约翰・内夫精选策略:年化收益率（17.25%）
本策略基于价值投资理念，精选低市盈率、低市净率、高股息率，同时兼顾净利润增长和高ROE的股票，旨在挖掘被市场低估且具备成长潜力的优质标的。策略每5天调仓一次，并设置了20%止损和30%止盈来控制风险。
概要
核心指标
- 累计收益率: 31.54%
- 年化收益率: 17.25%
- 基准收益率: 10.88%
- 阿尔法: 0.12
- 夏普比率: 0.76
- 最大回撤: 17.19%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-21 | 中国太保(601601.SH) | 37.101126470588 | 3400 | 1 | 36.66 | 124644 | -1499.83/-1.189% |
| 2025-07-21 | 天山铝业(002532.SZ) | 8.4325287581699 | 15300 | 2 | 9.07 | 138771 | 9753.31/7.56% |
| 2025-07-21 | 中国人保(601319.SH) | 8.6427752450775 | 15500 | 9 | 8.42 | 130510 | -3453.02/-2.578% |
| 2025-07-21 | 北京人力(600861.SH) | 19.225765671642 | 6500 | 11 | 19.89 | 129285 | 4317.52/3.455% |
| 2025-07-21 | 国电电力(600795.SH) | 4.8557382888213 | 27705 | 12 | 4.76 | 131875.8 | -2652.43/-1.972% |
| 2025-07-21 | 重庆百货(600729.SH) | 27.50825106383 | 4700 | 12 | 28 | 131600 | 2311.22/1.788% |
| 2025-07-21 | 中远海控(601919.SH) | 15.307142857143 | 700 | 41 | 15.61 | 10927 | 212/1.979% |
| 2025-07-21 | 苏美达(600710.SH) | 10.503150442478 | 11300 | 56 | 10.57 | 119441 | 755.4/0.636% |
| 2025-07-21 | 中国铝业(601600.SH) | 7.4222259259259 | 10800 | 68 | 7.63 | 82404 | 2243.96/2.799% |
| 2025-07-18 | 天山铝业(002532.SZ) | 8.4325287581699 | 15300 | 1 | 8.45 | 129285 | 267.31/0.207% |
交易详情
| 2025-07-21 | 中远海控(601919.SH) | 卖 | -7800 | 15.3 | -119340 | ¥155.14 | 822.46 |
| 2025-07-21 | 苏美达(600710.SH) | 卖 | -1000 | 10.5 | -10500 | ¥15.5 | 165 |
| 2025-07-21 | 中国铝业(601600.SH) | 卖 | -7100 | 7.42 | -52682 | ¥68.49 | 1759.73 |
| 2025-07-21 | 中远海控(601919.SH) | 买 | 700 | 15.3 | 10710 | ¥5 | 0 |
| 2025-07-21 | 中国太保(601601.SH) | 买 | 3400 | 37.09 | 126106 | ¥37.83 | 0 |
| 2025-07-21 | 中国铝业(601600.SH) | 买 | 10800 | 7.42 | 80136 | ¥24.04 | 0 |
| 2025-07-21 | 苏美达(600710.SH) | 买 | 11300 | 10.5 | 118650 | ¥35.6 | 0 |
| 2025-07-18 | 中远海控(601919.SH) | 卖 | -600 | 15.19 | -9114 | ¥14.11 | -155 |
| 2025-07-18 | 苏美达(600710.SH) | 卖 | -11800 | 10.33 | -121894 | ¥158.46 | 2678.25 |
| 2025-07-18 | 中国铝业(601600.SH) | 卖 | -10900 | 7.17 | -78153 | ¥101.6 | 630.75 |
