小市值价值精选策略:年化收益率（5.22%）
本策略精选中证1000成分股中，股价合理、估值较低、非创业板、非ST、非次新股，并兼顾筹码集中度，构建小市值价值投资组合，力求在控制风险的前提下，获取长期稳健收益。
概要
核心指标
- 累计收益率: 8.04%
- 年化收益率: 5.22%
- 基准收益率: 19.74%
- 阿尔法: -0.05
- 夏普比率: 0.24
- 最大回撤: 33.87%
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 | 金徽股份(603132.SH) | 13.086042352941 | 17000 | 24 | 12.74 | 216580 | -5882.72/-2.644% |
| 2025-08-01 | 台华新材(603055.SH) | 9.1627480176211 | 0 | 24 | 9.68 | 0 | 10833.62/5.209% |
| 2025-08-01 | 禾丰股份(603609.SH) | 8.2536555555556 | 25200 | 24 | 8.56 | 215712 | 7719.88/3.712% |
| 2025-08-01 | 光峰科技(688007.SH) | 14.159371586588 | 0 | 63 | 15.19 | 0 | 15920.59/7.773% |
| 2025-08-01 | 普门科技(688389.SH) | 12.673084684908 | 15854 | 63 | 13.78 | 218468.12 | 17549.04/8.734% |
| 2025-07-31 | 金徽股份(603132.SH) | 13.123935897436 | 15600 | 23 | 12.62 | 196872 | -7861.4/-3.84% |
| 2025-07-31 | 台华新材(603055.SH) | 9.1627480176211 | 22700 | 23 | 9.64 | 218828 | 10833.62/5.209% |
| 2025-07-31 | 禾丰股份(603609.SH) | 8.2524749003984 | 25100 | 23 | 8.54 | 214354 | 7216.88/3.484% |
| 2025-07-31 | 光峰科技(688007.SH) | 14.159371586588 | 14465 | 62 | 15.26 | 220735.9 | 15920.59/7.773% |
| 2025-07-31 | 普门科技(688389.SH) | 12.673084684908 | 16154 | 62 | 13.6 | 219694.4 | 14973.39/7.314% |
交易详情
| 2025-08-01 | 光峰科技(688007.SH) | 卖 | -14465 | 15.21 | -220012.65 | ¥286.02 | 15197.34 |
| 2025-08-01 | 台华新材(603055.SH) | 卖 | -22700 | 9.63 | -218601 | ¥284.18 | 10606.62 |
| 2025-08-01 | 普门科技(688389.SH) | 卖 | -300 | 13.6 | -4080 | ¥9.08 | 278.07 |
| 2025-08-01 | 禾丰股份(603609.SH) | 买 | 100 | 8.5 | 850 | ¥5 | 0 |
| 2025-08-01 | 金徽股份(603132.SH) | 买 | 1400 | 12.66 | 17724 | ¥5.32 | 0 |
| 2025-07-01 | 诺禾致源(688315.SH) | 卖 | -14432 | 14.16 | -204357.12 | ¥265.66 | 606.25 |
| 2025-07-01 | 贵州三力(603439.SH) | 卖 | -17084 | 11.61 | -198345.24 | ¥257.85 | -32195.16 |
| 2025-07-01 | 振华新材(688707.SH) | 卖 | -16955 | 13.62 | -230927.1 | ¥300.21 | 43583.72 |
| 2025-07-01 | 普门科技(688389.SH) | 买 | 530 | 12.98 | 6879.4 | ¥5 | 0 |
| 2025-07-01 | 禾丰股份(603609.SH) | 买 | 25100 | 8.25 | 207075 | ¥62.12 | 0 |
