小市值价值精选策略:年化收益率（4.58%）
本策略精选中证1000成分股中，股价合理、估值较低、非创业板、非ST、非次新股，并兼顾筹码集中度，构建小市值价值投资组合，力求在控制风险的前提下，获取长期稳健收益。
概要
核心指标
- 累计收益率: 6.88%
- 年化收益率: 4.58%
- 基准收益率: 20.65%
- 阿尔法: -0.06
- 夏普比率: 0.23
- 最大回撤: 33.87%
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 | 金徽股份(603132.SH) | 13.123935897436 | 15600 | 15 | 13.01 | 202956 | -1777.4/-0.868% |
| 2025-07-21 | 台华新材(603055.SH) | 9.1627480176211 | 22700 | 15 | 9.33 | 211791 | 3796.62/1.825% |
| 2025-07-21 | 禾丰股份(603609.SH) | 8.2524749003984 | 25100 | 15 | 8.74 | 219374 | 12236.88/5.908% |
| 2025-07-21 | 光峰科技(688007.SH) | 14.159371586588 | 14465 | 54 | 14.74 | 213214.1 | 8398.79/4.101% |
| 2025-07-21 | 普门科技(688389.SH) | 12.673084684908 | 16154 | 54 | 13.33 | 215332.82 | 10611.81/5.184% |
| 2025-07-18 | 金徽股份(603132.SH) | 13.123935897436 | 15600 | 14 | 12.87 | 200772 | -3961.4/-1.935% |
| 2025-07-18 | 台华新材(603055.SH) | 9.1627480176211 | 22700 | 14 | 9.17 | 208159 | 164.62/0.079% |
| 2025-07-18 | 禾丰股份(603609.SH) | 8.2524749003984 | 25100 | 14 | 8.52 | 213852 | 6714.88/3.242% |
| 2025-07-18 | 光峰科技(688007.SH) | 14.159371586588 | 14465 | 53 | 14.67 | 212201.55 | 7386.24/3.606% |
| 2025-07-18 | 普门科技(688389.SH) | 12.673084684908 | 16154 | 53 | 13.28 | 214525.12 | 9804.11/4.789% |
交易详情
| 2025-07-01 | 振华新材(688707.SH) | 卖 | -16955 | 13.62 | -230927.1 | ¥300.21 | 43583.72 |
| 2025-07-01 | 诺禾致源(688315.SH) | 卖 | -14432 | 14.16 | -204357.12 | ¥265.66 | 606.25 |
| 2025-07-01 | 贵州三力(603439.SH) | 卖 | -17084 | 11.61 | -198345.24 | ¥257.85 | -32195.16 |
| 2025-07-01 | 普门科技(688389.SH) | 买 | 530 | 12.98 | 6879.4 | ¥5 | 0 |
| 2025-07-01 | 禾丰股份(603609.SH) | 买 | 25100 | 8.25 | 207075 | ¥62.12 | 0 |
| 2025-07-01 | 台华新材(603055.SH) | 买 | 22700 | 9.16 | 207932 | ¥62.38 | 0 |
| 2025-07-01 | 金徽股份(603132.SH) | 买 | 15600 | 13.12 | 204672 | ¥61.4 | 0 |
| 2025-06-26 | 贵州三力(603439.SH) | 买 | 484 | 11.64 | -10.24 | ¥0 | 0 |
| 2025-06-16 | 光峰科技(688007.SH) | 买 | 21 | 13.52 | -4.96 | ¥0 | 0 |
| 2025-06-10 | 诺禾致源(688315.SH) | 买 | 49 | 14.39 | -14.04 | ¥0 | 0 |
