小市值价值选股轮动策略:年化收益率（33.59%）
本策略精选市值适中、市盈率合理且基本面健康的股票，并结合定期轮动机制，力求在控制风险的前提下，获取长期稳健的投资回报。策略避免了高风险股票，专注于价值挖掘和市场机会的捕捉。
概要
核心指标
- 累计收益率: 47.13%
- 年化收益率: 33.59%
- 基准收益率: 21.88%
- 阿尔法: 0.22
- 夏普比率: 0.82
- 最大回撤: 23.33%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-27 | 扬州金泉(603307.SH) | 34.491627698991 | 7827 | 5 | 36.45 | 285294.15 | 15328.18/5.678% |
| 2025-06-27 | 太湖远大(920118.BJ) | 28.36972815534 | 10300 | 15 | 28.83 | 296949 | 4740.8/1.622% |
| 2025-06-27 | 五洲医疗(301234.SZ) | 28.294438112378 | 9702 | 35 | 29.35 | 284753.7 | 10241.06/3.731% |
| 2025-06-27 | 楚环科技(001336.SZ) | 18.259438434479 | 14200 | 50 | 21.2 | 301040 | 41755.97/16.104% |
| 2025-06-27 | 坤泰股份(001260.SZ) | 16.140073158292 | 16009 | 105 | 18.69 | 299208.21 | 40821.78/15.799% |
| 2025-06-26 | 扬州金泉(603307.SH) | 35.060515584416 | 7700 | 4 | 36.87 | 283899 | 13933.03/5.161% |
| 2025-06-26 | 太湖远大(920118.BJ) | 28.36972815534 | 10300 | 14 | 28.7 | 295610 | 3401.8/1.164% |
| 2025-06-26 | 五洲医疗(301234.SZ) | 28.294438112378 | 9702 | 34 | 29.17 | 283007.34 | 8494.7/3.094% |
| 2025-06-26 | 楚环科技(001336.SZ) | 18.259438434479 | 14200 | 49 | 20.88 | 296496 | 37211.97/14.352% |
| 2025-06-26 | 坤泰股份(001260.SZ) | 16.140073158292 | 16009 | 104 | 18.52 | 296486.68 | 38100.25/14.745% |
交易详情
| 2025-06-27 | 扬州金泉(603307.SH) | 买 | 127 | 36.27 | -13.71 | ¥0 | 0 |
| 2025-06-23 | 拓山重工(001226.SZ) | 卖 | -10758 | 25.8 | -277556.4 | ¥360.82 | -16045.35 |
| 2025-06-23 | 坤泰股份(001260.SZ) | 卖 | -200 | 17.06 | -3412 | ¥8.41 | 183.99 |
| 2025-06-23 | 楚环科技(001336.SZ) | 买 | 200 | 19.34 | 3868 | ¥5 | 0 |
| 2025-06-23 | 太湖远大(920118.BJ) | 买 | 200 | 26.18 | 5236 | ¥5 | 0 |
| 2025-06-23 | 扬州金泉(603307.SH) | 买 | 7700 | 35.05 | 269885 | ¥80.97 | 0 |
| 2025-06-18 | 拓山重工(001226.SZ) | 买 | 158 | 26.82 | -2.44 | ¥0 | 0 |
| 2025-06-16 | 拓山重工(001226.SZ) | 买 | 100 | 27.39 | 2739 | ¥5 | 0 |
| 2025-06-16 | 五洲医疗(301234.SZ) | 卖 | -300 | 30.69 | -9207 | ¥14.21 | 718.67 |
| 2025-06-16 | 坤泰股份(001260.SZ) | 买 | 100 | 17.88 | 1788 | ¥5 | 0 |
