五年盈利增长稳健轮动策略:年化收益率（29.24%）
本策略精选连续五年净利润保持20%以上增长的稳健型小市值股票，并进行5日等权重轮动，力求在控制风险的前提下，捕捉小市值股票的高成长潜力。
概要
核心指标
- 累计收益率: 44.7%
- 年化收益率: 29.24%
- 基准收益率: 17.6%
- 阿尔法: 0.18
- 夏普比率: 0.84
- 最大回撤: 27.91%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-04 | 惠而浦(600983.SH) | 9.9023628941559 | 27354 | 12 | 10.81 | 295696.74 | 24827.51/9.166% |
| 2025-07-04 | 华锡有色(600301.SH) | 19.899984570749 | 14100 | 42 | 20.49 | 288909 | 8319.22/2.965% |
| 2025-07-04 | 九典制药(300705.SZ) | 16.126540164488 | 17938 | 47 | 16.18 | 290236.84 | 958.96/0.332% |
| 2025-07-04 | 同为股份(002835.SZ) | 17.91130069606 | 15347 | 287 | 18.68 | 286681.96 | 11797.23/4.292% |
| 2025-07-04 | 亚太股份(002284.SZ) | 11.09841302682 | 26100 | 7 | 10.9 | 284490 | -5178.58/-1.788% |
| 2025-07-03 | 惠而浦(600983.SH) | 9.9023628941559 | 27354 | 11 | 10.78 | 294876.12 | 24006.89/8.863% |
| 2025-07-03 | 华锡有色(600301.SH) | 19.899984570749 | 14100 | 41 | 20.99 | 295959 | 15369.22/5.477% |
| 2025-07-03 | 九典制药(300705.SZ) | 16.126540164488 | 17938 | 46 | 16.34 | 293106.92 | 3829.04/1.324% |
| 2025-07-03 | 同为股份(002835.SZ) | 17.91130069606 | 15347 | 286 | 18.9 | 290058.3 | 15173.57/5.52% |
| 2025-07-03 | 亚太股份(002284.SZ) | 11.09841302682 | 26100 | 6 | 11.01 | 287361 | -2307.58/-0.797% |
交易详情
| 2025-07-03 | 同为股份(002835.SZ) | 买 | 200 | 18.67 | 3734 | ¥5 | 0 |
| 2025-07-03 | 华锡有色(600301.SH) | 卖 | -400 | 20.62 | -8248 | ¥13.25 | 288.01 |
| 2025-07-03 | 九典制药(300705.SZ) | 卖 | -200 | 16.12 | -3224 | ¥8.22 | -1.31 |
| 2025-07-03 | 亚太股份(002284.SZ) | 买 | 1000 | 10.97 | 10970 | ¥5 | 0 |
| 2025-06-27 | 惠而浦(600983.SH) | 买 | 754 | 10.22 | -8.12 | ¥0 | 0 |
| 2025-06-26 | 软控股份(002073.SZ) | 卖 | -34847 | 8.8 | -306653.6 | ¥398.65 | 26064.4 |
| 2025-06-26 | 同为股份(002835.SZ) | 买 | 100 | 18.6 | 1860 | ¥5 | 0 |
| 2025-06-26 | 华锡有色(600301.SH) | 买 | 500 | 19.53 | 9765 | ¥5 | 0 |
| 2025-06-26 | 九典制药(300705.SZ) | 买 | 900 | 15.54 | 13986 | ¥5 | 0 |
| 2025-06-26 | 惠而浦(600983.SH) | 卖 | -100 | 10.61 | -1061 | ¥6.06 | 42.69 |
