小市值高股息价值精选策略:年化收益率（16.91%）
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: 92.25%
- 年化收益率: 16.91%
- 基准收益率: -1.18%
- 阿尔法: 0.19
- 夏普比率: 0.6
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 冀中能源(000937.SZ) | 5.6216860719875 | 63900 | 8 | 5.43 | 346977 | -12248.74/-3.41% |
| 2026-05-15 | 格力电器(000651.SZ) | 37.34857961165 | 9700 | 51 | 40.28 | 390716 | 28434.78/7.849% |
| 2026-05-15 | 中远海控(601919.SH) | 14.419876102941 | 27200 | 65 | 14.17 | 385424 | -6796.63/-1.733% |
| 2026-05-15 | 中谷物流(603565.SH) | 10.980809135503 | 35500 | 128 | 10.63 | 377365 | -12453.72/-3.195% |
| 2026-05-15 | 思维列控(603508.SH) | 28.209399958976 | 14800 | 128 | 26.88 | 397824 | -19675.12/-4.713% |
| 2026-05-14 | 冀中能源(000937.SZ) | 5.6216860719875 | 63900 | 7 | 5.47 | 349533 | -9692.74/-2.698% |
| 2026-05-14 | 格力电器(000651.SZ) | 37.34857961165 | 9700 | 50 | 40.22 | 390134 | 27852.78/7.688% |
| 2026-05-14 | 中远海控(601919.SH) | 14.419876102941 | 27200 | 64 | 14.3 | 388960 | -3260.63/-0.831% |
| 2026-05-14 | 中谷物流(603565.SH) | 10.980809135503 | 35500 | 127 | 10.85 | 385175 | -4643.72/-1.191% |
| 2026-05-14 | 思维列控(603508.SH) | 28.209399958976 | 14800 | 127 | 26.78 | 396344 | -21155.12/-5.067% |
交易详情
| 2026-05-06 | 东方雨虹(002271.SZ) | 卖 | -25400 | 15.07 | -382778 | ¥497.61 | -13834.95 |
| 2026-05-06 | 思维列控(603508.SH) | 卖 | -300 | 26.26 | -7878 | ¥12.88 | -584.82 |
| 2026-05-06 | 中远海控(601919.SH) | 买 | 1200 | 14.2 | 17040 | ¥5.11 | 0 |
| 2026-05-06 | 中谷物流(603565.SH) | 买 | 1400 | 10.86 | 15204 | ¥5 | 0 |
| 2026-05-06 | 冀中能源(000937.SZ) | 买 | 63900 | 5.62 | 359118 | ¥107.74 | 0 |
| 2026-05-06 | 格力电器(000651.SZ) | 卖 | -600 | 40 | -24000 | ¥31.2 | 1590.85 |
| 2026-04-01 | 荣晟环保(603165.SH) | 卖 | -27300 | 15.77 | -430521 | ¥559.68 | 64318.17 |
| 2026-04-01 | 思维列控(603508.SH) | 买 | 1500 | 26.08 | 39120 | ¥11.74 | 0 |
| 2026-04-01 | 东方雨虹(002271.SZ) | 买 | 25400 | 15.61 | 396494 | ¥118.95 | 0 |
| 2026-04-01 | 中远海控(601919.SH) | 买 | 1300 | 15.1 | 19630 | ¥5.89 | 0 |
