价值成长长期优质策略:年化收益率（-7.39%）
本策略精选非ST、非北交所、非科创板的沪深A股，结合流通市值、财务增长性、盈利能力、估值和现金流等多重指标，筛选出基本面良好、具备成长潜力且估值合理的小市值股票构建投资组合，并定期调仓。策略旨在长期获取超越市场平均水平的投资回报。
概要
核心指标
- 累计收益率: -31.63%
- 年化收益率: -7.39%
- 基准收益率: -17.86%
- 阿尔法: -0.04
- 夏普比率: -0.32
- 最大回撤: 64.48%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-09-01 | 新华保险(601336.SH) | 47.780385322494 | 0 | 84 | 65.75 | 0 | 42167.27/42.82% |
| 2025-08-29 | 新华保险(601336.SH) | 47.780385322494 | 2061 | 83 | 68.24 | 140642.64 | 42167.27/42.82% |
| 2025-08-28 | 新华保险(601336.SH) | 47.780385322494 | 2061 | 82 | 64.69 | 133326.09 | 34850.72/35.39% |
| 2025-08-27 | 新华保险(601336.SH) | 47.780385322494 | 2061 | 81 | 63.75 | 131388.75 | 32913.38/33.423% |
| 2025-08-26 | 新华保险(601336.SH) | 47.780385322494 | 2061 | 80 | 66.11 | 136252.71 | 37777.34/38.362% |
| 2025-08-25 | 新华保险(601336.SH) | 47.780385322494 | 2061 | 79 | 67.3 | 138705.3 | 40229.93/40.853% |
| 2025-08-22 | 新华保险(601336.SH) | 47.780385322494 | 2061 | 78 | 67.44 | 138993.84 | 40518.47/41.146% |
| 2025-08-21 | 新华保险(601336.SH) | 47.780385322494 | 2061 | 77 | 67.19 | 138478.59 | 40003.22/40.623% |
| 2025-08-20 | 新华保险(601336.SH) | 47.780385322494 | 2061 | 76 | 67.45 | 139014.45 | 40539.08/41.167% |
| 2025-08-19 | 新华保险(601336.SH) | 47.780385322494 | 2061 | 75 | 66.1 | 136232.1 | 37756.73/38.341% |
交易详情
| 2025-09-01 | 新华保险(601336.SH) | 卖 | -2061 | 67.2 | -138499.2 | ¥180.05 | 40023.83 |
| 2025-08-12 | 新易盛(300502.SZ) | 卖 | -700 | 193.38 | -135366 | ¥175.98 | 9580.28 |
| 2025-08-08 | 新华保险(601336.SH) | 买 | 61 | 64.5 | -45.5 | ¥0 | 0 |
| 2025-08-07 | 新华保险(601336.SH) | 卖 | -100 | 67.65 | -6765 | ¥11.77 | 1841.23 |
| 2025-08-04 | 正丹股份(300641.SZ) | 卖 | -5659 | 23.73 | -134288.07 | ¥174.57 | -12223.12 |
| 2025-08-04 | 新易盛(300502.SZ) | 买 | 700 | 179.64 | 125748 | ¥37.72 | 0 |
| 2025-07-30 | 新易盛(300502.SZ) | 卖 | -805 | 188 | -151340 | ¥196.74 | 105704.75 |
| 2025-07-30 | 正丹股份(300641.SZ) | 买 | 200 | 23.51 | 4702 | ¥5 | 0 |
| 2025-07-17 | 正丹股份(300641.SZ) | 买 | 300 | 23.02 | 6906 | ¥5 | 0 |
| 2025-07-17 | 新华保险(601336.SH) | 买 | 100 | 60.74 | 6074 | ¥5 | 0 |
