小盘股蓝筹股混合策略:年化收益率（23.99%）
持有小盘股和蓝筹股，避免过度风格暴露，保证收益的同时减少风险
概要
核心指标
- 累计收益率: 195.85%
- 年化收益率: 23.99%
- 基准收益率: -15.7%
- 阿尔法: 0.25
- 夏普比率: 1.14
- 最大回撤: 11.93%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 中国神华(601088.SH) | 47.70953968254 | 12600 | 1 | 47.58 | 599508 | -1632.2/-0.272% |
| 2026-04-03 | 民生银行(600016.SH) | 3.7607520833333 | 24000 | 1 | 3.73 | 89520 | -738.05/-0.818% |
| 2026-04-03 | 创业环保(600874.SH) | 6.2512500747384 | 56100 | 4 | 5.91 | 331551 | -19144.13/-5.459% |
| 2026-04-03 | 招商银行(600036.SH) | 39.547908695652 | 2300 | 4 | 39.4 | 90620 | -340.19/-0.374% |
| 2026-04-03 | 苏农银行(603323.SH) | 4.9095693993506 | 123200 | 7 | 4.83 | 595056 | -9802.95/-1.621% |
| 2026-04-03 | 美的集团(000333.SZ) | 75.430778013864 | 0 | 25 | 76.35 | 0 | 16289.46/2.571% |
| 2026-04-03 | 兴业银行(601166.SH) | 18.72374375 | 4800 | 4 | 18.69 | 89712 | -161.97/-0.18% |
| 2026-04-03 | 宝立食品(603170.SH) | 14.035099124977 | 7200 | 34 | 13.12 | 94464 | -6588.71/-6.52% |
| 2026-04-03 | 龙版传媒(605577.SH) | 13.349172257531 | 6800 | 103 | 12.22 | 83096 | -7678.37/-8.459% |
| 2026-04-03 | 华夏银行(600015.SH) | 7.3543871212988 | 55414 | 106 | 7.4 | 410063.6 | 2527.59/0.62% |
交易详情
| 2026-04-03 | 上海银行(601229.SH) | 卖 | -61134 | 9.93 | -607060.62 | ¥121.41 | 7870.84 |
| 2026-04-03 | 美的集团(000333.SZ) | 卖 | -8400 | 77.3 | -649320 | ¥129.86 | 15701.46 |
| 2026-04-03 | 华夏银行(600015.SH) | 买 | 42700 | 7.47 | 318969 | ¥63.79 | 0 |
| 2026-04-03 | 民生银行(600016.SH) | 买 | 24000 | 3.76 | 90240 | ¥18.05 | 0 |
| 2026-04-03 | 创业环保(600874.SH) | 卖 | -10800 | 6.08 | -65664 | ¥13.13 | -1849.5 |
| 2026-04-03 | 中国神华(601088.SH) | 买 | 12600 | 47.7 | 601020 | ¥120.2 | 0 |
| 2026-04-03 | 苏农银行(603323.SH) | 买 | 53500 | 4.91 | 262685 | ¥52.54 | 0 |
| 2026-04-03 | 海峡环保(603817.SH) | 买 | 7500 | 7.07 | 53025 | ¥10.61 | 0 |
| 2026-04-03 | 龙版传媒(605577.SH) | 卖 | -300 | 13.29 | -3987 | ¥5 | -17.75 |
| 2026-03-31 | 中国移动(600941.SH) | 卖 | -1000 | 93.4 | -93400 | ¥18.68 | -418.76 |
