茅台长线持有策略:年化收益率（-3.4%）
本策略为最简单的长期投资策略，在回测开始时买入贵州茅台股票并长期持有，考察贵州茅台在指定时间段内的投资收益表现。
概要
核心指标
- 累计收益率: -13.67%
- 年化收益率: -3.4%
- 基准收益率: -26.46%
- 阿尔法: 0.03
- 夏普比率: -0.17
- 最大回撤: 39.72%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1070 | 1506.39 | 656786.04 | -143445.96/-17.926% |
| 2025-06-05 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1069 | 1514 | 660104 | -140128/-17.511% |
| 2025-06-04 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1068 | 1509.96 | 658342.56 | -141889.44/-17.731% |
| 2025-06-03 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1067 | 1509 | 657924 | -142308/-17.783% |
| 2025-05-30 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1066 | 1522 | 663592 | -136640/-17.075% |
| 2025-05-29 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1065 | 1540 | 671440 | -128792/-16.094% |
| 2025-05-28 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1064 | 1537 | 670132 | -130100/-16.258% |
| 2025-05-27 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1063 | 1543.9 | 673140.4 | -127091.6/-15.882% |
| 2025-05-26 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1062 | 1550.5 | 676018 | -124214/-15.522% |
| 2025-05-23 | 贵州茅台(600519.SH) | 1835.3944954128 | 436 | 1061 | 1572.6 | 685653.6 | -114578.4/-14.318% |
交易详情
| 2024-12-20 | 贵州茅台(600519.SH) | 买 | 6 | 1527.13 | -1105.62 | ¥0 | 0 |
| 2024-06-19 | 贵州茅台(600519.SH) | 买 | 8 | 1490.62 | -1106.4 | ¥0 | 0 |
| 2023-12-20 | 贵州茅台(600519.SH) | 买 | 4 | 1655.89 | -1364.38 | ¥0 | 0 |
| 2023-06-30 | 贵州茅台(600519.SH) | 买 | 6 | 1687.8 | -548.09 | ¥0 | 0 |
| 2022-12-27 | 贵州茅台(600519.SH) | 买 | 5 | 1720.15 | -316.63 | ¥0 | 0 |
| 2022-06-30 | 贵州茅台(600519.SH) | 买 | 4 | 2008.33 | -699.64 | ¥0 | 0 |
| 2021-06-25 | 贵州茅台(600519.SH) | 买 | 3 | 2048.76 | -1569.7 | ¥0 | 0 |
| 2021-01-04 | 贵州茅台(600519.SH) | 买 | 400 | 1999.98 | 799992 | ¥240 | 0 |
