低估值龙头 - 大市值低PB轮动策略:年化收益率（41.61%）
本策略精选价格低于每股净资产 (PB<1) 的大市值股票，掘金价值洼地，并结合10日轮动调仓，动态捕捉市场低估龙头，追求稳健收益。
概要
核心指标
- 累计收益率: 70.63%
- 年化收益率: 41.61%
- 基准收益率: 21.51%
- 阿尔法: 0.29
- 夏普比率: 1.79
- 最大回撤: 10.84%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 招商银行(600036.SH) | 40.382272545624 | 7507 | 86 | 45.15 | 338941.05 | 35791.33/11.806% |
| 2025-08-07 | 浦发银行(600000.SH) | 6.8987101394204 | 26256 | 386 | 13.93 | 365746.08 | 184613.55/101.922% |
| 2025-08-07 | 兴业银行(601166.SH) | 14.131586889983 | 14791 | 386 | 23.07 | 341228.37 | 132208.07/63.251% |
| 2025-08-07 | 中国平安(601318.SH) | 38.640317174909 | 5656 | 386 | 58.88 | 333025.28 | 114475.65/52.38% |
| 2025-08-07 | 中国石化(600028.SH) | 5.5504040349488 | 56440 | 386 | 5.73 | 323401.2 | 10136.4/3.236% |
| 2025-08-06 | 招商银行(600036.SH) | 40.382272545624 | 7507 | 85 | 45.12 | 338715.84 | 35566.12/11.732% |
| 2025-08-06 | 浦发银行(600000.SH) | 6.8987101394204 | 26256 | 385 | 13.79 | 362070.24 | 180937.71/99.892% |
| 2025-08-06 | 兴业银行(601166.SH) | 14.131586889983 | 14791 | 385 | 22.98 | 339897.18 | 130876.88/62.614% |
| 2025-08-06 | 中国平安(601318.SH) | 38.640317174909 | 5656 | 385 | 59.06 | 334043.36 | 115493.73/52.846% |
| 2025-08-06 | 中国石化(600028.SH) | 5.5504040349488 | 56440 | 385 | 5.71 | 322272.4 | 9007.6/2.875% |
交易详情
| 2025-07-31 | 中国平安(601318.SH) | 卖 | -400 | 60.41 | -24164 | ¥31.41 | 8707.87 |
| 2025-07-31 | 中国石化(600028.SH) | 卖 | -2500 | 6.04 | -15100 | ¥20.1 | 1223.99 |
| 2025-07-31 | 兴业银行(601166.SH) | 买 | 800 | 22.8 | 18240 | ¥5.47 | 0 |
| 2025-07-31 | 浦发银行(600000.SH) | 买 | 1400 | 12.87 | 18018 | ¥5.41 | 0 |
| 2025-07-17 | 招商银行(600036.SH) | 买 | 100 | 45.1 | 4510 | ¥5 | 0 |
| 2025-07-17 | 中国石化(600028.SH) | 买 | 2500 | 5.76 | 14400 | ¥5 | 0 |
| 2025-07-17 | 兴业银行(601166.SH) | 卖 | -100 | 24.3 | -2430 | ¥7.43 | 1066.45 |
| 2025-07-17 | 浦发银行(600000.SH) | 买 | 300 | 13.48 | 4044 | ¥5 | 0 |
| 2025-07-16 | 浦发银行(600000.SH) | 买 | 722 | 13.52 | -10.5 | ¥0 | 0 |
| 2025-07-11 | 招商银行(600036.SH) | 买 | 307 | 46.24 | -4.32 | ¥0 | 0 |
