 44500 | 28 | 14.47 | 643915 | -124348.98/-16.186% |
| 2026-06-03 | 退市熊猫(600599.SH) | 0.56016800299426 | 1202300 | 2 | 0.5 | 601150 | -72339.99/-10.741% |
| 2026-06-03 | 退市华嵘(600421.SH) | 0.38011399874808 | 1757300 | 2 | 0.34 | 597482 | -70492.33/-10.553% |
| 2026-06-03 | 天元智能(603273.SH) | 17.264359101124 | 44500 | 27 | 14.62 | 650590 | -117673.98/-15.317% |
| 2026-06-02 | 退市熊猫(600599.SH) | 0.56016800299426 | 1202300 | 1 | 0.51 | 613173 | -60316.99/-8.956% |
交易详情
| 2026-06-02 | 彩蝶实业(603073.SH) | 卖 | -33900 | 18.5 | -627150 | ¥815.3 | -86659.08 |
| 2026-06-02 | 热威股份(603075.SH) | 卖 | -26754 | 26.93 | -720485.22 | ¥936.63 | 84989.81 |
| 2026-06-02 | 退市华嵘(600421.SH) | 买 | 1757300 | 0.38 | 667774 | ¥200.33 | 0 |
| 2026-06-02 | 退市熊猫(600599.SH) | 买 | 1202300 | 0.56 | 673288 | ¥201.99 | 0 |
| 2026-06-02 | 天元智能(603273.SH) | 买 | 4600 | 15.4 | 70840 | ¥21.25 | 0 |
| 2026-05-26 | 天元智能(603273.SH) | 买 | 500 | 16.17 | 8085 | ¥5 | 0 |
| 2026-05-26 | 热威股份(603075.SH) | 卖 | -2600 | 25.63 | -66638 | ¥86.63 | 4879.46 |
| 2026-05-20 | 热威股份(603075.SH) | 买 | 854 | 23.36 | -0.56 | ¥0 | 0 |
| 2026-05-19 | 热威股份(603075.SH) | 卖 | -300 | 24.55 | -7365 | ¥12.37 | 25.48 |
| 2026-05-12 | 南方路机(603280.SH) | 卖 | -20200 | 34.47 | -696294 | ¥905.18 | 3101.14 |
