小市值价值精选策略:年化收益率（8.45%）
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: 22.9%
- 年化收益率: 8.45%
- 基准收益率: 34.42%
- 阿尔法: 0
- 夏普比率: 0.32
- 最大回撤: 33.92%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 颀中科技(688352.SH) | 13.604080282039 | 16168 | 17 | 17.51 | 283101.68 | 63150.91/28.711% |
| 2026-08-25 | 悦康药业(688658.SH) | 12.714402532889 | 18319 | 40 | 13.8 | 252802.2 | 19887.06/8.538% |
| 2026-08-25 | 台华新材(603055.SH) | 9.2056936805682 | 26155 | 100 | 9.15 | 239318.25 | -1456.67/-0.605% |
| 2026-08-24 | 颀中科技(688352.SH) | 13.604080282039 | 16168 | 16 | 18.04 | 291670.72 | 71719.95/32.607% |
| 2026-08-24 | 悦康药业(688658.SH) | 12.714402532889 | 18319 | 39 | 13.21 | 241993.99 | 9078.85/3.898% |
| 2026-08-24 | 台华新材(603055.SH) | 9.2056936805682 | 26155 | 99 | 8.8 | 230164 | -10610.92/-4.407% |
| 2026-08-21 | 颀中科技(688352.SH) | 13.604080282039 | 16168 | 15 | 18.52 | 299431.36 | 79480.59/36.136% |
| 2026-08-21 | 悦康药业(688658.SH) | 12.714402532889 | 18319 | 38 | 14.31 | 262144.89 | 29229.75/12.55% |
| 2026-08-21 | 台华新材(603055.SH) | 9.2056936805682 | 26155 | 98 | 8.71 | 227810.05 | -12964.87/-5.385% |
| 2026-08-20 | 颀中科技(688352.SH) | 13.604080282039 | 16168 | 14 | 18.36 | 296844.48 | 76893.71/34.96% |
交易详情
| 2026-08-03 | 皖新传媒(601801.SH) | 卖 | -45150 | 5.57 | -251485.5 | ¥326.93 | 37893.44 |
| 2026-08-03 | 颀中科技(688352.SH) | 买 | 16168 | 13.6 | 219884.8 | ¥65.97 | 0 |
| 2026-08-03 | 悦康药业(688658.SH) | 买 | 1679 | 12.32 | 20685.28 | ¥6.21 | 0 |
| 2026-08-03 | 台华新材(603055.SH) | 卖 | -1300 | 8.56 | -11128 | ¥16.13 | -839.4 |
| 2026-07-06 | 皖新传媒(601801.SH) | 买 | 1750 | 4.96 | 0 | ¥0 | 0 |
| 2026-07-01 | 东鹏控股(003012.SZ) | 卖 | -44714 | 4.36 | -194953.04 | ¥253.44 | -52141.07 |
| 2026-07-01 | 光峰科技(688007.SH) | 卖 | -16349 | 13.43 | -219567.07 | ¥285.44 | -8569.9 |
| 2026-07-01 | 悦康药业(688658.SH) | 买 | 16640 | 12.75 | 212160 | ¥63.65 | 0 |
| 2026-07-01 | 台华新材(603055.SH) | 买 | 1100 | 7.79 | 8569 | ¥5 | 0 |
| 2026-07-01 | 皖新传媒(601801.SH) | 买 | 43400 | 4.92 | 213528 | ¥64.06 | 0 |
