低估值小市值轮动策略:年化收益率（20.44%）
本策略精选非ST、非科创板、非北交所上市的低市盈率、低市净率小市值股票，并进行等权重配置，旨在捕捉市场中被低估的价值洼地。策略定期轮动持仓，动态跟踪市场变化，追求稳健收益。
概要
核心指标
- 累计收益率: 113.25%
- 年化收益率: 20.44%
- 基准收益率: -30.32%
- 阿尔法: 0.31
- 夏普比率: 0.69
- 最大回撤: 29.88%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-29 | 浙商中拓(000906.SZ) | 6.0539768678161 | 69600 | 10 | 6.25 | 435000 | 13643.21/3.249% |
| 2025-04-29 | 嘉事堂(002462.SZ) | 12.183654142012 | 33800 | 10 | 11.98 | 404924 | -6883.51/-1.687% |
| 2025-04-29 | 龙建股份(600853.SH) | 3.6410919682259 | 108600 | 10 | 3.82 | 414852 | 19429.41/4.86% |
| 2025-04-29 | 鲁 泰Ａ(000726.SZ) | 6.443782516934 | 70900 | 80 | 6.17 | 437453 | -19411.18/-4.229% |
| 2025-04-29 | 联泰环保(603797.SH) | 4.0942204522164 | 107400 | 250 | 4.06 | 436044 | -3675.28/-0.85% |
| 2025-04-28 | 浙商中拓(000906.SZ) | 6.0539768678161 | 69600 | 9 | 6.23 | 433608 | 12251.21/2.879% |
| 2025-04-28 | 嘉事堂(002462.SZ) | 12.183654142012 | 33800 | 9 | 11.87 | 401206 | -10601.51/-2.45% |
| 2025-04-28 | 龙建股份(600853.SH) | 3.6410919682259 | 108600 | 9 | 3.86 | 419196 | 23773.41/6.029% |
| 2025-04-28 | 鲁 泰Ａ(000726.SZ) | 6.443782516934 | 70900 | 79 | 6.2 | 439580 | -17284.18/-3.766% |
| 2025-04-28 | 联泰环保(603797.SH) | 4.0942204522164 | 107400 | 249 | 3.99 | 428526 | -11193.28/-2.521% |
交易详情
| 2025-04-23 | 联泰环保(603797.SH) | 买 | 300 | 3.97 | 1191 | ¥5 | 0 |
| 2025-04-23 | 鲁 泰Ａ(000726.SZ) | 买 | 1300 | 6.06 | 7878 | ¥5 | 0 |
| 2025-04-23 | 龙建股份(600853.SH) | 卖 | -4700 | 3.93 | -18471 | ¥24.01 | 1357.87 |
| 2025-04-23 | 浙商中拓(000906.SZ) | 买 | 2500 | 6.11 | 15275 | ¥5 | 0 |
| 2025-04-16 | 恒丰纸业(600356.SH) | 卖 | -55200 | 7.36 | -406272 | ¥528.15 | 26382.07 |
| 2025-04-16 | 锦泓集团(603518.SH) | 卖 | -46700 | 9.03 | -421701 | ¥548.21 | 46120.36 |
| 2025-04-16 | 华茂股份(000850.SZ) | 卖 | -106900 | 3.9 | -416910 | ¥541.98 | 39439.79 |
| 2025-04-16 | 联泰环保(603797.SH) | 买 | 3800 | 3.87 | 14706 | ¥5 | 0 |
| 2025-04-16 | 鲁 泰Ａ(000726.SZ) | 卖 | -1300 | 5.95 | -7735 | ¥12.74 | -651.14 |
| 2025-04-16 | 嘉事堂(002462.SZ) | 买 | 33800 | 12.18 | 411684 | ¥123.51 | 0 |
