高股息低估值蓝筹策略:年化收益率（11.15%）
本策略精选沪深主板市场上高股息率（>4%）且低市盈率（<15）的蓝筹股，每月最后一个交易日调仓，等权重持有，旨在捕捉价值洼地，获取长期稳健收益和现金分红回报。
概要
核心指标
- 累计收益率: 25.48%
- 年化收益率: 11.15%
- 基准收益率: 31.41%
- 阿尔法: 0.02
- 夏普比率: 0.51
- 最大回撤: 19.78%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 泸州老窖(000568.SZ) | 107.38220909091 | 1100 | 1 | 104.68 | 115148 | -2972.43/-2.516% |
| 2026-03-31 | 古井贡酒(000596.SZ) | 107.0421 | 1200 | 1 | 102.85 | 123420 | -5030.52/-3.916% |
| 2026-03-31 | 海尔智家(600690.SH) | 21.606479310345 | 5800 | 1 | 21.38 | 124004 | -1313.58/-1.048% |
| 2026-03-31 | 光大银行(601818.SH) | 3.2412419689119 | 38600 | 23 | 3.21 | 123906 | -1205.94/-0.964% |
| 2026-03-31 | 平安银行(000001.SZ) | 10.942250442478 | 0 | 37 | 11.08 | 0 | 539.57/0.436% |
| 2026-03-31 | 成都银行(601838.SH) | 16.195056578947 | 0 | 37 | 17.12 | 0 | 6725.57/5.464% |
| 2026-03-31 | 兴业银行(601166.SH) | 18.359535127055 | 6690 | 37 | 18.82 | 125905.8 | 3080.51/2.508% |
| 2026-03-31 | 招商银行(600036.SH) | 38.574321875 | 3200 | 37 | 39.32 | 125824 | 2386.17/1.933% |
| 2026-03-31 | 格力电器(000651.SZ) | 38.996389990845 | 3277 | 117 | 37.82 | 123936.14 | -3855.03/-3.017% |
| 2026-03-31 | 五 粮 液(000858.SZ) | 103.91116363636 | 0 | 23 | 103.27 | 0 | -496.28/-0.434% |
交易详情
| 2026-03-31 | 五 粮 液(000858.SZ) | 卖 | -1100 | 105 | -115500 | ¥150.15 | 1197.72 |
| 2026-03-31 | 平安银行(000001.SZ) | 卖 | -11300 | 11 | -124300 | ¥161.59 | 652.57 |
| 2026-03-31 | 成都银行(601838.SH) | 卖 | -7600 | 17.08 | -129808 | ¥168.75 | 6725.57 |
| 2026-03-31 | 招商银行(600036.SH) | 买 | 100 | 39.54 | 3954 | ¥5 | 0 |
| 2026-03-31 | 浙能电力(600023.SH) | 卖 | -700 | 5.46 | -3822 | ¥8.82 | 201.6 |
| 2026-03-31 | 光大银行(601818.SH) | 买 | 600 | 3.25 | 1950 | ¥5 | 0 |
| 2026-03-31 | 海尔智家(600690.SH) | 买 | 5800 | 21.6 | 125280 | ¥37.58 | 0 |
| 2026-03-31 | 古井贡酒(000596.SZ) | 买 | 1200 | 107.01 | 128412 | ¥38.52 | 0 |
| 2026-03-31 | 泸州老窖(000568.SZ) | 买 | 1100 | 107.35 | 118085 | ¥35.43 | 0 |
| 2026-03-31 | 华夏银行(600015.SH) | 卖 | -800 | 7.26 | -5808 | ¥10.81 | -178.69 |
