五年盈利增长稳健轮动策略:年化收益率（32.87%）
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: 54.54%
- 年化收益率: 32.87%
- 基准收益率: 21.47%
- 阿尔法: 0.19
- 夏普比率: 0.94
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 惠而浦(600983.SH) | 9.9641402615186 | 27854 | 35 | 11.27 | 313914.58 | 36373.42/13.106% |
| 2025-08-06 | 华锡有色(600301.SH) | 19.899984570749 | 13300 | 65 | 22.6 | 300580 | 35910.21/13.568% |
| 2025-08-06 | 九典制药(300705.SZ) | 16.126540164488 | 16938 | 70 | 17.66 | 299125.08 | 25973.74/9.509% |
| 2025-08-06 | 同为股份(002835.SZ) | 17.642723282094 | 16411 | 310 | 18.93 | 310660.23 | 21125.5/7.296% |
| 2025-08-06 | 亚太股份(002284.SZ) | 11.101899857371 | 27400 | 30 | 11.62 | 318388 | 14195.94/4.667% |
| 2025-08-05 | 惠而浦(600983.SH) | 9.9641402615186 | 27854 | 34 | 11.34 | 315864.36 | 38323.2/13.808% |
| 2025-08-05 | 华锡有色(600301.SH) | 19.899984570749 | 13300 | 64 | 22.43 | 298319 | 33649.21/12.714% |
| 2025-08-05 | 九典制药(300705.SZ) | 16.126540164488 | 16938 | 69 | 18.2 | 308271.6 | 35120.26/12.857% |
| 2025-08-05 | 同为股份(002835.SZ) | 17.642723282094 | 16411 | 309 | 18.88 | 309839.68 | 20304.95/7.013% |
| 2025-08-05 | 亚太股份(002284.SZ) | 11.101899857371 | 27400 | 29 | 11.37 | 311538 | 7345.94/2.415% |
交易详情
| 2025-07-31 | 同为股份(002835.SZ) | 买 | 400 | 18.36 | 7344 | ¥5 | 0 |
| 2025-07-31 | 九典制药(300705.SZ) | 卖 | -700 | 17.9 | -12530 | ¥17.53 | 1241.42 |
| 2025-07-31 | 亚太股份(002284.SZ) | 买 | 800 | 11.02 | 8816 | ¥5 | 0 |
| 2025-07-31 | 惠而浦(600983.SH) | 买 | 300 | 10.9 | 3270 | ¥5 | 0 |
| 2025-07-24 | 华锡有色(600301.SH) | 卖 | -800 | 22.77 | -18216 | ¥23.68 | 2296.01 |
| 2025-07-24 | 九典制药(300705.SZ) | 卖 | -200 | 17.11 | -3422 | ¥8.42 | 196.69 |
| 2025-07-24 | 亚太股份(002284.SZ) | 买 | 500 | 11.3 | 5650 | ¥5 | 0 |
| 2025-07-24 | 惠而浦(600983.SH) | 买 | 600 | 10.87 | 6522 | ¥5 | 0 |
| 2025-07-17 | 同为股份(002835.SZ) | 买 | 400 | 18.24 | 7296 | ¥5 | 0 |
| 2025-07-17 | 九典制药(300705.SZ) | 卖 | -100 | 16.52 | -1652 | ¥6.65 | 39.35 |
