小市值高股息价值精选策略:年化收益率（15.84%）
本策略精选小市值和高股息率股票，每月调仓，构建价值投资组合，力求在获取股息收益的同时，捕捉小市值股票的成长潜力。
概要
核心指标
- 累计收益率: 86.62%
- 年化收益率: 15.84%
- 基准收益率: -2.05%
- 阿尔法: 0.18
- 夏普比率: 0.56
- 最大回撤: 34.34%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-05 | 冰川网络(300533.SZ) | 16.064818099548 | 22100 | 5 | 16.3 | 360230 | 5197.52/1.464% |
| 2026-06-05 | 大商股份(600694.SH) | 15.064517959184 | 24500 | 5 | 14.64 | 358680 | -10400.69/-2.818% |
| 2026-06-05 | 汇洁股份(002763.SZ) | 7.8923670967742 | 46500 | 5 | 7.94 | 369210 | 2214.93/0.604% |
| 2026-06-05 | 中远海控(601919.SH) | 14.419876102941 | 26200 | 80 | 15 | 393000 | 15199.25/4.023% |
| 2026-06-05 | 思维列控(603508.SH) | 27.142114132163 | 16607 | 143 | 22.31 | 370502.17 | -80246.92/-17.803% |
| 2026-06-04 | 冰川网络(300533.SZ) | 16.064818099548 | 22100 | 4 | 15.5 | 342550 | -12482.48/-3.516% |
| 2026-06-04 | 大商股份(600694.SH) | 15.064517959184 | 24500 | 4 | 14.4 | 352800 | -16280.69/-4.411% |
| 2026-06-04 | 汇洁股份(002763.SZ) | 7.8923670967742 | 46500 | 4 | 7.93 | 368745 | 1749.93/0.477% |
| 2026-06-04 | 中远海控(601919.SH) | 14.419876102941 | 26200 | 79 | 14.47 | 379114 | 1313.25/0.348% |
| 2026-06-04 | 思维列控(603508.SH) | 27.142114132163 | 16607 | 142 | 22.06 | 366350.42 | -84398.67/-18.724% |
交易详情
| 2026-06-01 | 冀中能源(000937.SZ) | 卖 | -63900 | 5.46 | -348894 | ¥453.56 | -10331.74 |
| 2026-06-01 | 格力电器(000651.SZ) | 卖 | -9700 | 38.9 | -377330 | ¥490.53 | 15048.78 |
| 2026-06-01 | 中谷物流(603565.SH) | 卖 | -36328 | 10.34 | -375631.52 | ¥488.32 | -14187.2 |
| 2026-06-01 | 思维列控(603508.SH) | 买 | 1500 | 22.16 | 33240 | ¥9.97 | 0 |
| 2026-06-01 | 汇洁股份(002763.SZ) | 买 | 46500 | 7.89 | 366885 | ¥110.07 | 0 |
| 2026-06-01 | 大商股份(600694.SH) | 买 | 24500 | 15.06 | 368970 | ¥110.69 | 0 |
| 2026-06-01 | 冰川网络(300533.SZ) | 买 | 22100 | 16.06 | 354926 | ¥106.48 | 0 |
| 2026-06-01 | 中远海控(601919.SH) | 卖 | -1000 | 14.4 | -14400 | ¥19.4 | -19.88 |
| 2026-05-28 | 中谷物流(603565.SH) | 买 | 828 | 10.28 | -8.16 | ¥0 | 0 |
| 2026-05-21 | 思维列控(603508.SH) | 买 | 307 | 25.05 | -5.65 | ¥0 | 0 |
