行业精选小盘股策略:年化收益率（63.6%）
本策略精选银行、房地产、电子行业的小市值股票，通过定期调仓，力求在特定行业中获取小市值股票带来的超额收益。
概要
核心指标
- 累计收益率: 677.71%
- 年化收益率: 63.6%
- 基准收益率: -28.49%
- 阿尔法: 0.99
- 夏普比率: 1.14
- 最大回撤: 45.96%
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 | 鑫汇科(831167.BJ) | 26.888064285714 | 11200 | 9 | 28.25 | 316400 | 15253.68/5.065% |
| 2025-06-06 | 晶华微(688130.SH) | 25.945940397351 | 12080 | 24 | 26.07 | 314925.6 | 1498.64/0.478% |
| 2025-06-06 | 贝隆精密(301567.SZ) | 35.723159437118 | 8038 | 34 | 38.33 | 308096.54 | 20953.78/7.297% |
| 2025-06-06 | 耐科装备(688419.SH) | 33.941130194817 | 8863 | 64 | 34.47 | 305507.61 | 4687.37/1.558% |
| 2025-06-06 | 东南电子(301359.SZ) | 16.130208018183 | 16027 | 159 | 19.29 | 309160.83 | 50641.99/19.589% |
| 2025-06-05 | 鑫汇科(831167.BJ) | 26.888064285714 | 11200 | 8 | 28.37 | 317744 | 16597.68/5.512% |
| 2025-06-05 | 晶华微(688130.SH) | 25.945940397351 | 12080 | 23 | 26.08 | 315046.4 | 1619.44/0.517% |
| 2025-06-05 | 贝隆精密(301567.SZ) | 35.723159437118 | 8038 | 33 | 37.82 | 303997.16 | 16854.4/5.87% |
| 2025-06-05 | 耐科装备(688419.SH) | 33.941130194817 | 8863 | 63 | 34.3 | 304000.9 | 3180.66/1.057% |
| 2025-06-05 | 东南电子(301359.SZ) | 16.130208018183 | 16027 | 158 | 19.09 | 305955.43 | 47436.59/18.349% |
交易详情
| 2025-05-26 | 贝隆精密(301567.SZ) | 买 | 38 | 37.71 | -7.02 | ¥0 | 0 |
| 2025-05-26 | 骏成科技(301106.SZ) | 卖 | -10600 | 28.58 | -302948 | ¥393.83 | -4968.35 |
| 2025-05-26 | 东南电子(301359.SZ) | 买 | 200 | 18.88 | 3776 | ¥5 | 0 |
| 2025-05-26 | 鑫汇科(831167.BJ) | 买 | 11200 | 26.88 | 301056 | ¥90.32 | 0 |
| 2025-05-21 | 东南电子(301359.SZ) | 买 | 4727 | 19.37 | -13.01 | ¥0 | 0 |
| 2025-05-19 | 鑫汇科(831167.BJ) | 卖 | -11100 | 30.05 | -333555 | ¥433.62 | 31686.36 |
| 2025-05-19 | 东南电子(301359.SZ) | 买 | 100 | 27.69 | 2769 | ¥5 | 0 |
| 2025-05-19 | 晶华微(688130.SH) | 买 | 1288 | 25.42 | 32740.96 | ¥9.82 | 0 |
| 2025-05-19 | 骏成科技(301106.SZ) | 买 | 10600 | 29.04 | 307824 | ¥92.35 | 0 |
| 2025-05-12 | 东南电子(301359.SZ) | 卖 | -100 | 27.82 | -2782 | ¥7.78 | 491.42 |
