德瑞曼型稳定投资策略:年化收益率（6.25%）
本策略基于价值投资理念，结合市值、估值、股息率和价格趋势等多重因子，筛选出A股市场中具备一定规模、估值合理、现金流良好且股息率较高的优质股票，构建每日调仓的投资组合，力求在控制风险的前提下，获取长期稳健的投资回报。
概要
核心指标
- 累计收益率: 37.1%
- 年化收益率: 6.25%
- 基准收益率: 1.45%
- 阿尔法: 0.06
- 夏普比率: 0.25
- 最大回撤: 21.79%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 中国海油(600938.SH) | 26.037809615385 | 5200 | 1 | 25.94 | 134888 | -508.61/-0.376% |
| 2025-08-01 | 隧道股份(600820.SH) | 6.6119830097087 | 20600 | 1 | 6.63 | 136578 | 371.15/0.272% |
| 2025-08-01 | 顾家家居(603816.SH) | 25.31759245283 | 5300 | 1 | 25.49 | 135097 | 913.76/0.681% |
| 2025-08-01 | 中国外运(601598.SH) | 5.331598828125 | 25600 | 1 | 5.32 | 136192 | -296.93/-0.218% |
| 2025-08-01 | 中煤能源(601898.SH) | 11.793537391304 | 11500 | 1 | 11.69 | 134435 | -1190.68/-0.878% |
| 2025-08-01 | 晋控煤业(601001.SH) | 13.063918269231 | 10400 | 1 | 13.28 | 138112 | 2247.25/1.654% |
| 2025-08-01 | 中国神华(601088.SH) | 38.181451428571 | 3500 | 1 | 37.56 | 131460 | -2175.08/-1.628% |
| 2025-08-01 | 中创智领(601717.SH) | 16.20485952381 | 8400 | 1 | 16.75 | 140700 | 4579.18/3.364% |
| 2025-08-01 | 海澜之家(600398.SH) | 7.0421119791667 | 0 | 11 | 6.84 | 0 | -4264.55/-3.154% |
| 2025-08-01 | 雅戈尔(600177.SH) | 7.4522351648352 | 0 | 11 | 7.38 | 0 | -1860.68/-1.372% |
交易详情
| 2025-08-01 | 中谷物流(603565.SH) | 卖 | -13700 | 9.88 | -135356 | ¥175.96 | 2700.22 |
| 2025-08-01 | 华阳股份(600348.SH) | 卖 | -20592 | 6.84 | -140849.28 | ¥183.1 | 6125.47 |
| 2025-08-01 | 中粮糖业(600737.SH) | 卖 | -13800 | 9.78 | -134964 | ¥175.45 | 2168.17 |
| 2025-08-01 | 格力电器(000651.SZ) | 卖 | -2800 | 45.72 | -128016 | ¥166.42 | -2307.09 |
| 2025-08-01 | 雅戈尔(600177.SH) | 卖 | -18200 | 7.32 | -133224 | ¥173.19 | -2406.68 |
| 2025-08-01 | 海澜之家(600398.SH) | 卖 | -19200 | 6.8 | -130560 | ¥169.73 | -4648.55 |
| 2025-08-01 | 冀中能源(000937.SZ) | 卖 | -22900 | 5.97 | -136713 | ¥177.73 | 875.26 |
| 2025-08-01 | 济川药业(600566.SH) | 卖 | -5000 | 26.82 | -134100 | ¥174.33 | 3360.79 |
| 2025-08-01 | 中创智领(601717.SH) | 买 | 8400 | 16.2 | 136080 | ¥40.82 | 0 |
| 2025-08-01 | 中国神华(601088.SH) | 买 | 3500 | 38.17 | 133595 | ¥40.08 | 0 |
