约翰・内夫精选策略:年化收益率（16.84%）
本策略基于价值投资理念，精选低市盈率、低市净率、高股息率，同时兼顾净利润增长和高ROE的股票，旨在挖掘被市场低估且具备成长潜力的优质标的。策略每5天调仓一次，并设置了20%止损和30%止盈来控制风险。
概要
核心指标
- 累计收益率: 31.47%
- 年化收益率: 16.84%
- 基准收益率: 10.05%
- 阿尔法: 0.12
- 夏普比率: 0.75
- 最大回撤: 17.19%
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 | 中国人保(601319.SH) | 8.5121341614907 | 16100 | 3 | 8.16 | 131376 | -5669.36/-4.137% |
| 2025-08-01 | 北京人力(600861.SH) | 20.952709230769 | 6300 | 5 | 20.84 | 131292 | -710.07/-0.538% |
| 2025-08-01 | 中国太保(601601.SH) | 37.070508333333 | 3500 | 10 | 37.1 | 129850 | 103.22/0.08% |
| 2025-08-01 | 天山铝业(002532.SZ) | 8.4325287581699 | 15300 | 11 | 9.07 | 138771 | 9753.31/7.56% |
| 2025-08-01 | 国电电力(600795.SH) | 4.5635714285714 | 1400 | 21 | 4.55 | 6370 | -19/-0.297% |
| 2025-08-01 | 中远海控(601919.SH) | 15.664697368421 | 7600 | 50 | 15.5 | 117800 | -1251.7/-1.051% |
| 2025-08-01 | 苏美达(600710.SH) | 10.493846153846 | 1300 | 65 | 10.76 | 13988 | 346/2.536% |
| 2025-07-31 | 中国人保(601319.SH) | 8.5231 | 15600 | 2 | 8.18 | 127608 | -5352.36/-4.026% |
| 2025-07-31 | 北京人力(600861.SH) | 20.952709230769 | 6500 | 4 | 21 | 136500 | 307.39/0.226% |
| 2025-07-31 | 中国太保(601601.SH) | 37.070508333333 | 3500 | 9 | 37.46 | 131110 | 1363.22/1.051% |
交易详情
| 2025-08-01 | 国电电力(600795.SH) | 卖 | -27400 | 4.56 | -124944 | ¥162.43 | -3600.55 |
| 2025-08-01 | 中远海控(601919.SH) | 卖 | -700 | 15.66 | -10962 | ¥15.96 | -208 |
| 2025-08-01 | 苏美达(600710.SH) | 卖 | -11200 | 10.49 | -117488 | ¥152.73 | -595.41 |
| 2025-08-01 | 中远海控(601919.SH) | 买 | 7600 | 15.66 | 119016 | ¥35.7 | 0 |
| 2025-08-01 | 中国人保(601319.SH) | 买 | 500 | 8.16 | 4080 | ¥5 | 0 |
| 2025-08-01 | 国电电力(600795.SH) | 买 | 1400 | 4.56 | 6384 | ¥5 | 0 |
| 2025-08-01 | 北京人力(600861.SH) | 卖 | -200 | 21 | -4200 | ¥9.2 | 9.46 |
| 2025-08-01 | 苏美达(600710.SH) | 买 | 1300 | 10.49 | 13637 | ¥5 | 0 |
| 2025-07-31 | 国电电力(600795.SH) | 卖 | -900 | 4.69 | -4221 | ¥9.22 | 58 |
| 2025-07-31 | 中远海控(601919.SH) | 卖 | -7600 | 15.95 | -121220 | ¥157.59 | 343.75 |
