低估值龙头 - 大市值低PB轮动策略:年化收益率（39.59%）
本策略精选价格低于每股净资产 (PB<1) 的大市值股票，掘金价值洼地，并结合10日轮动调仓，动态捕捉市场低估龙头，追求稳健收益。
概要
核心指标
- 累计收益率: 66.02%
- 年化收益率: 39.59%
- 基准收益率: 19.74%
- 阿尔法: 0.28
- 夏普比率: 1.71
- 最大回撤: 10.84%
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 | 招商银行(600036.SH) | 40.382272545624 | 7507 | 82 | 44.42 | 333460.94 | 30311.22/9.999% |
| 2025-08-01 | 浦发银行(600000.SH) | 6.8987101394204 | 26256 | 382 | 12.92 | 339227.52 | 158094.99/87.281% |
| 2025-08-01 | 兴业银行(601166.SH) | 14.131586889983 | 14791 | 382 | 22.53 | 333241.23 | 124220.93/59.43% |
| 2025-08-01 | 中国平安(601318.SH) | 38.640317174909 | 5656 | 382 | 58.2 | 329179.2 | 110629.57/50.62% |
| 2025-08-01 | 中国石化(600028.SH) | 5.5504040349488 | 56440 | 382 | 5.69 | 321143.6 | 7878.8/2.515% |
| 2025-07-31 | 招商银行(600036.SH) | 40.382272545624 | 7507 | 81 | 44.48 | 333911.36 | 30761.64/10.147% |
| 2025-07-31 | 浦发银行(600000.SH) | 6.8987101394204 | 26256 | 381 | 12.81 | 336339.36 | 155206.83/85.687% |
| 2025-07-31 | 兴业银行(601166.SH) | 14.131586889983 | 14791 | 381 | 22.64 | 334868.24 | 125847.94/60.208% |
| 2025-07-31 | 中国平安(601318.SH) | 38.640317174909 | 5656 | 381 | 58.69 | 331950.64 | 113401.01/51.888% |
| 2025-07-31 | 中国石化(600028.SH) | 5.5504040349488 | 56440 | 381 | 6.01 | 339204.4 | 25939.6/8.28% |
交易详情
| 2025-07-31 | 中国平安(601318.SH) | 卖 | -400 | 60.41 | -24164 | ¥31.41 | 8707.87 |
| 2025-07-31 | 中国石化(600028.SH) | 卖 | -2500 | 6.04 | -15100 | ¥20.1 | 1223.99 |
| 2025-07-31 | 兴业银行(601166.SH) | 买 | 800 | 22.8 | 18240 | ¥5.47 | 0 |
| 2025-07-31 | 浦发银行(600000.SH) | 买 | 1400 | 12.87 | 18018 | ¥5.41 | 0 |
| 2025-07-17 | 招商银行(600036.SH) | 买 | 100 | 45.1 | 4510 | ¥5 | 0 |
| 2025-07-17 | 中国石化(600028.SH) | 买 | 2500 | 5.76 | 14400 | ¥5 | 0 |
| 2025-07-17 | 兴业银行(601166.SH) | 卖 | -100 | 24.3 | -2430 | ¥7.43 | 1066.45 |
| 2025-07-17 | 浦发银行(600000.SH) | 买 | 300 | 13.48 | 4044 | ¥5 | 0 |
| 2025-07-16 | 浦发银行(600000.SH) | 买 | 722 | 13.52 | -10.5 | ¥0 | 0 |
| 2025-07-11 | 招商银行(600036.SH) | 买 | 307 | 46.24 | -4.32 | ¥0 | 0 |
