施洛斯PB高净现金策略:年化收益率（16.96%）
本策略精选低市净率（PB<0.8）和高净现金比率（净现金/市值>10%）的股票，利用价值洼地和稳健财务状况，每20个交易日调仓，追求长期稳健收益。
概要
核心指标
- 累计收益率: 65.65%
- 年化收益率: 16.96%
- 基准收益率: 24.99%
- 阿尔法: 0.12
- 夏普比率: 0.74
- 最大回撤: 19.76%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | *ST观典(688287.SH) | 0.97029101357651 | 274592 | 11 | 0.93 | 255370.56 | -11063.59/-4.152% |
| 2026-05-15 | 宁夏建材(600449.SH) | 12.783833870968 | 24800 | 11 | 14.82 | 367536 | 50496.92/15.928% |
| 2026-05-15 | 东方生物(688298.SH) | 25.161701435384 | 14542 | 151 | 22.89 | 332866.38 | -33035.08/-9.028% |
| 2026-05-15 | 大秦铁路(601006.SH) | 6.147960164949 | 60587 | 491 | 5.42 | 328381.54 | -44104.92/-11.841% |
| 2026-05-14 | *ST观典(688287.SH) | 0.97029101357651 | 274592 | 10 | 0.93 | 255370.56 | -11063.59/-4.152% |
| 2026-05-14 | 宁夏建材(600449.SH) | 12.783833870968 | 24800 | 10 | 15.39 | 381672 | 64632.92/20.386% |
| 2026-05-14 | 东方生物(688298.SH) | 25.161701435384 | 14542 | 150 | 23.14 | 336501.88 | -29399.58/-8.035% |
| 2026-05-14 | 大秦铁路(601006.SH) | 6.147960164949 | 60587 | 490 | 5.35 | 324140.45 | -48346.01/-12.979% |
| 2026-05-13 | *ST观典(688287.SH) | 0.97029101357651 | 274592 | 9 | 0.93 | 255370.56 | -11063.59/-4.152% |
| 2026-05-13 | 宁夏建材(600449.SH) | 12.783833870968 | 24800 | 9 | 13.99 | 346952 | 29912.92/9.435% |
交易详情
| 2026-04-28 | 宁夏建材(600449.SH) | 买 | 24800 | 12.78 | 316944 | ¥95.08 | 0 |
| 2026-04-28 | 东方生物(688298.SH) | 买 | 411 | 21.95 | 9021.45 | ¥5 | 0 |
| 2026-04-28 | *ST观典(688287.SH) | 买 | 274592 | 0.97 | 266354.24 | ¥79.91 | 0 |
| 2026-03-30 | 大秦铁路(601006.SH) | 卖 | -3000 | 5.3 | -15900 | ¥20.9 | -2543.88 |
| 2026-03-30 | 东方生物(688298.SH) | 买 | 1174 | 22.76 | 26720.24 | ¥8.02 | 0 |
| 2026-03-02 | 大秦铁路(601006.SH) | 卖 | -1200 | 5.08 | -6096 | ¥11.1 | -1281.55 |
| 2026-01-23 | 歌华有线(600037.SH) | 卖 | -49500 | 7.84 | -388080 | ¥504.5 | 27116.74 |
| 2026-01-23 | 大秦铁路(601006.SH) | 卖 | -3000 | 5 | -15000 | ¥20 | -3443.88 |
| 2026-01-23 | 东方生物(688298.SH) | 卖 | -2100 | 25.18 | -52878 | ¥68.74 | -630.39 |
| 2026-01-22 | *ST东通(300379.SZ) | 卖 | -157700 | 1.72 | -271244 | ¥0 | -50560.51 |
