行业精选小盘股策略:年化收益率（64.12%）
本策略精选银行、房地产、电子行业的小市值股票，通过定期调仓，力求在特定行业中获取小市值股票带来的超额收益。
概要
核心指标
- 累计收益率: 666.63%
- 年化收益率: 64.12%
- 基准收益率: -28.21%
- 阿尔法: 1
- 夏普比率: 1.14
- 最大回撤: 45.96%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-05-16 | 晶华微(688130.SH) | 26.007800222387 | 10792 | 10 | 25.37 | 273793.04 | -6883.14/-2.457% |
| 2025-05-16 | 鑫汇科(831167.BJ) | 27.195373043478 | 11100 | 15 | 29 | 321900 | 20031.36/6.889% |
| 2025-05-16 | 贝隆精密(301567.SZ) | 35.892844444444 | 8000 | 20 | 38.8 | 310400 | 23257.24/8.191% |
| 2025-05-16 | 耐科装备(688419.SH) | 33.941130194817 | 8863 | 50 | 35.04 | 310559.52 | 9739.28/3.277% |
| 2025-05-16 | 东南电子(301359.SZ) | 22.905803991583 | 11000 | 145 | 27.51 | 302610 | 50646.16/20.198% |
| 2025-05-15 | 晶华微(688130.SH) | 26.007800222387 | 10792 | 9 | 25.32 | 273253.44 | -7422.74/-2.597% |
| 2025-05-15 | 鑫汇科(831167.BJ) | 27.195373043478 | 11100 | 14 | 28 | 310800 | 8931.36/2.939% |
| 2025-05-15 | 贝隆精密(301567.SZ) | 35.892844444444 | 8000 | 19 | 38.4 | 307200 | 20057.24/6.941% |
| 2025-05-15 | 耐科装备(688419.SH) | 33.941130194817 | 8863 | 49 | 34.63 | 306925.69 | 6105.45/2.02% |
| 2025-05-15 | 东南电子(301359.SZ) | 22.905803991583 | 11000 | 144 | 27.4 | 301400 | 49436.16/19.459% |
交易详情
| 2025-05-12 | 东南电子(301359.SZ) | 卖 | -100 | 27.82 | -2782 | ¥7.78 | 491.42 |
| 2025-05-12 | 鑫汇科(831167.BJ) | 卖 | -400 | 28.06 | -11224 | ¥16.22 | 345.85 |
| 2025-04-30 | *ST荣控(000668.SZ) | 卖 | -58500 | 4.65 | -272025 | ¥353.63 | -40524.34 |
| 2025-04-30 | 东南电子(301359.SZ) | 卖 | -600 | 26.16 | -15696 | ¥20.7 | 1952.52 |
| 2025-04-30 | 鑫汇科(831167.BJ) | 买 | 800 | 25.01 | 20008 | ¥6 | 0 |
| 2025-04-30 | 耐科装备(688419.SH) | 卖 | -200 | 32.8 | -6560 | ¥11.56 | -228.23 |
| 2025-04-30 | 贝隆精密(301567.SZ) | 卖 | -100 | 36.7 | -3670 | ¥8.67 | 80.72 |
| 2025-04-30 | 晶华微(688130.SH) | 买 | 10792 | 26 | 280592 | ¥84.18 | 0 |
| 2025-04-23 | 骏成科技(301106.SZ) | 卖 | -10600 | 26.7 | -283020 | ¥367.93 | 3202.08 |
| 2025-04-23 | 东南电子(301359.SZ) | 卖 | -800 | 25.01 | -20008 | ¥26.01 | 1683.36 |
