高息小盘价值策略:年化收益率（21.77%）
本策略精选高股息率、低估值的小市值股票，并进行严格的质量筛选，力求在控制风险的前提下，获取长期稳健的投资回报。
概要
核心指标
- 累计收益率: 91.29%
- 年化收益率: 21.77%
- 基准收益率: 22.2%
- 阿尔法: 0.17
- 夏普比率: 0.94
- 最大回撤: 19.1%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 张家港行(002839.SZ) | 4.5797104446512 | 87100 | 24 | 4.47 | 389337 | -9555.78/-2.396% |
| 2026-04-03 | 友发集团(601686.SH) | 6.3943518126888 | 66200 | 44 | 5.71 | 378002 | -45304.09/-10.702% |
| 2026-04-03 | 奥普科技(603551.SH) | 11.884054282347 | 31100 | 69 | 12.17 | 378487 | 8892.91/2.406% |
| 2026-04-03 | 蓝天燃气(605368.SH) | 9.3092732488895 | 45700 | 119 | 8.11 | 370627 | -54806.79/-12.883% |
| 2026-04-03 | 渤海轮渡(603167.SH) | 10.039866168878 | 42136 | 154 | 9.16 | 385965.76 | -37074.04/-8.764% |
| 2026-04-02 | 张家港行(002839.SZ) | 4.5797104446512 | 87100 | 23 | 4.54 | 395434 | -3458.78/-0.867% |
| 2026-04-02 | 友发集团(601686.SH) | 6.3943518126888 | 66200 | 43 | 5.84 | 386608 | -36698.09/-8.669% |
| 2026-04-02 | 奥普科技(603551.SH) | 11.884054282347 | 31100 | 68 | 12.5 | 388750 | 19155.91/5.183% |
| 2026-04-02 | 蓝天燃气(605368.SH) | 9.3092732488895 | 45700 | 118 | 8.27 | 377939 | -47494.79/-11.164% |
| 2026-04-02 | 渤海轮渡(603167.SH) | 10.039866168878 | 42136 | 153 | 9.36 | 394392.96 | -28646.84/-6.772% |
交易详情
| 2026-03-31 | 蓝天燃气(605368.SH) | 买 | 500 | 8.26 | 4130 | ¥5 | 0 |
| 2026-03-31 | 渤海轮渡(603167.SH) | 卖 | -100 | 9.3 | -930 | ¥5.93 | -73.99 |
| 2026-03-31 | 友发集团(601686.SH) | 买 | 200 | 5.89 | 1178 | ¥5 | 0 |
| 2026-03-31 | 奥普科技(603551.SH) | 卖 | -1100 | 12.57 | -13827 | ¥18.83 | 754.54 |
| 2026-03-31 | 张家港行(002839.SZ) | 买 | 800 | 4.5 | 3600 | ¥5 | 0 |
| 2026-03-24 | 蓝天燃气(605368.SH) | 卖 | -1800 | 8.18 | -14724 | ¥19.72 | -2053.39 |
| 2026-03-24 | 友发集团(601686.SH) | 买 | 2600 | 5.66 | 14716 | ¥5 | 0 |
| 2026-03-24 | 奥普科技(603551.SH) | 买 | 1000 | 11.48 | 11480 | ¥5 | 0 |
| 2026-03-24 | 张家港行(002839.SZ) | 卖 | -1000 | 4.35 | -4350 | ¥9.35 | -230.39 |
| 2026-03-17 | 蓝天燃气(605368.SH) | 买 | 600 | 8.56 | 5136 | ¥5 | 0 |
